# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000630
**Filing Date:** 2026-5
**Character Count:** 392643
**Document Hash:** 1eafe8a4890fe0dc9545a880eddbafec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000630.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001084380-26-000630

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**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:** 261028732

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Portfolio

of

Investments

March

31,

2026

Emerging

Markets

Debt

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.3%

BANK

LOAN

OBLIGATIONS

-

0.4%

PUERTO

RICO

-

0.4%

$

1,840,000

(a) Coral-US

Co-Borrower,

LLC,

Term

Loan

B6,

(TSFR1M

+

3.000%)

6.787 %

10/15/29

$

1,831,637

2,000,000

(a) Coral-US

Co-Borrower,

LLC,

Term

Loan

B7,

(TSFR3M

+

3.250%)

6.922 01/30/32

1,968,760

TOTAL

PUERTO

RICO

3,800,397

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$3,823,647)

3,800,397

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

2.3%

MEXICO

-

0.4%

252,421

(b) Grupo

Aeromexico

SAB

de

C.V.

(ADR)

3,536,418

TOTAL

MEXICO

3,536,418

UNITED

STATES

-

1.9%

159,800

(c) iShares

JP

Morgan

USD

Emerging

Markets

Bond

ETF

15,010,014

TOTAL

UNITED

STATES

15,010,014

TOTAL

COMMON

STOCKS

(Cost

$19,743,821)

18,546,432

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

46.4%

ANGOLA

-

0.3%

850,000

(d) Azule

Energy

Finance

PLC

8.125 01/23/30

858,523

1,725,000

(d) Azule

Energy

Finance

PLC

8.625 01/22/33

1,734,981

TOTAL

ANGOLA

2,593,504

ARGENTINA

-

1.8%

3,025,000

(d) Arcor

SAIC

7.600 07/31/33

3,083,927

1,500,000

(d) Pampa

Energia

S.A.

7.875 12/16/34

1,548,975

2,400,000

(d) Pan

American

Energy

LLC

7.750 01/15/37

2,394,000

3,025,000

(d) Transportadora

de

Gas

del

Sur

S.A.

7.750 11/20/35

3,068,015

500,000

(d) YPF

S.A.

6.950 07/21/27

501,779

1,200,000

(d) YPF

S.A.

8.750 09/11/31

1,250,590

3,100,000

(d) YPF

S.A.

8.250 01/17/34

3,157,785

TOTAL

ARGENTINA

15,005,071

BRAZIL

-

3.2%

2,900,000

(d) Banco

Bradesco

S.A.

6.500 01/22/30

2,996,570

2,175,000

(d) Banco

BTG

Pactual

S.A.

5.500 01/27/31

2,101,050

3,625,000

(d) Caixa

Economica

Federal

5.625 05/13/30

3,650,738

1,000,000

(d) Klabin

Austria

GmbH

5.750 04/03/29

1,003,900

1,725,000

(d) LD

Celulose

International

GmbH

7.950 01/26/32

1,772,730

207,066

(d),(e)

Oi

S.A.,

(cash

10.000%

or

cash

7.500%

and

6.000 PIK

or

PIK

13.500%)

10.000 06/30/27

99,392

1,950,000

Petrobras

Global

Finance

BV

6.250 01/10/36

1,904,838

1,500,000

Petrobras

Global

Finance

BV

6.900 03/19/49

1,442,241

4,000,000

(d) Raizen

Fuels

Finance

S.A.

6.250 07/08/32

2,210,000

1,800,000

(d) Raizen

Fuels

Finance

S.A.

5.700 01/17/35

985,500

2,600,000

(d) Rede

D'or

Finance

Sarl

6.450 09/09/35

2,602,795

869,000

(d) Rio

Oil

Finance

Trust

8.200 04/06/28

892,984

2,200,000

(d) Rumo

Luxembourg

Sarl

4.200 01/18/32

1,933,250

1,000,000

(d) Sitios

Latinoamerica

SAB

de

C.V.

5.375 04/04/32

975,307

1,435,000

Suzano

Netherlands

BV

5.500 01/15/36

1,388,363

TOTAL

BRAZIL

25,959,658

CHILE

-

3.8%

2,000,000

(d) AES

Andes

S.A.

6.250 03/14/32

2,051,382

1,075,000

(d) AES

Andes

S.A.

8.150 06/10/55

1,128,422

2,550,250

(d) Alfa

Desarrollo

S.p.A

4.550 09/27/51

1,938,771

1,525,000

(d) Antofagasta

plc

5.625 09/09/35

1,506,621

2,300,000

(c),(d),(f),(g)

Banco

de

Credito

e

Inversiones

S.A.

7.500 N/A

2,407,180

1,000,000

(d),(f),(g)

Banco

de

Credito

e

Inversiones

S.A.

8.750 N/A

1,051,130

2,100,000

(d),(f),(g)

Banco

del

Estado

de

Chile

7.950 N/A

2,210,481

Emerging

Markets

Debt

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CHILE

(continued)

$

1,900,000

(d) Celulosa

Arauco

y

Constitucion

S.A.

6.180 %

05/05/32

$

1,884,095

1,500,000

(d) Celulosa

Arauco

y

Constitucion

S.A.

5.150 01/29/50

1,239,247

2,450,000

(d) Cia

Cervecerias

Unidas

S.A.

3.350 01/19/32

2,196,894

2,200,000

(d) Colbun

S.A.

5.375 09/11/35

2,149,072

1,000,000

(d) Corp

Nacional

del

Cobre

de

Chile

6.330 01/13/35

1,042,200

850,000

(d) Corp

Nacional

del

Cobre

de

Chile

6.440 01/26/36

895,754

2,150,000

(d) Corp

Nacional

del

Cobre

de

Chile

4.375 02/05/49

1,641,655

1,500,000

(d) Embotelladora

Andina

S.A.

3.950 01/21/50

1,125,000

2,000,000

(d) Empresa

de

los

Ferrocarriles

del

Estado

3.068 08/18/50

1,237,132

2,200,000

(d) Empresa

Nacional

del

Petroleo

3.450 09/16/31

1,993,683

500,000

(d) Empresa

Nacional

del

Petroleo

6.150 05/10/33

514,226

2,000,000

(d) Inversiones

CMPC

S.A.

6.700 12/09/57

1,949,700

1,000,000

(d) Latam

Airlines

Group

S.A.

7.875 04/15/30

1,010,000

TOTAL

CHILE

31,172,645

CHINA

-

0.3%

2,900,000

Fortune

Star

BVI

Ltd,

Reg

S

6.800 09/09/29

2,739,200

TOTAL

CHINA

2,739,200

COLOMBIA

-

1.8%

1,643,000

(d),(g)

Banco

Davivienda

S.A.

8.125 07/02/35

1,662,716

1,300,000

(g) Bancolombia

S.A.

8.625 12/24/34

1,363,226

2,075,000

Ecopetrol

S.A.

4.625 11/02/31

1,844,115

1,000,000

Ecopetrol

S.A.

8.875 01/13/33

1,052,527

1,000,000

Ecopetrol

S.A.

5.875 11/02/51

703,705

2,000,000

(d) Empresas

Publicas

de

Medellin

ESP

4.250 07/18/29

1,856,280

1,000,000

(d) Empresas

Publicas

de

Medellin

ESP

4.375 02/15/31

905,179

837,000

(d) Gran

Tierra

Energy,

Inc

9.750 04/15/31

737,606

2,575,000

(d) Grupo

Aval

Ltd

4.375 02/04/30

2,406,202

2,200,000

(d) Grupo

Nutresa

S.A.

8.000 05/12/30

2,329,250

TOTAL

COLOMBIA

14,860,806

COSTA

RICA

-

0.5%

1,500,902

(d) Autopistas

del

Sol

S.A.

7.375 12/30/30

1,493,397

2,624,000

(d) Liberty

Costa

Rica

Senior

Secured

Finance

10.875 01/15/31

2,761,760

TOTAL

COSTA

RICA

4,255,157

DOMINICAN

REPUBLIC

-

0.5%

2,300,000

(d) Aeropuertos

Dominicanos

Siglo

XXI

S.A.

