# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-25-000120
**Filing Date:** 2025-9
**Character Count:** 165206
**Document Hash:** b72cfdb6cbe2e3b91dbfb98efd853f98
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-25-000120.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001084380-25-000120

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251346161

**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:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $541136409.00

**Total Liabilities:** $15648575.00

**Net Assets:** $525487834.00

**Delayed Delivery Securities:** $1597043.00

**Cash Not Reported:** $1314363.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -2336.33000000 | **5-Year:** -23718.17000000 | **10-Year:** -45523.14000000 | **30-Year:** -43905.27000000

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

- **3-Month:** -56.25000000 | **1-Year:** -8467.31000000 | **5-Year:** -51320.81000000 | **10-Year:** -78348.37000000 | **30-Year:** -46825.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202766 | 1.52%                | 2.58%                | 1.26%                |
| Class ID C000145609 | 1.52%                | 2.50%                | 1.26%                |
| Class ID C000145610 | 1.41%                | 2.57%                | 1.14%                |
| Class ID C000162600 | 1.52%                | 2.51%                | 1.25%                |
| Class ID C000145608 | 1.52%                | 2.54%                | 1.14%                |
| Class ID C000145611 | 1.41%                | 2.60%                | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1465340.21             | $6293328.53                                |
| Month 2  | $-17136.04               | $10311497.06                               |
| Month 3  | $-313630.80              | $3456809.48                                |

### 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      | $983263.27    | 0.19%             | 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        |     1550000 | PA      | $1506374.91   | 0.29%             | 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      | $1504799.28   | 0.29%             | 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        |    38750000 | PA      | $1548572.94   | 0.29%             | 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        |  3180000000 | PA      | $666357.36    | 0.13%             | 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      | $1165257.98   | 0.22%             | 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      | $1261119.59   | 0.24%             | 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        |     2250000 | PA      | $1978717.28   | 0.38%             | 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        |     2371311 | PA      | $1785521.17   | 0.34%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  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        |     1500000 | PA      | $1535250.00   | 0.29%             | 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        |      650000 | PA      | $654828.85    | 0.12%             | 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      | $828630.53    | 0.16%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Ambipar Lux Sarl                                                            | Ambipar Lux Sarl                                                              | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     1082000 | PA      | $980930.70    | 0.19%             | 2031-02-06      | Fixed         | 9.88%                 | 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        |     8967000 | PA      | $8967000.00   | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                           | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1500000 | PA      | $931683.99    | 0.18%             | 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      | $786637.37    | 0.15%             | 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        |     2225000 | PA      | $2227225.00   | 0.42%             | 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      | $990962.50    | 0.19%             | 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      | $2357396.80   | 0.45%             | 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        |     2300000 | PA      | $2334742.44   | 0.44%             | 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      | $1556602.50   | 0.30%             | N/A             | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                       | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1400000 | PA      | $984286.28    | 0.19%             | 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      | $1342692.00   | 0.26%             | 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      | $1092694.82   | 0.21%             | 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      | $1786567.40   | 0.34%             | 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        |     1000000 | PA      | $739679.39    | 0.14%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pampa Energia SA                                                            | Pampa Energia S.A.                                                            | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     2000000 | PA      | $2012000.00   | 0.38%             | 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      | $1369229.80   | 0.26%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                      | Republic of Poland Government International Bond                              | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |     5500000 | PA      | $1536923.17   | 0.29%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                         | Saudi Government International Bond                                           | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1250000 | PA      | $1255516.38   | 0.24%             | 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        |     2000000 | PA      | $2044808.36   | 0.39%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                         | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      600000 | PA      | $627600.00    | 0.12%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                             | Cemex SAB de C.V.                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1700000 | PA      | $1735615.00   | 0.33%             | 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      | $1576163.16   | 0.30%             | 2030-12-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                               | Cia de Minas Buenaventura SAA                                                 | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1000000 | PA      | $1021350.00   | 0.19%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                          | Rwanda International Government Bond                                          | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     1925000 | PA      | $1674799.82   | 0.32%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                       | Turkiye Government International Bond                                         | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2800000 | PA      | $2826299.59   | 0.54%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                         | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    18940950 | PA      | $507056.42    | 0.10%             | 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      | $1878223.33   | 0.36%             | 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      | $1255918.34   | 0.24%             | 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      | $1157835.00   | 0.22%             | 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      | $2040338.49   | 0.39%             | 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      | $1813129.05   | 0.35%             | 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        |     7734989 | PA      | $5105092.74   | 0.97%             | 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        |     3481164 | PA      | $2795038.97   | 0.53%             | 2035-07-03      | Fixed         | 5.00%                 | 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      | $940773.96    | 0.18%             | 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      | $448805.33    | 0.09%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                      | Colombia Government International Bond                                        | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1525000 | PA      | $1563125.00   | 0.30%             | 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      | $1579200.00   | 0.30%             | 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      | $926819.68    | 0.18%             | 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      | $1347000.00   | 0.26%             | 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        |     2000000 | PA      | $1927324.74   | 0.37%             | 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      | $2240441.41   | 0.43%             | 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      | $693336.41    | 0.13%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OI S.A.                                                                     | Oi S.A.                                                                       | CUSIP: G70278208<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |       79524 | NS      | $7384.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honduras Government International Bond                                      | Honduras Government International Bond                                        | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1075000 | PA      | $1122300.00   | 0.21%             | 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      | $831615.46    | 0.16%             | 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      | $874849.20    | 0.17%             | 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      | $819349.21    | 0.16%             | 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      | $1096840.50   | 0.21%             | 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      | $1099163.58   | 0.21%             | 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      | $991729.80    | 0.19%             | 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        |     1850000 | PA      | $512279.53    | 0.10%             | 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        |     1398000 | PA      | $1305999.07   | 0.25%             | 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        |     1000000 | PA      | $891632.90    | 0.17%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                              | Sisecam UK plc                                                                | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1440096.00   | 0.27%             | 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      | $502142.30    | 0.10%             | 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        |     1500000 | PA      | $1513568.24   | 0.29%             | 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      | $897416.50    | 0.17%             | 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        |      200306 | PA      | $141042.58    | 0.03%             | 2027-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Banco Davivienda SA                                                         | Banco Davivienda S.A.                                                         | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     1143000 | PA      | $1162991.07   | 0.22%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                            | Banco Bradesco S.A.                                                           | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1565250.00   | 0.30%             | 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      | $3884079.69   | 0.74%             | 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        |     3300000 | PA      | $3126888.27   | 0.60%             | 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      | $2043656.32   | 0.39%             | 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      | $1846227.68   | 0.35%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                 | Bank Gospodarstwa Krajowego                                                   | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1500000 | PA      | $1553099.46   | 0.30%             | 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        |     2000000 | PA      | $2084340.74   | 0.40%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government Bond                                      | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    15700000 | PA      | $712729.87    | 0.14%             | 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      | $1045875.50   | 0.20%             | 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        |     1500000 | PA      | $1547250.00   | 0.29%             | 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      | $1431602.08   | 0.27%             | 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      | $1638816.27   | 0.31%             | 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        |     1600000 | PA      | $1634496.30   | 0.31%             | 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        |     2100000 | PA      | $2152500.00   | 0.41%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                    | Eagle Funding Luxco Sarl                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     1600000 | PA      | $1607200.00   | 0.31%             | 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      | $159419.14    | 0.03%             | 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      | $274988.38    | 0.05%             | 2049-09-30      | Fixed         | 3.12%                 | 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        |     1500000 | PA      | $1513500.00   | 0.29%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: —       |
| AES Andes SA                                                                | AES Andes S.A.                                                                | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1075000 | PA      | $1125559.40   | 0.21%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EMBOTELLADORA ANDINA SA                                                     | Embotelladora Andina S.A.                                                     | CUSIP: 29081PAF2<br>LEI: 254900NNPKP1J9XTSA53 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $1113750.00   | 0.21%             | 2050-01-21      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                      | AngloGold Ashanti Holdings plc                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      925000 | PA      | $869242.79    | 0.17%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arcor SAIC                                                                  | Arcor SAIC                                                                    | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |     1625000 | PA      | $1620937.50   | 0.31%             | 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        |      800000 | PA      | $813292.80    | 0.15%             | 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      | $208282.80    | 0.04%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                     | Brazilian Government International Bond                                       | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1475000 | PA      | $1415999.82   | 0.27%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                     | Hungary Government International Bond                                         | CUSIP: AN6008295<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   135000000 | PA      | $368232.23    | 0.07%             | 2026-12-22      | Fixed         | 2.75%                 | 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        |    10282000 | PA      | $1742624.16   | 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      | $1683000.00   | 0.32%             | 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      | $1178847.21   | 0.22%             | 2031-02-28      | Fixed         | 7.00%                 | 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      | $736295.00    | 0.14%             | 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      | $377812.50    | 0.07%             | 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      | $512910.00    | 0.10%             | 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      | $1888705.88   | 0.36%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                      | Oman Government International Bond                                            | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1025000 | PA      | $1098443.23   | 0.21%             | 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      | $3461535.43   | 0.66%             | 2035-07-31      | Fixed         | 1.00%                 | 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        |     1200000 | PA      | $1270290.00   | 0.24%             | 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      | $1961067.73   | 0.37%             | 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        |      650000 | PA      | $546195.00    | 0.10%             | 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      | $5356021.81   | 1.02%             | 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        |      850000 | PA      | $864875.00    | 0.16%             | 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        |     1000000 | PA      | $727500.00    | 0.14%             | 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        |     2075000 | PA      | $1905439.26   | 0.36%             | 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        | 31870000000 | PA      | $1940081.05   | 0.37%             | 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      | $1734477.75   | 0.33%             | 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      | $902996.96    | 0.17%             | 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      | $1060219.67   | 0.20%             | 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      | $1619991.20   | 0.31%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                      | Oman Government International Bond                                            | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1575000 | PA      | $1591836.97   | 0.30%             | 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      | $1167500.00   | 0.22%             | 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        |     1600000 | PA      | $1741939.20   | 0.33%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1130078.79   | 0.22%             | 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      | $771028.74    | 0.15%             | 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        |     4600000 | PA      | $4842505.70   | 0.92%             | 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      | $1849456.00   | 0.35%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bond                                        | Panama Government International Bond                                          | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1750000 | PA      | $1894375.00   | 0.36%             | 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      | $1578484.13   | 0.30%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| Sable International Finance Ltd                                             | Sable International Finance Ltd                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200007.60    | 0.04%             | 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      | $2002008.52   | 0.38%             | 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      | $802106.87    | 0.15%             | 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      | $30416.67     | 0.01%             | 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        |     1525000 | PA      | $407601.60    | 0.08%             | 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      | $2189395.39   | 0.42%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sorik Marapi Geothermal Power PT                                            | Sorik Marapi Geothermal Power PT                                              | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     1480950 | PA      | $1495760.64   | 0.28%             | 2031-08-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                           | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1420752.40   | 0.27%             | 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      | $901312.50    | 0.17%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                        | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      950000 | PA      | $656231.50    | 0.12%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                        | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1400000 | PA      | $908921.64    | 0.17%             | 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        |     1900000 | PA      | $1924188.73   | 0.37%             | 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      | $3107782.64   | 0.59%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                              | Czech Republic Government Bond                                                | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    43000000 | PA      | $1741060.45   | 0.33%             | 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      | $746490.94    | 0.14%             | 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      | $1247281.65   | 0.24%             | 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      | $1681678.37   | 0.32%             | 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        |    39900000 | PA      | $1931126.16   | 0.37%             | 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      | $1609167.50   | 0.31%             | 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        |      775000 | PA      | $744000.00    | 0.14%             | 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        |     2775637 | PA      | $1963763.26   | 0.37%             | 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      | $1539252.72   | 0.29%             | 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      | $2266440.86   | 0.43%             | 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      | $1806818.16   | 0.34%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bancolombia SA                                                              | Bancolombia S.A.                                                              | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1063687.22   | 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      | $465516.81    | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                | Ecopetrol S.A.                                                                | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $1365413.40   | 0.26%             | 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      | $1684235.63   | 0.32%             | 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        |     1775000 | PA      | $1739500.00   | 0.33%             | 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      | $615000.00    | 0.12%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                         | Malaysia Government International Bond                                        | CUSIP: EK9244469<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1500067.06   | 0.29%             | 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      | $733263.53    | 0.14%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                              | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $632772.46    | 0.12%             | 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        |      360000 | PA      | $318600.00    | 0.06%             | 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      | $2518500.00   | 0.48%             | 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      | $1844517.40   | 0.35%             | 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        |     1600000 | PA      | $1698238.02   | 0.32%             | 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      | $499916.35    | 0.10%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| LD Celulose International GmbH                                              | LD Celulose International GmbH                                                | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      725000 | PA      | $757987.50    | 0.14%             | 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      | $1863625.50   | 0.35%             | 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      | $1995970.62   | 0.38%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| India Government Bond                                                       | India Government Bond                                                         | CUSIP: ZJ8780851<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    81000000 | PA      | $964658.97    | 0.18%             | 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        |      625000 | PA      | $622231.25    | 0.12%             | 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        |     4000000 | PA      | $3697200.00   | 0.70%             | 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      | $930358.02    | 0.18%             | 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      | $753400.63    | 0.14%             | 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        |     1500000 | PA      | $959793.00    | 0.18%             | 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        |     1500000 | PA      | $1529207.45   | 0.29%             | 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      | $1000050.00   | 0.19%             | 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      | $1097652.90   | 0.21%             | 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      | $1791518.90   | 0.34%             | 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      | $714379.61    | 0.14%             | 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        |      735704 | PA      | $715692.66    | 0.14%             | 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        |     1500000 | PA      | $1507590.00   | 0.29%             | 2036-08-15      | Fixed         | 6.25%                 | 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      | $574192.82    | 0.11%             | 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      | $944388.61    | 0.18%             | 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      | $988129.12    | 0.19%             | 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        |     1000000 | PA      | $1055000.00   | 0.20%             | 2030-05-12      | Fixed         | 8.00%                 | 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      | $2094548.51   | 0.40%             | 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      | $2556794.30   | 0.49%             | 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      | $876980.66    | 0.17%             | 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      | $1785956.04   | 0.34%             | 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        |   190000000 | PA      | $476418.55    | 0.09%             | 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      | $1938126.00   | 0.37%             | 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      | $2564234.25   | 0.49%             | 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      | $2104362.84   | 0.40%             | 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      | $1048768.31   | 0.20%             | 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      | $624836.52    | 0.12%             | 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        |     2500000 | PA      | $2240625.00   | 0.43%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                        | Paraguay Government International Bond                                        | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1375000 | PA      | $1172875.00   | 0.22%             | 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        |     4150000 | PA      | $1091267.81   | 0.21%             | 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        |     1320000 | PA      | $1340159.13   | 0.26%             | 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        | 34560000000 | PA      | $2166336.55   | 0.41%             | 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      | $943950.00    | 0.18%             | 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      | $1495500.00   | 0.28%             | 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      | $2179813.55   | 0.41%             | 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        |     2000000 | PA      | $1929792.80   | 0.37%             | 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        |     1609600 | PA      | $1411619.20   | 0.27%             | 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      | $948682.01    | 0.18%             | 2044-07-24      | Fixed         | 5.38%                 | 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      | $498513.76    | 0.09%             | 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      | $2141780.85   | 0.41%             | 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        |     1500000 | PA      | $1438920.00   | 0.27%             | 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      | $1739918.90   | 0.33%             | 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      | $1840138.00   | 0.35%             | 2029-10-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                      | Pertamina Persero PT                                                          | CUSIP: 69370PAE1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     1250000 | PA      | $1030889.05   | 0.20%             | 2049-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                      | Galaxy Pipeline Assets Bidco Ltd                                              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1474300 | PA      | $1314435.50   | 0.25%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                     | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      525000 | PA      | $515697.00    | 0.10%             | 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        |     1641000 | PA      | $1576303.58   | 0.30%             | 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        |     1910000 | PA      | $1886195.75   | 0.36%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                            | Lenovo Group Ltd                                                              | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     1500000 | PA      | $1397012.57   | 0.27%             | 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        |     1025000 | PA      | $992619.58    | 0.19%             | 2038-02-13      | Fixed         | 7.96%                 | 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      | $1882070.19   | 0.36%             | 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        |    30050000 | PA      | $1570332.28   | 0.30%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP S.A.                                                                      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1200000 | PA      | $1214352.78   | 0.23%             | 2036-03-01      | Fixed         | 6.70%                 | 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      | $1997140.00   | 0.38%             | 2032-01-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentina Republic Government International Bond (Step Bond)                  | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1320000 | PA      | $1020874.80   | 0.19%             | 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        |     1450000 | PA      | $1315176.32   | 0.25%             | 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      | $890789.81    | 0.17%             | 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      | $1036980.00   | 0.20%             | 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      | $1451335.65   | 0.28%             | 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      | $1591719.01   | 0.30%             | 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      | $1739777.47   | 0.33%             | 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      | $1339000.00   | 0.25%             | 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        |     1750000 | PA      | $1762160.00   | 0.34%             | 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        |     1050000 | PA      | $1085910.00   | 0.21%             | 2034-06-07      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4075000 | PA      | $3309570.70   | 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        |     2700000 | PA      | $2835065.64   | 0.54%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                    | Bank Gospodarstwa Krajowego                                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      830000 | PA      | $839566.31    | 0.16%             | 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      | $593600.00    | 0.11%             | 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      | $1982742.80   | 0.38%             | 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        |     