7.000 06/30/34

2,343,447

1,700,000

(d) AES

Andres

BV

5.700 05/04/28

1,660,730

TOTAL

DOMINICAN

REPUBLIC

4,004,177

ECUADOR

-

0.2%

1,775,000

(d) Corp

Quiport

S.A.

9.000 12/15/37

1,906,350

TOTAL

ECUADOR

1,906,350

EL

SALVADOR

-

0.3%

2,450,000

(d) Comision

Ejecutiva

Hidroelectrica

del

Rio

Lempa

8.650 01/24/33

2,511,250

TOTAL

EL

SALVADOR

2,511,250

GHANA

-

0.2%

1,100,000

(c),(d)

Kosmos

Energy

Ltd

7.500 03/01/28

1,058,094

1,075,000

(c),(d)

Kosmos

Energy

Ltd

8.750 10/01/31

937,615

TOTAL

GHANA

1,995,709

GUATEMALA

-

1.0%

700,000

(d) CT

Trust

5.125 02/03/32

652,673

3,300,000

(d) Energuate

Trust

6.350 09/15/35

3,230,901

675,000

(d) Industrial

Subordinated

Trust

6.550 04/15/36

675,000

1,650,000

(d) Investment

Energy

Resources

Ltd

6.250 04/26/29

1,642,302

1,750,000

(d) Millicom

International

Cellular

S.A.

7.375 04/02/32

1,771,768

TOTAL

GUATEMALA

7,972,644

HONG

KONG

-

0.2%

2,000,000

(d) Melco

Resorts

Finance

Ltd

5.375 12/04/29

1,920,856

TOTAL

HONG

KONG

1,920,856

INDIA

-

3.4%

2,100,000

(d) Adani

Ports

&

Special

Economic

Zone

Ltd

4.375 07/03/29

2,012,836

1,800,000

(d) Adani

Ports

&

Special

Economic

Zone

Ltd

3.100 02/02/31

1,579,344

1,646,313

(d) Continuum

Green

Energy

India

Pvt

7.500 06/26/33

1,624,134

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDIA

(continued)

$

3,050,000

(d) IRB

Infrastructure

Developers

Ltd

7.110 %

03/11/32

$

3,061,082

2,225,000

(d) Muthoot

Finance

Ltd

6.375 04/23/29

2,211,134

1,850,000

(d) Muthoot

Finance

Ltd

5.750 08/04/30

1,775,054

3,500,000

(d),(f)

Network

i2i

Ltd

3.975 N/A

3,492,988

1,845,000

(d) Renew

Treasury

Ifsc

Pvt

Ltd

6.500 02/02/31

1,790,156

2,700,000

(d) ReNew

Wind

Energy

AP2

4.500 07/14/28

2,546,337

2,400,000

(d) Sammaan

Capital

Ltd

8.950 08/28/28

2,419,468

2,000,000

(d) Sammaan

Capital

Ltd

7.500 10/16/30

1,934,917

2,100,000

(d) Shriram

Finance

Ltd

6.150 04/03/28

2,113,095

1,000,000

UPL

Corp

Ltd,

Reg

S

4.625 06/16/30

883,658

TOTAL

INDIA

27,444,203

INDONESIA

-

2.6%

2,400,000

(f) Bank

Negara

Indonesia

Persero

Tbk

PT,

Reg

S

4.300 N/A

2,316,155

4,500,000

(d) Indika

Energy

Tbk

PT

8.750 05/07/29

4,445,312

1,500,000

(d) Medco

Laurel

Tree

Pte

Ltd

6.950 11/12/28

1,493,908

1,500,000

(d) Medco

Maple

Tree

Pte

Ltd

8.960 04/27/29

1,540,942

1,250,000

(d) Pertamina

Persero

PT

4.700 07/30/49

991,964

1,000,000

(d) Perusahaan

Listrik

Negara

PT

5.250 10/24/42

885,204

2,000,000

(d) Perusahaan

Listrik

Negara

PT

6.150 05/21/48

1,905,836

2,000,000

(d) Perusahaan

Penerbit

SBSN

Indonesia

III

4.500 12/01/30

1,962,560

3,175,000

(d) Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara

5.450 02/03/36

3,035,342

1,586,610

(d) Sorik

Marapi

Geothermal

Power

PT

7.750 08/05/31

1,574,704

995,000

(d) Star

Energy

Geothermal

Darajat

II

4.850 10/14/38

929,836

TOTAL

INDONESIA

21,081,763

ISRAEL

-

1.2%

2,000,000

(d),(g)

Bank

Hapoalim

BM,

Reg

S

3.255 01/21/32

1,972,241

500,000

(d) Bank

Hapoalim

BM,

Reg

S

5.252 01/14/33

493,249

2,841,000

(d) Energean

Israel

Finance

Ltd,

Reg

S

5.375 03/30/28

2,727,543

500,000

(d) Energean

Israel

Finance

Ltd,

Reg

S

5.875 03/30/31

464,124

985,000

(d) Energean

Israel

Finance

Ltd,

Reg

S

8.500 09/30/33

1,011,349

3,175,000

(d),(g)

Mizrahi

Tefahot

Bank

Ltd,

Reg

S

5.837 04/15/36

3,158,545

TOTAL

ISRAEL

9,827,051

JAMAICA

-

0.8%

3,500,000

(d) Kingston

Airport

Revenue

Finance

Ltd

6.750 12/15/36

3,465,000

2,850,000

(d) Montego

Bay

Airport

Revenue

Finance

Ltd

6.600 06/15/35

2,736,485

TOTAL

JAMAICA

6,201,485

KAZAKHSTAN

-

0.5%

1,550,000

(d) KazMunayGas

National

Co

JSC

6.375 10/24/48

1,538,159

2,225,000

(d) QazaqGaz

NC

JSC

4.375 09/26/27

2,207,467

TOTAL

KAZAKHSTAN

3,745,626

MACAU

-

0.3%

200,000

(c),(d)

MGM

China

Holdings

Ltd

7.125 06/26/31

203,969

2,000,000

Sands

China

Ltd

3.250 08/08/31

1,808,425

TOTAL

MACAU

2,012,394

MALAYSIA

-

0.3%

1,320,000

(d) Petronas

Capital

Ltd

5.340 04/03/35

1,354,994

1,300,000

(d) Petronas

Capital

Ltd

5.848 04/03/55

1,329,135

TOTAL

MALAYSIA

2,684,129

MAURITIUS

-

0.1%

987,888

(d) WLB

Asset

VI

Pte

Ltd

7.250 12/21/27

1,019,303

TOTAL

MAURITIUS

1,019,303

MEXICO

-

6.7%

3,100,000

(d),(f),(g)

Banco

Mercantil

del

Norte

S.A.

8.375 N/A

3,185,250

1,500,000

(d) Banco

Nacional

de

Comercio

Exterior

SNC

2.720 08/11/31

1,470,618

3,000,000

(d),(g)

BBVA

Bancomer

S.A.

5.125 01/18/33

2,915,400

2,900,000

(d),(f)

Cemex

SAB

de

C.V.

7.200 N/A

2,936,250

2,760,237

(d) CFE

Fibra

E

5.875 09/23/40

2,681,046

1,975,000

(d) Comision

Federal

de

Electricidad

0.000 01/28/34

1,913,972

1,640,000

(d) Comision

Federal

de

Electricidad

6.264 02/15/52

1,440,482

3,500,000

(d) El

Puerto

de

Liverpool

SAB

de

C.V.

5.750 02/10/38

3,307,530

1,981,015

(d) FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

de

Banca

Multiple

7.250 01/31/41

1,982,996

Emerging

Markets

Debt

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEXICO

(continued)

$

2,100,000

(c),(d)

Grupo

Aeromexico

SAB

de

C.V.

8.625 %

11/15/31

$

2,016,000

2,000,000

Grupo

Televisa

SAB

6.125 01/31/46

1,419,259

1,000,000

(d) Mexico

City

Airport

Trust

5.500 10/31/46

832,567

2,500,000

(d) Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

12.500 10/15/31

2,633,750

2,200,000

(c),(d)

Nemak

SAB

de

C.V.

3.625 06/28/31

1,873,011

960,000

(d) Orbia

Advance

Corp

SAB

de

C.V.

6.800 05/13/30

943,488

400,000

(d) Orbia

Advance

Corp

SAB

de

C.V.

2.875 05/11/31

325,062

3,200,000

(d) Orbia

Advance

Corp

SAB

de

C.V.

7.500 05/13/35

3,049,895

2,100,000

Pemex

Project

Funding

Master

Trust

6.625 06/15/35

1,957,073

3,947,000

Petroleos

Mexicanos

6.840 01/23/30

3,955,715

5,619,000

Petroleos

Mexicanos

6.700 02/16/32

5,499,204

2,200,000

Petroleos

Mexicanos

5.625 01/23/46

1,606,943

2,075,000

Petroleos

Mexicanos

6.350 02/12/48

1,587,798

1,500,000

Petroleos

Mexicanos

6.950 01/28/60

1,181,850

500,000

(d) Saavi

Energia

Sarl

8.875 02/10/35

524,700

2,226,000

(d) Trust

2401

4.869 01/15/30

2,143,371

1,149,000

(d) Trust

Fibra

Uno

4.869 01/15/30

1,102,353

TOTAL

MEXICO

54,485,583

MOROCCO

-

0.5%

1,200,000

(d) OCP

S.A.

6.700 03/01/36

1,230,180

4,000,000

(d) OCP

S.A.

5.125 06/23/51

3,115,200

TOTAL

MOROCCO

4,345,380

MULTI-NATIONAL

-

0.3%

2,200,000

(d) MOBILIARE

S.A.

6.750 11/10/32

2,193,158

TOTAL

MULTI-NATIONAL

2,193,158

NIGERIA

-

0.4%

3,100,000

(d) IHS

Holding

Ltd

7.875 05/29/30

3,140,792

TOTAL

NIGERIA

3,140,792

PAKISTAN

-

0.2%

200,000

(d) Veon

Midco

BV

3.375 11/25/27

189,278

1,600,000

(d) Veon

Midco

BV

9.000 07/15/29

1,650,712

TOTAL

PAKISTAN

1,839,990

PANAMA

-

0.8%

2,000,000

(d) Aeropuerto

Internacional

de

Tocumen

S.A.

5.125 08/11/61

1,600,560

3,000,000

(d) Banco

Nacional

de

Panama

2.500 08/11/30

2,659,488

1,200,000

(d) Empresa

de

Transmision

Electrica

S.A.

5.125 05/02/49

936,408

200,000

(d) Sable

International

Finance

Ltd

7.125 10/15/32

197,555

1,322,978

(d) UEP

Penonome

II

S.A.

6.500 10/01/38

1,174,275

TOTAL

PANAMA

6,568,286

PERU

-

2.0%

3,000,000

(d) Auna

S.A.

8.750 11/06/32

3,015,000

1,250,000

(d) Banco

BBVA

Peru

S.A.

6.200 06/07/34

1,264,715

1,325,000

(d) Banco

Internacional

del

Peru

SAA

Interbank

4.800 07/15/31

1,302,607

1,700,000

(c),(d)

Banco

Internacional

del

Peru

SAA

Interbank

6.397 04/30/35

1,721,590

731,511

(d) Lima

Metro

Line

Finance

Ltd

4.350 04/05/36

693,481

1,600,000

(d) Niagara

Energy

SAC

5.746 10/03/34

1,595,305

1,333,600

(d) Peru

LNG

Srl

5.375 03/22/30

1,292,915

1,000,000

(d) Petroleos

del

Peru

S.A.

4.750 06/19/32

792,500

2,750,000

(d) Petroleos

del

Peru

S.A.

5.625 06/19/47

1,928,437

2,690,000

(d) Volcan

Cia

Minera

SAA

8.500 10/28/32

2,727,391

TOTAL

PERU

16,333,941

SAUDI

ARABIA

-

2.5%

3,300,000

Arabian

Centres

Sukuk

IV

Ltd,

Reg

S

8.875 12/04/30

3,285,361

2,500,000

BSF

Finance,

Reg

S

5.761 09/03/35

2,400,770

2,500,000

(d) EIG

Pearl

Holdings

Sarl

4.387 11/30/46

1,968,765

2,500,000

(d) S.A.

Global

Sukuk

Ltd

4.125 09/17/30

2,412,979

1,250,000

(d) Saudi

Arabian

Oil

Co

4.375 04/16/49

978,242

4,300,000

Saudi

Awwal

Bank,

Reg

S

5.947 09/04/35

4,209,468

2,925,000

SNB

Funding

Ltd,

Reg

S

6.000 06/24/35

2,891,108

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SAUDI

ARABIA

(continued)

$

2,150,000

(d) STC

SUKUK

CO

II

Ltd

4.489 %

01/15/31

$

2,098,129

TOTAL

SAUDI

ARABIA

20,244,822

SOUTH

AFRICA

-

1.7%

800,000

(f),(g)

Absa

Group

Ltd,

Reg

S

6.375 N/A

794,641

2,575,000

(d) Bidvest

Group

UK

plc

6.200 09/17/32

2,564,028

2,875,000

(d) Eskom

Holdings

SOC

Ltd

6.350 08/10/28

2,890,346

3,600,000

(d) Eskom

Holdings

SOC

Ltd

8.450 08/10/28

3,768,119

2,000,000

Sasol

Financing

USA

LLC

5.500 03/18/31

1,803,951

2,275,000

(d),(h)

Sasol

Financing

USA

LLC

8.750 04/10/33

2,261,577

TOTAL

SOUTH

AFRICA

14,082,662

SUPRANATIONAL

-

0.4%

KZT

1,010,000,000

International

Bank

for

Reconstruction

&

Development

13.750 06/11/26

2,095,969

UZS

10,300,000,000

International

Finance

Corp

11.000 11/13/26

858,379

TOTAL

SUPRANATIONAL

2,954,348

THAILAND

-

0.5%

2,000,000

(d) Bangkok

Bank

PCL

5.082 11/26/35

1,957,626

2,100,000

(d),(g)

Bangkok

Bank

PCL

3.466 09/23/36

1,888,077

TOTAL

THAILAND

3,845,703

TRINIDAD

AND

TOBAGO

-

0.3%

850,000

(d) National

Gas

Company

of

Trinidad

and

Tobago

Limited

6.050 01/15/36

777,937

1,350,000

(d) Trinidad

Generation

UnLtd

7.750 06/16/33

1,409,481

TOTAL

TRINIDAD

AND

TOBAGO

2,187,418

TURKEY

-

4.4%

1,950,000

(d) Akbank

TAS

7.498 01/20/30

1,983,600

3,050,000

(d),(f),(g)

Akbank

TAS

0.000 N/A

2,900,827

3,700,000

(d) Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3.375 06/29/28

3,408,073

2,700,000

(d) Ford

Otomotiv

Sanayi

AS.

7.125 04/25/29

2,709,560

3,300,000

(d) Limak

Cimento

Sanayi

ve

Ticaret

AS.

9.750 07/25/29

3,247,460

3,500,000

(c),(d)

Sisecam

UK

plc

8.375 01/23/33

3,473,417

3,350,000

(d) Turk

Telekomunikasyon

AS.

6.950 10/07/32

3,262,251

1,990,000

(d) Turkcell

Iletisim

Hizmetleri

AS.

7.650 01/24/32

2,026,606

2,500,000

(d) Turkiye

Garanti

Bankasi

AS.

8.125 01/08/36

2,486,594

1,200,000

(d) Turkiye

Garanti

Bankasi

AS.

7.625 04/15/36

1,170,670

3,100,000

(d) Turkiye

Is

Bankasi

AS.

7.575 02/05/37

2,981,712

2,875,000

(d) Ulker

Biskuvi

Sanayi

AS.

7.875 07/08/31

2,900,709

1,300,000

(c),(d)

Yapi

ve

Kredi

Bankasi

AS.

7.250 03/03/30

1,303,575

2,000,000

(d) Yapi

ve

Kredi

Bankasi

AS.

9.250 01/17/34

2,040,970

TOTAL

TURKEY

35,896,024

UKRAINE

-

0.2%

2,335,120

(d) NAK

Naftogaz

Ukraine

via

Kondor

Finance

plc,

(cash

7.625%,

PIK

7.625%)

7.625 11/08/28

1,821,394

TOTAL

UKRAINE

1,821,394

UNITED

ARAB

EMIRATES

-

1.4%

2,000,000

(d) Abu

Dhabi

Crude

Oil

Pipeline

LLC

4.600 11/02/47

1,735,491

2,300,000

(d) DAE

Funding

LLC

4.950 01/15/33

2,180,706

1,649,725

(d) Galaxy

Pipeline

Assets

Bidco

Ltd

2.160 03/31/34

1,463,533

3,000,000

(d) Ittihad

International

II

Ltd

7.375 11/13/30

3,022,537

1,000,000

(d) MDGH

GMTN

RSC

Ltd

4.375 11/22/33

948,315

2,235,325

(d) Sweihan

PV

Power

Co

PJSC

3.625 01/31/49

1,781,565

TOTAL

UNITED

ARAB

EMIRATES

11,132,147

UNITED

STATES

-

0.5%

3,944,000

(d) SIERRACOL

EN

AND

9.000 11/14/30

3,924,280

TOTAL

UNITED

STATES

3,924,280

ZAMBIA

-

0.3%

1,265,000

(d) First

Quantum

Minerals

Ltd

8.000 03/01/33

1,318,576

760,000

(d) First

Quantum

Minerals

Ltd

6.375 02/15/36

731,133

TOTAL

ZAMBIA

2,049,709

TOTAL

CORPORATE

BONDS

(Cost

$389,477,267)

377,958,618

Emerging

Markets

Debt

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

47.9%

ANGOLA

-

0.4%

$

1,250,000

(d) Angolan

Government

International

Bond

8.000 %

11/26/29

$

1,234,128

1,950,000

(d) Angolan

Government

International

Bond

9.375 05/08/48

1,726,554

TOTAL

ANGOLA

2,960,682

ARGENTINA

-

2.4%

6,575,000

Argentina

Republic

Government

International

Bond

2.500 07/09/41

4,375,663

2,178,000

Argentina

Republic

Government

International

Bond

(Step

Bond)

0.750 07/09/30

1,820,808

4,050,000

Argentine

Republic

Government

International

Bond

5.000 01/09/38

3,043,575

12,009,989

Argentine

Republic

Government

International

Bond

(Step

Bond)

4.125 07/09/35

8,647,193

2,623,713

(d) Provincia

de

Buenos

Aires

(Step

Bond)

6.625 09/01/37

1,974,344

TOTAL

ARGENTINA

19,861,583

AZERBAIJAN

-

0.4%

3,900,000

(d) Republic

of

Azerbaijan

International

Bond

3.500 09/01/32

3,591,631

TOTAL

AZERBAIJAN

3,591,631

BAHAMAS

-

0.1%

1,000,000

(d) Bahamas

Government

International

Bond

8.250 06/24/36

1,066,830

TOTAL

BAHAMAS

1,066,830

BARBADOS

-

0.5%

4,125,000

(d) Barbados

Government

International

Bond

8.000 06/26/35

4,176,892

TOTAL

BARBADOS

4,176,892

BENIN

-

0.4%

1,700,000

(d) Benin

Government

International

Bond

7.960 02/13/38

1,667,794

725,000

(d) Benin

Government

International

Bond

8.375 01/23/41

714,688

EUR

1,125,000

(d) Benin

Government

International

Bond

6.875 01/19/52

1,111,031

TOTAL

BENIN

3,493,513

BRAZIL

-

2.5%

BRL

14,282,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000 01/01/27

2,689,058

BRL

35,025,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000 01/01/33

5,673,279

BRL

6,400,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000 01/01/37

980,930

4,010,000

Brazilian

Government

International

Bond

6.000 10/20/33

4,021,228

2,400,000

Brazilian

Government

International

Bond

6.625 03/15/35

2,453,160

1,500,000

Brazilian

Government

International

Bond

6.250 05/22/36

1,469,250

1,100,000

Brazilian

Government

International

Bond

5.000 01/27/45

862,015

300,000

Brazilian

Government

International

Bond

4.750 01/14/50

216,420

1,475,000

Brazilian

Government

International

Bond

7.125 05/13/54

1,446,518

930,000

Brazilian

Government

International

Bond

7.250 01/12/56

910,749

TOTAL

BRAZIL

20,722,607

CAMEROON

-

0.1%

EUR

1,000,000

(d) Republic

of

Cameroon

International

Bond

5.950 07/07/32

994,460

TOTAL

CAMEROON

994,460

CHILE

-

0.8%

CLP

1,470,000,000

(d) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos,

Reg

S

5.000 10/01/28

1,578,361

CLP

2,630,000,000

(d) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos,

Reg

S

6.000 04/01/33

2,919,635

EUR

1,830,000

Chile

Government

International

Bond

3.800 07/01/35

2,064,354

TOTAL

CHILE

6,562,350

COLOMBIA

-

2.1%

875,000

Colombia

Government

International

Bond

6.125 01/21/31

859,688

EUR

2,385,000

Colombia

Government

International

Bond

5.000 09/19/32

2,599,526

2,675,000

Colombia

Government

International

Bond

7.500 02/02/34

2,732,860

1,525,000

Colombia

Government

International

Bond

8.000 11/14/35

1,595,974

1,500,000

Colombia

Government

International

Bond

7.750 11/07/36

1,532,925

3,550,000

Colombia

Government

International

Bond

5.625 02/26/44

2,799,566

COP

5,820,000,000

Colombian

TES

7.750 09/18/30

1,273,931

COP

9,450,000,000

Colombian

TES

7.000 06/30/32

1,890,489

COP

6,600,000,000

Colombian

TES

6.250 07/09/36

1,143,360

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COLOMBIA

(continued)

COP

4,388,000,000

Colombian

TES

9.250 %

05/28/42

$

899,554

TOTAL

COLOMBIA

17,327,873

CONGO

-

0.4%

$

3,275,000

Congolese

International

Bond,

Reg

S

9.500 02/17/35

2,935,780

TOTAL

CONGO

2,935,780

COSTA

RICA

-

0.9%

1,050,000

(d) Costa

Rica

Government

International

Bond

6.550 04/03/34

1,106,416

EUR

1,750,000

(d) Costa

Rica

Government

International

Bond

6.001 01/16/36

2,085,839

4,075,000

(d) Costa

Rica

Government

International

Bond

7.000 04/04/44

4,289,793

TOTAL

COSTA

RICA

7,482,048

COTE

D'IVOIRE

-

0.6%

1,500,000

(d) Ivory

Coast

Government

International

Bond

8.075 04/01/36

1,522,918

2,000,000

(d) Ivory

Coast

Government

International

Bond

6.750 02/25/41

1,756,257

1,200,000

(d) Ivory

Coast

Government

International

Bond

(Step

Bond)

8.250 01/30/37

1,231,194

TOTAL

COTE

D'IVOIRE

4,510,369

CZECH

REPUBLIC

-

0.6%

CZK

66,600,000

Czech

Republic

Government

Bond,

Reg

S

0.950 05/15/30

2,738,235

CZK

62,900,000

Czech

Republic

Government

Bond

1.750 06/23/32

2,512,636

TOTAL

CZECH

REPUBLIC

5,250,871

DOMINICAN

REPUBLIC

-

1.9%

6,800,000

(d) Dominican

Republic

Government

International

Bond

4.875 09/23/32

6,258,720

8,275,000

(d) Dominican

Republic

Government

International

Bond

5.875 01/30/60

6,907,142

2,000,000

(c),(d)