1400000 | PA      | $1402144.30   | 0.27%             | 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        |      525000 | PA      | $510300.00    | 0.10%             | 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        |     1800000 | PA      | $1917000.00   | 0.36%             | 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        |     2500000 | PA      | $2271599.73   | 0.43%             | 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      | $353465.00    | 0.07%             | 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        |     7000000 | PA      | $339478.52    | 0.06%             | 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      | $1932150.00   | 0.37%             | 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        |    18775000 | PA      | $2889994.77   | 0.55%             | 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        |     3000000 | PA      | $2303364.00   | 0.44%             | 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      | $1370087.52   | 0.26%             | 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        |      850000 | PA      | $875500.00    | 0.17%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | MS                                                                            | CUSIP: N/A<br>LEI: 7PDDXEMZ0ZV0CEDU4D16       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16928.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                      | Eskom Holdings SOC Ltd                                                        | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     2875000 | PA      | $2921696.38   | 0.56%             | 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        |      900000 | PA      | $921150.00    | 0.18%             | 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        |   445000000 | PA      | $470144.42    | 0.09%             | 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        |      750000 | PA      | $791534.03    | 0.15%             | 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      | $957351.05    | 0.18%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PAKISTAN WATER & POWER                                                      | Pakistan Water & Power Development Authority                                  | CUSIP: BP8111539<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |     1500000 | PA      | $1329607.77   | 0.25%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                    | CT Trust                                                                      | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      500000 | PA      | $470218.75    | 0.09%             | 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        |     4250000 | PA      | $890586.68    | 0.17%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                                        | Rumo Luxembourg Sarl                                                          | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $1817600.00   | 0.35%             | 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        |     1500000 | PA      | $1517964.42   | 0.29%             | 2036-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| India Government Bond                                                       | India Government International Bond                                           | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   106400000 | PA      | $1266123.88   | 0.24%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4050000 | PA      | $2845125.00   | 0.54%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  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        |      525000 | PA      | $518867.25    | 0.10%             | 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      | $1979875.00   | 0.38%             | 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      | $2508702.99   | 0.48%             | 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        |     1800000 | PA      | $1794834.00   | 0.34%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                                       | EUR251010                                                                     | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $179342.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                 | Industrial DPR Funding Ltd                                                    | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     2934427 | PA      | $2612285.55   | 0.50%             | 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      | $1435300.00   | 0.27%             | 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      | $2017980.00   | 0.38%             | 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        |      805000 | PA      | $916313.22    | 0.17%             | 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      | $1721250.00   | 0.33%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                                       | EUR251010                                                                     | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49585.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                        | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2895000 | PA      | $2439153.30   | 0.46%             | 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        |     2650000 | PA      | $2649125.50   | 0.50%             | 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      | $1292225.00   | 0.25%             | 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        |     1000000 | PA      | $902398.05    | 0.17%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                          | Development Bank of Kazakhstan JSC                                            | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     1300000 | PA      | $1315873.20   | 0.25%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                     | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3100000 | PA      | $2808600.00   | 0.53%             | 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      | $897153.50    | 0.17%             | 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        |     2155173 | PA      | $1574526.87   | 0.30%             | 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      | $1728400.00   | 0.33%             | 2041-08-01      | Variable      | 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      | $2309056.29   | 0.44%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                              | Tullow Oil plc                                                                | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     1522000 | PA      | $1365995.00   | 0.26%             | 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        |     1500000 | PA      | $1566840.90   | 0.30%             | 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      | $1555734.03   | 0.30%             | 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      | $769454.00    | 0.15%             | 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      | $1666865.25   | 0.32%             | 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        |     1031000 | PA      | $1059089.60   | 0.20%             | 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      | $2044942.01   | 0.39%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic Government International Bond                              | CUSIP: 25714WBJ1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    57200000 | PA      | $954975.16    | 0.18%             | 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        |      265589 | NS      | $4223519.75   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                     | Hungary Government Bond                                                       | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   430000000 | PA      | $1169401.16   | 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      | $1821393.53   | 0.35%             | 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      | $704900.00    | 0.13%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                       | Jamaica Government International Bond                                         | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     1810000 | PA      | $2109555.00   | 0.40%             | 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        |     1000000 | PA      | $1039035.76   | 0.20%             | 