Dominican

Republic

International

Bond

6.150 05/17/38

1,891,100

TOTAL

DOMINICAN

REPUBLIC

15,056,962

ECUADOR

-

1.2%

1,400,000

(d) Ecuador

Government

International

Bond

8.750 01/29/34

1,372,000

3,525,000

(d) Ecuador

Government

International

Bond

9.250 01/29/39

3,454,500

4,637,020

(d) Ecuador

Government

International

Bond

(Step

Bond)

1.000 07/31/35

4,081,412

820,000

(d) Ecuador

Government

International

Bond

(Step

Bond)

5.000 07/31/40

641,650

TOTAL

ECUADOR

9,549,562

EGYPT

-

1.5%

850,000

(d) Egypt

Government

International

Bond

5.800 09/30/27

838,966

2,625,000

(d) Egypt

Government

International

Bond

8.625 02/04/30

2,713,733

3,200,000

(d) Egypt

Government

International

Bond

7.053 01/15/32

3,021,310

5,400,000

(d) Egypt

Government

International

Bond

8.500 01/31/47

4,657,309

1,000,000

(d) Egypt

Government

International

Bond

8.150 11/20/59

813,252

TOTAL

EGYPT

12,044,570

EL

SALVADOR

-

0.6%

3,100,000

(c),(d)

El

Salvador

Government

International

Bond

7.625 02/01/41

2,895,245

1,900,000

(d) El

Salvador

Government

International

Bond

7.125 01/20/50

1,588,210

1,500,000

(d) Republic

of

El

Salvador

0.250 04/17/30

52,500

TOTAL

EL

SALVADOR

4,535,955

GEORGIA

-

0.2%

1,900,000

(d) Georgia

Government

International

Bond

5.125 01/28/31

1,825,112

TOTAL

GEORGIA

1,825,112

GHANA

-

1.0%

1,783,546

(d) Ghana

Government

International

Bond

5.000 07/03/29

1,698,294

5,456,164

(d) Ghana

Government

International

Bond

5.000 07/03/35

4,646,889

GHS

28,000,000

Republic

of

Ghana

Government

Bonds,

(cash

4.700%,

PIK

5.000%)

9.700 02/05/36

2,090,754

TOTAL

GHANA

8,435,937

GUATEMALA

-

1.1%

3,950,000

(d) Guatemala

Government

Bond

6.250 08/15/36

4,015,175

1,000,000

(c),(d)

Guatemala

Government

Bond

6.875 08/15/55

1,039,000

525,000

(d) Guatemala

Government

International

Bond

4.900 06/01/30

515,550

2,775,000

(d) Guatemala

Government

International

Bond

3.700 10/07/33

2,419,800

1,250,000

(d) Guatemala

Government

International

Bond

4.650 10/07/41

1,042,737

TOTAL

GUATEMALA

9,032,262

HONDURAS

-

0.3%

950,000

(d) Honduras

Government

International

Bond

5.625 06/24/30

939,075

Emerging

Markets

Debt

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HONDURAS

(continued)

$

1,075,000

(d) Honduras

Government

International

Bond

8.625 %

11/27/34

$

1,204,849

TOTAL

HONDURAS

2,143,924

HUNGARY

-

1.9%

HUF

600,000,000

Hungary

Government

Bond

4.500 03/23/28

1,718,920

1,900,000

(d) Hungary

Government

International

Bond

6.125 05/22/28

1,944,015

4,900,000

(d) Hungary

Government

International

Bond

2.125 09/22/31

4,152,325

HUF

796,250,000

Hungary

Government

International

Bond

4.750 11/24/32

2,092,034

3,825,000

(d) Hungary

Government

International

Bond

6.000 09/26/35

3,884,561

2,375,000

(d) Hungary

Government

International

Bond

3.125 09/21/51

1,412,998

TOTAL

HUNGARY

15,204,853

INDIA

-

0.2%

INR

164,500,000

India

Government

Bond

7.180 07/24/37

1,723,311

TOTAL

INDIA

1,723,311

INDONESIA

-

1.0%

EUR

1,700,000

Indonesia

Government

International

Bond

4.100 03/04/34

1,892,006

IDR

44,560,000,000

Indonesia

Treasury

Bond

7.000 09/15/30

2,653,489

IDR

59,634,000,000

Indonesia

Treasury

Bond

6.625 02/15/34

3,452,874

TOTAL

INDONESIA

7,998,369

JORDAN

-

0.5%

450,000

(d) Jordan

Government

International

Bond

7.500 01/13/29

462,257

2,000,000

(d) Jordan

Government

International

Bond

5.750 11/12/32

1,924,791

2,000,000

(d) Jordan

Government

International

Bond

7.375 10/10/47

1,877,694

TOTAL

JORDAN

4,264,742

KAZAKHSTAN

-

0.7%

1,875,000

(d) Baiterek

National

Investment

Holding

JSC

5.450 05/08/28

1,883,286

1,500,000

(d) Kazakhstan

Government

International

Bond

5.000 07/01/32

1,495,018

1,975,000

(d) Kazakhstan

Government

International

Bond

5.500 07/01/37

1,984,707

TOTAL

KAZAKHSTAN

5,363,011

LEBANON

-

0.2%

3,200,000

(e) Lebanon

Government

International

Bond,

Reg

S

6.250 12/04/26

759,232

3,800,000

(e) Lebanon

Government

International

Bond,

Reg

S

6.850 03/23/27

900,106

TOTAL

LEBANON

1,659,338

MALAYSIA

-

0.8%

MYR

9,775,000

Malaysia

Government

Bond

4.642 11/07/33

2,580,152

MYR

6,000,000

Malaysia

Government

International

Bond

4.254 05/31/35

1,545,421

MYR

7,825,000

Malaysia

Government

International

Bond

4.762 04/07/37

2,091,956

TOTAL

MALAYSIA

6,217,529

MEXICO

-

2.8%

2,525,000

(d) Eagle

Funding

Luxco

Sarl

5.500 08/17/30

2,538,256

MXN

Mexican

Bonos

8.500 05/31/29

MXN

86,640,000

Mexican

Bonos

7.750 05/29/31

4,606,330

MXN

66,100,000

Mexican

Bonos

7.750 11/23/34

3,372,380

3,200,000

Mexico

Government

International

Bond

5.625 09/22/35

3,096,000

2,725,000

Mexico

Government

International

Bond

6.000 05/07/36

2,706,334

2,000,000

Mexico

Government

International

Bond

6.125 02/09/38

1,949,000

2,250,000

Mexico

Government

International

Bond

4.280 08/14/41

1,758,937

1,850,000

Mexico

Government

International

Bond

4.400 02/12/52

1,310,540

1,300,000

Mexico

Government

International

Bond

7.375 05/13/55

1,365,390

TOTAL

MEXICO

22,703,167

MOROCCO

-

0.5%

2,475,000

(d) Morocco

Government

International

Bond

3.000 12/15/32

2,125,149

2,175,000

(d) Morocco

Government

International

Bond

5.500 12/11/42

1,994,359

TOTAL

MOROCCO

4,119,508

NIGERIA

-

1.4%

2,300,000

(d) Nigeria

Government

International

Bond

7.143 02/23/30

2,316,770

2,375,000

(d) Nigeria

Government

International

Bond

7.875 02/16/32

2,405,109

950,000

(d) Nigeria

Government

International

Bond

7.375 09/28/33

930,270

2,150,000

(d) Nigeria

Government

International

Bond

10.375 12/09/34

2,462,998

2,000,000

(d) Nigeria

Government

International

Bond

8.631 01/13/36

2,083,764

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

NIGERIA

(continued)

$

1,050,000

(d) Nigeria

Government

International

Bond

7.696 %

02/23/38

$

1,012,975

TOTAL

NIGERIA

11,211,886

OMAN

-

1.0%

1,575,000

(d) Oman

Government

International

Bond

5.375 03/08/27

1,581,905

950,000

(d) Oman

Government

International

Bond

5.625 01/17/28

959,874

1,325,000

(d) Oman

Government

International

Bond

6.500 03/08/47

1,357,625

4,175,000

(d) Oman

Government

International

Bond

6.750 01/17/48

4,346,370

TOTAL

OMAN

8,245,774

PAKISTAN

-

0.2%

875,000

(d) Pakistan

Government

International

Bond

7.375 04/08/31

809,470

1,140,000

(d) Pakistan

Government

International

Bond

8.875 04/08/51

1,017,396

TOTAL

PAKISTAN

1,826,866

PARAGUAY

-

0.9%

5,200,000

(d) Paraguay

Government

International

Bond

2.739 01/29/33

4,563,000

1,275,000

(d) Paraguay

Government

International

Bond

6.100 08/11/44

1,266,712

1,050,000

(d) Paraguay

Government

International

Bond

5.600 03/13/48

964,740

350,000

(d) Paraguay

Government

International

Bond

6.650 03/04/55

363,090

TOTAL

PARAGUAY

7,157,542

PERU

-

1.1%

PEN

3,525,000

Peru

Government

Bond

5.400 08/12/34

960,668

2,895,000

Peruvian

Government

International

Bond

3.000 01/15/34

2,470,448

PEN

6,725,000

(d) Peruvian

Government

International

Bond

5.400 08/12/34

1,832,765

1,600,000

Peruvian

Government

International

Bond

5.375 02/08/35

1,595,280

PEN

2,900,000

(d) Peruvian

Government

International

Bond

7.600 08/12/39

860,807

1,800,000

Peruvian

Government

International

Bond

3.300 03/11/41

1,356,120

TOTAL

PERU

9,076,088

POLAND

-

2.3%

830,000

(d) Bank

Gospodarstwa

Krajowego

5.375 05/22/33

840,108

1,500,000

(d) Bank

Gospodarstwa

Krajowego

5.750 07/09/34

1,548,129

PLN

3,475,000

Republic

of

Poland

Government

Bond

4.750 07/25/29

931,431

PLN

9,000,000

Republic

of

Poland

Government

Bond

5.000 10/25/34

2,308,573

PLN

3,575,000

Republic

of

Poland

Government

International

Bond

5.750 04/25/29

986,262

PLN

8,100,000

Republic

of

Poland

Government

International

Bond

2.750 10/25/29

2,028,464

1,400,000

Republic

of

Poland

Government

International

Bond

5.750 11/16/32

1,470,674

500,000

Republic

of

Poland

Government

International

Bond

4.875 10/04/33

499,668

PLN

7,150,000

Republic

of

Poland

Government

International

Bond

6.000 10/25/33

1,969,163

2,450,000

Republic

of

Poland

Government

International

Bond

5.375 02/12/35

2,494,373

EUR

1,700,000

Republic

of

Poland

Government

International

Bond,

Reg

S

3.875 07/07/37

1,926,918

2,198,000

Republic

of

Poland

Government

International

Bond

5.500 04/04/53

2,034,565

TOTAL

POLAND

19,038,328

REPUBLIC

OF

SERBIA

-

0.3%

2,650,000

(d) Serbia

Government

International

Bond

2.125 12/01/30

2,285,383

TOTAL

REPUBLIC

OF

SERBIA

2,285,383

ROMANIA

-

2.4%

1,860,000

(d) Romanian

Government

International

Bond

5.875 01/30/29

1,872,832

RON

11,000,000

Romanian

Government

International

Bond

8.000 04/29/30

2,575,170

3,270,000

(c),(d)

Romanian

Government

International

Bond

3.625 03/27/32

2,866,319

EUR

1,895,000

(d) Romanian

Government

International

Bond

5.250 05/30/32

2,166,451

7,920,000

(d) Romanian

Government

International

Bond

5.750 03/24/35

7,488,141

2,000,000

(d) Romanian

Government

International

Bond

5.750 07/04/36

1,854,487

1,400,000

(d) Romanian

Government

International

Bond

4.000 02/14/51

901,477

TOTAL

ROMANIA

19,724,877

RWANDA

-

0.3%

2,675,000

(d) Rwanda

International

Government

Bond

5.500 08/09/31

2,391,298

TOTAL

RWANDA

2,391,298

SAUDI

ARABIA

-

1.1%

1,950,000

(d) Saudi

Government

International

Bond

5.375 01/13/31

1,991,356

1,250,000

(d) Saudi

Government

International

Bond

5.000 01/16/34

1,243,509

2,400,000

(d) Saudi

Government

International

Bond

5.625 01/13/35

2,482,295

1,425,000

(d) Saudi

Government

International

Bond

3.250 11/17/51

896,809

2,000,000

(d) Saudi

Government

International

Bond

3.750 01/21/55

1,354,968

Emerging

Markets

Debt

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SAUDI

ARABIA

(continued)

$

1,500,000

(d) Saudi

Government

International

Bond

3.450 %

02/02/61

$

925,849

TOTAL

SAUDI

ARABIA

8,894,786

SENEGAL

-

0.4%

3,600,000

(d) Senegal

Government

International

Bond

6.250 05/23/33

1,908,511

3,300,000

(d) Senegal

Government

International

Bond

6.750 03/13/48

1,669,735

TOTAL

SENEGAL

3,578,246

SOUTH

AFRICA

-

1.8%

ZAR

23,250,000

Republic

of

South

Africa

Government

Bond

8.500 01/31/37

1,281,968

ZAR

34,075,000

Republic

of

South

Africa

Government

International

Bond

8.875 02/28/35

1,977,422

2,050,000

(d) Republic

of

South

Africa

Government

International

Bond

7.100 11/19/36

2,093,900

ZAR

43,400,000

Republic

of

South

Africa

Government

International

Bond

9.000 01/31/40

2,408,197

ZAR

20,900,000

Republic

of

South

Africa

Government

International

Bond

8.750 01/31/44

1,115,550

1,250,000

Republic

of

South

Africa

Government

International

Bond

5.375 07/24/44

974,586

2,075,000

Republic

of

South

Africa

Government

International

Bond

5.650 09/27/47

1,622,235

775,000

Republic

of

South

Africa

Government

International

Bond

5.750 09/30/49

599,222

2,600,000

Republic

of

South

Africa

Government

International

Bond

7.300 04/20/52

2,401,185

TOTAL

SOUTH

AFRICA

14,474,265

SRI

LANKA

-

0.7%

1,212,281

(d) Sri

Lanka

Government

International

Bond

3.350 03/15/33

1,012,255

4,778,220

(d) Sri

Lanka

Government

International

Bond

3.600 06/15/35

3,606,958

1,633,502

(d) Sri

Lanka

Government

International

Bond

3.600 02/15/38

1,441,549

TOTAL

SRI

LANKA

6,060,762

SUPRANATIONAL

-

0.4%

INR

176,300,000

Asian

Development

Bank

6.150 02/25/30

1,758,270

INR

57,100,000

Asian

Infrastructure

Investment

Bank,

Reg

S

6.000 12/08/31

550,401

INR

79,000,000

Inter-American

Development

Bank

7.350 10/06/30

816,226

TOTAL

SUPRANATIONAL

3,124,897

TURKEY

-

2.3%

800,000

Turkey

Government

International

Bond

5.125 02/17/28

788,609

825,000

Turkey

Government

International

Bond

5.250 03/13/30

787,702

2,050,000

Turkey

Government

International

Bond

6.000 01/14/41

1,699,767

4,350,000

Turkey

Government

International

Bond

4.875 04/16/43

3,056,762

TRY

105,400,000

Turkiye

Government

Bond

37.840 07/14/27

2,316,839

EUR

1,725,000

Turkiye

Government

International

Bond

5.200 08/17/31

1,990,147

4,200,000

Turkiye

Government

International

Bond

7.125 07/17/32

4,175,231

1,895,000

Turkiye

Government

International

Bond

6.300 03/14/33

1,792,354

2,000,000

(d) Turkiye

Ihracat

Kredi

Bankasi

AS.

6.375 01/15/31

1,922,397

TOTAL

TURKEY

18,529,808

UGANDA

-

0.3%

UGX

10,893,000,000

Republic

of

Uganda

Government

Bonds

14.250 06/22/34

2,706,127

TOTAL

UGANDA

2,706,127

UKRAINE

-

0.5%

3,108,800

(d) Ukraine

Government

International

Bond

4.000 02/01/32

2,238,336

1,579,875

(d) Ukraine

Government

International

Bond

0.000 02/01/35

723,583

337,395

(d) Ukraine

Government

International

Bond

0.000 02/01/36

154,189

1,550,000

(d) Ukraine

Government

International

Bond

4.500 02/01/36

792,050

TOTAL

UKRAINE

3,908,158

UNITED

ARAB

EMIRATES

-

0.2%

2,600,000

Emirate

of

Dubai

Government

International

Bonds,

Reg

S

3.900 09/09/50

1,780,098

TOTAL

UNITED

ARAB

EMIRATES

1,780,098

URUGUAY

-

0.6%

1,500,000

Oriental

Republic

of

Uruguay

5.250 09/10/60

1,360,200

UYU

70,575,000

Uruguay

Government

International

Bond

8.250 05/21/31

1,793,357

UYU

18,940,950

Uruguay

Government

International

Bond

9.750 07/20/33

516,851

600,000

Uruguay

Government

International

Bond

5.750 10/28/34

626,280

UYU

21,400,000

Uruguay

Government

International

Bond

8.000 10/29/35

535,040

TOTAL

URUGUAY

4,831,728

UZBEKISTAN

-

0.7%

UZS

9,240,000,000

(d) Republic

of

Uzbekistan

International

Bond

16.625 05/29/27

799,291

3,000,000

(d) Republic

of

Uzbekistan

International

Bond

5.375 02/20/29

2,959,398

1,400,000

(d) Republic

of

Uzbekistan

International

Bond

3.700 11/25/30

1,272,452

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UZBEKISTAN

(continued)

$

775,000

(d) Republic

of

Uzbekistan

International

Bond

6.900 %

02/28/32

$

807,549

TOTAL

UZBEKISTAN

5,838,690

ZAMBIA

-

0.4%

1,918,906

(d) Zambia

Government

International

Bond

5.750 06/30/33

1,798,784

1,580,173

(d) Zambia

Government

International

Bond

0.500 12/31/53

1,037,601

TOTAL

ZAMBIA

2,836,385

TOTAL

GOVERNMENT

BONDS

(Cost

$402,714,542)

390,337,593

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

0.3%

UNITED

STATES

-

0.3%

2,800,663

(d),(i)

Industrial

DPR

Funding

Ltd,

Series

2022

1A

5.380 04/15/34

2,513,483

TOTAL

UNITED

STATES

2,513,483

TOTAL

STRUCTURED

ASSETS

(Cost

$2,800,663)

2,513,483

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$818,559,940)

793,156,523

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

3.3%

26,639,498

(j) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

3.680 (k) 26,639,498

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$26,639,498)

26,639,498

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.6%

REPURCHASE

AGREEMENT

-

0.2%

2,001,000

(l) Fixed

Income

Clearing

Corporation

3.660 04/01/26

2,001,000

TOTAL

REPURCHASE

AGREEMENT

2,001,000

TREASURY

DEBT

-

0.4%

EGP

27,275,000

Egypt

Treasury

Bill

0.000 06/16/26

475,550

2,765,000

United

States

Treasury

Bill

0.000 04/14/26

2,761,376

TOTAL

TREASURY

DEBT

3,236,926

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$5,258,411)

5,237,926

TOTAL

INVESTMENTS

-

101.2%

(Cost

$850,457,849)

825,033,947

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.2)%

(10,159,262)

NET

ASSETS

-

100.0%

$

814,874,685

Emerging

Markets

Debt

Portfolio

of

Investments

March

31,

2026

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

Investments

in

Derivatives

ADR

American

Depositary

Receipt

BRL

Brazilian

Real

CLP

Chilean

Peso

COP

Colombia

Peso

CZK

Czech

Republic

Koruna

EGP

Egyptian

Pound

ETF

Exchange

Traded

Fund

EUR

Euro

GHS

Ghanaian

Cedi

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

KZT

Kazakhstani

Tenge

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PEN

Peruvian

Sol

PIK

Payment-in-kind

("PIK")

security.

Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.

The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

PLN

Polish

Zloty

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

RON

Romanian

Leu

TRY

Turkish

Lira

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

(a) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(c) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$26,250,785.

(d) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$540,923,459

or

65.6%

of

Total

Investments.

(e) Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(f) Perpetual

security.

Maturity

date

is

not

applicable.

(g) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

3.1%

of

Total

Investments.

(h) When-issued

or

delayed

delivery

security.

(i) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (j) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(k) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(l) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$2,001,203

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.625%

and

maturity

date

8/31/30,

valued

at

$2,041,049.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

12,524,927

EUR

10,645,584

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

$

215,573

$

1,247,310

EUR

1,056,776

Bank

of

America,

N.A.

04/08/26

25,373

$

2,092,546

EUR

1,777,825

Morgan

Stanley

04/08/26

36,870

$

2,010,341

EUR

1,699,541

Morgan

Stanley

04/08/26

45,183

Total

$

322,999

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

$

322,999

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

$

–

EUR

Euro

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

Level

Level

Total

Emerging

Markets

Debt

Long-Term

Investments

:

Bank

loan

obligations

$—

$3,800,397

$—

$3,800,397

Common

stocks

18,546,432

—

—

18,546,432

Corporate

bonds

—

377,958,618

—

377,958,618

Government

bonds

—

390,337,593

—

390,337,593

Structured

assets

—

—

2,513,483

2,513,483

Investments

purchased

with

collateral

from

securities

lending

26,639,498

—

—

26,639,498

Short-Term

Investments

:

Repurchase

agreement

—

2,001,000

—

2,001,000

Treasury

debt

—

3,236,926

—

3,236,926

Investments

in

Derivatives

:

Forward

foreign

currency

contracts\*

—

322,999

—

322,999

Total

$45,185,930

$777,657,533

$2,513,483

$825,356,946

\*

Represents

net

unrealized

appreciation

(depreciation).

Inflation

Linked

Bond

Portfolio

of

Investments

March

31,

2026

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

100.9%

CORPORATE

BONDS

-

.2

%

FINANCIAL

SERVICES

-

0.0%

$

426,561

HNA

LLC

.369

%

09/18/27

$

419,983

TOTAL

FINANCIAL

SERVICES

419,983

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.2%

5,485,000

Montefiore

Medical

Center

.895

04/20/32

4,903,490

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

4,903,490

TOTAL

CORPORATE

BONDS

(Cost

$5,907,112)

5,323,473

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

100.7%

MORTGAGE

BACKED

-

1.5%

6,113,613

Ginnie

Mae

I

Pool

.600

09/15/31

5,976,916

3,556,251

Ginnie

Mae

I

Pool

.700

10/15/33

3,454,723

1,103,890

Ginnie

Mae

I

Pool

.380

07/15/35

1,048,262

1,098,285

Ginnie

Mae

I

Pool

.870

10/15/36

1,058,449

4,036,758

Ginnie

Mae

I

Pool

.940

03/15/37

3,894,789

14,391,872

Ginnie

Mae

I

Pool

.730

07/15/37

12,351,193

11,102,791

Ginnie

Mae

I

Pool

.650

07/15/42

8,794,800

11,450,274

Ginnie

Mae

I

Pool

.750

01/15/45

10,840,459

TOTAL

MORTGAGE

BACKED

47,419,591

U.S.

TREASURY

SECURITIES

-

99.2%

5,456

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

04/15/26

5,460

339,049

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

07/15/26

343,944

2,903,917

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

10/15/26

2,928,899

83,546,883

(a) United

States

Treasury

Inflation

Indexed

Bonds

.375

01/15/27

83,710,060

40,886,806

(a) United

States

Treasury

Inflation

Indexed

Bonds

.375

01/15/27

41,603,922

22,794,518

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

04/15/27

22,665,206

48,791,815

(a) United

States

Treasury

Inflation

Indexed

Bonds

.375

07/15/27

48,770,306

86,785,043

(a) United

States

Treasury

Inflation

Indexed

Bonds

.625

10/15/27

88,122,400

100,333,548

(a) United

States

Treasury

Inflation

Indexed

Bonds

.500

01/15/28

99,539,726

27,266,893

(a) United

States

Treasury

Inflation

Indexed

Bonds

.750

01/15/28

27,654,883

167,692,433

(a) United

States

Treasury

Inflation

Indexed

Bonds

.250

04/15/28

168,321,387

35,752,411

(a) United

States

Treasury

Inflation

Indexed

Bonds

.625

04/15/28

37,586,577

64,779,111

(a) United

States

Treasury

Inflation

Indexed

Bonds

.750

07/15/28

64,579,911

82,127,910

(a) United

States

Treasury

Inflation

Indexed

Bonds

.375

10/15/28

85,017,504

120,261,977

(a) United

States

Treasury

Inflation

Indexed

Bonds

.875

01/15/29

119,370,980

65,716,540

(a) United

States

Treasury

Inflation

Indexed

Bonds

.500

01/15/29

68,163,294

133,630,225

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

04/15/29

137,176,476

77,913,374

(a) United

States

Treasury

Inflation

Indexed

Bonds

.875

04/15/29

84,035,272

75,610,072

(a) United

States

Treasury

Inflation

Indexed

Bonds

.250

07/15/29

73,529,237

62,421,252

(a) United

States

Treasury

Inflation

Indexed

Bonds

.625

10/15/29

63,401,363

139,570,527

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/30

133,568,443

141,500,863

(a) United

States

Treasury

Inflation

Indexed

Bonds

.625

04/15/30

142,908,110

126,229,841

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

07/15/30

120,145,912

125,207,489

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

10/15/30

124,083,702

146,674,067

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/31

137,887,539

140,678,010

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

07/15/31

131,426,959

28,045,581

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/32

25,808,294

34,313,071

(a) United

States

Treasury

Inflation

Indexed

Bonds

.375

04/15/32

37,852,833

78,519,597

(a) United

States

Treasury

Inflation

Indexed

Bonds

.625

07/15/32

74,078,462

121,459,413

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/33

116,975,643

97,443,710

(a) United

States

Treasury

Inflation

Indexed

Bonds

.375

07/15/33

95,246,764

186,315,568

(a) United

States

Treasury

Inflation

Indexed

Bonds

.750

01/15/34

185,519,218

109,778,666

(a) United

States

Treasury

Inflation

Indexed

Bonds

.875

07/15/34

110,312,898

156,780,270

(a) United

States

Treasury

Inflation

Indexed

Bonds

.125

01/15/35

159,423,438

103,895,076

(a) United

States

Treasury

Inflation

Indexed

Bonds

.875

07/15/35

103,384,402

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

78,087,097

(a) United

States

Treasury

Inflation

Indexed

Bonds

.875

%

01/15/36

$

77,144,268

TOTAL

U.S.

TREASURY

SECURITIES

3,092,293,692

TOTAL

GOVERNMENT

BONDS

(Cost

$3,158,583,405)

3,139,713,283

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$3,164,490,517)

3,145,036,756

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.1%

REPURCHASE

AGREEMENT

-

0.1%

3,043,000

(b) Fixed

Income

Clearing

Corporation

.660

04/01/26

3,043,000

TOTAL

REPURCHASE

AGREEMENT

3,043,000

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$3,043,000)

3,043,000

TOTAL

INVESTMENTS

-

101.0%

(Cost

$3,167,533,517)

3,148,079,756

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.0)%

(30,765,023)

NET

ASSETS

-

100.0%

$

3,117,314,733

(a) Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(b) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$3,043,309

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

0.625%–4.000%

and

maturity

dates

5/31/30–8/15/30,

valued

at

$3,103,936.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

06/18/26

$

28,123,799

$

27,872,766

$

(251,033)

U.S.

Treasury

2-Year

Note

06/30/26

31,169,812

31,116,797

(53,015)

U.S.

Treasury

5-Year

Note

525

06/30/26

57,455,675

56,794,336

(661,339)

Total

926

$

116,749,286

$

115,783,899

$

(965,387)

Inflation

Linked

Bond

Portfolio

of

Investments

March

31,

2026

(continued)

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

Level

Level

Total

Inflation

Linked

Bond

Long-Term

Investments

:

Corporate

bonds

$—

$5,323,473

$—

$5,323,473

Government

bonds

—

3,139,713,283

—

3,139,713,283

Short-Term

Investments

:

Repurchase

agreement

—

3,043,000

—

3,043,000

Investments

in

Derivatives

:

Futures

contracts\*

(965,387)

—

—

(965,387)

Total

$(965,387)

$3,148,079,756

$—

$3,147,114,369

\*

Represents

net

unrealized

appreciation

(depreciation).

Consolidated

Portfolio

of

Investments

March

31,

2026

International

Bond

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

94.4%

BANK

LOAN

OBLIGATIONS

-

1.1%

CANADA

-

0.2%

$

499,957

(a) 101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

5.418 %

09/23/30

$

499,459

397,972

(a) Air

Canada,

Term

Loan

B,

(TSFR3M

+

1.750%)

5.417 03/21/31

395,485

597,486

(a) Garda

World

Security

Corporation,

Term

Loan

B,

(TSFR3M

+

2.750%)

6.421 02/01/29

594,499

500,000

(a) Green

Infrastructure

Partners

Inc,

Term

Loan

B,

(TSFR3M

+

2.750%)

6.450 09/24/32

500,000

481,357

(a) Open

Text

Corporation,

Term

Loan

B,

(TSFR1M

+

1.750%)

5.418 01/31/30

472,074

TOTAL

CANADA

2,461,517

GERMANY

-

0.0%

497,753

(a) TK

Elevator

Midco

GmbH,

Term

Loan

B,

(TSFR6M

+

2.750%)

6.377 04/30/30

499,378

TOTAL

GERMANY

499,378

IRELAND

-

0.1%

455,392

(a) Avolon

TLB

Borrower

(US)

LLC,

Term

Loan

B6,

(TSFR1M

+

1.750%)

5.425 06/24/30

456,815

397,964

(a) Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR3M

+

1.750%)

5.450 11/29/30

394,582

298,496

(a) Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR3M

+

2.000%)

5.700 06/04/32

295,884

TOTAL

IRELAND

1,147,281

LUXEMBOURG

-

0.1%

550,000

(a) Delta

(LUX)

S.a.r.l.,

Term

Loan

B1,

(TSFR3M

+

1.750%)

5.450 09/19/31

549,656

498,750

(a) PG

Investment

Company

S.a

r.l.,

Repriced

Term

Loan

B,

(TSFR3M

+

2.250%)

5.950 03/26/31

499,508

TOTAL

LUXEMBOURG

1,049,164

SPAIN

-

0.0%

498,701

(a),(b)

Fluidra,

S.A.,

Term

Loan

B,

(TBD)

TBD

TBD

499,823

TOTAL

SPAIN

499,823

SWEDEN

-

0.0%

199,500

(a) Anticimex

International

AB,

Term

Loan,

(SOFR90A

+

2.900%)

6.560 11/17/31

200,062

TOTAL

SWEDEN

200,062

UNITED

KINGDOM

-

0.1%

646,750

(a) GVC

Holdings

(Gibraltar)

Limited,

Term

Loan

B6

(2029),

(TSFR3M

+

2.250%)

5.951 10/31/29

647,306

TOTAL

UNITED

KINGDOM

647,306

UNITED

STATES

-

0.6%

498,744

(a) Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.168 09/19/31

495,484

465,568

(a) Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

6.673 07/30/31

432,929

408,293

(a) Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

2.500%)

6.168 06/16/31

398,928

498,747

(a) Clarios