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      | $2934530.18   | 0.56%             | 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      | $828355.00    | 0.16%             | 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        |     1500000 | PA      | $1489677.42   | 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        |     5249211 | NS      | $5249210.90   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                      | Republic of Azerbaijan International Bond                                     | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     2300000 | PA      | $2092490.53   | 0.40%             | 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        |     1300000 | PA      | $1088799.35   | 0.21%             | 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      | $1441194.45   | 0.27%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                        | Kingston Airport Revenue Finance Ltd                                          | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1406370.00   | 0.27%             | 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      | $2098573.88   | 0.40%             | 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      | $1501425.00   | 0.29%             | 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        |      759561 | PA      | $718449.64    | 0.14%             | 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        |     2100000 | PA      | $2166990.00   | 0.41%             | 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      | $1501353.86   | 0.29%             | 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        |     2000000 | PA      | $1702912.00   | 0.32%             | 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        |     2825000 | PA      | $2365748.23   | 0.45%             | 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      | $1108950.50   | 0.21%             | 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      | $2698532.50   | 0.51%             | 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      | $788274.76    | 0.15%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                                         | Shriram Finance Ltd                                                           | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     2100000 | PA      | $2113448.40   | 0.40%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                      | Asian Development Bank                                                        | CUSIP: BG0743297<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    42300000 | PA      | $472658.06    | 0.09%             | 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        |     1875000 | PA      | $1942305.41   | 0.37%             | 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      | $306336.57    | 0.06%             | 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        |  7080000000 | PA      | $1329535.36   | 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      | $1421281.95   | 0.27%             | 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      | $1744392.66   | 0.33%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                          | UEP Penonome II S.A.                                                          | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     1378884 | PA      | $1220504.39   | 0.23%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                    | Itau Unibanco Holding S.A.                                                    | CUSIP: 465562AA4<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     2250000 | PA      | $2254862.45   | 0.43%             | N/A             | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                         | Muthoot Finance Ltd                                                           | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     2225000 | PA      | $2226733.68   | 0.42%             | 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        |  7169000000 | PA      | $1759763.75   | 0.33%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                             | Network i2i Ltd                                                               | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |     2500000 | PA      | $2471900.00   | 0.47%             | 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      | $1937049.48   | 0.37%             | 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      | $1477337.31   | 0.28%             | 2036-04-01      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                      | Republic of Uzbekistan International Bond                                     | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1700000 | PA      | $1677625.40   | 0.32%             | 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      | $1567713.00   | 0.30%             | 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        |     1500000 | PA      | $1358048.63   | 0.26%             | 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      | $744021.55    | 0.14%             | 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        |      528220 | PA      | $374546.09    | 0.07%             | 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        |     1500000 | PA      | $1521624.39   | 0.29%             | 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      | $1963057.47   | 0.37%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                     | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2000000 | PA      | $1702600.00   | 0.32%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                         | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      800000 | PA      | $727144.42    | 0.14%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                  | First Quantum Minerals Ltd                                                    | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1265000 | PA      | $1303484.03   | 0.25%             | 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      | $782564.25    | 0.15%             | 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        |      675000 | PA      | $680663.08    | 0.13%             | 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      | $2026380.01   | 0.39%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd                                           | IRB Infrastructure Developers Ltd                                             | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     2050000 | PA      | $2065084.31   | 0.39%             | 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      | $979080.60    | 0.19%             | 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      | $1095003.36   | 0.21%             | 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      | $1310435.09   | 0.25%             | 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      | $1078246.50   | 0.21%             | 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      | $797304.50    | 0.15%             | 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        |     1700000 | PA      | $1514188.13   | 0.29%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  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      | $1310456.04   | 0.25%             | 2030-03-03      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                                                  | Akbank TAS                                                                    | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1750000 | PA      | $1799320.01   | 0.34%             | 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        |     1550000 | PA      | $1592266.95   | 0.30%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND                                                      | Turkiye Government International Bond                                         | CUSIP: ZO8193765<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    90500000 | PA      | $2134604.84   | 0.41%             | 2025-10-01      | Fixed         | 12.60%                | No            |                  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      | $1303508.83   | 0.25%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                           | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1000000 | PA      | $648810.09    | 0.12%             | 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      | $2047500.00   | 0.39%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting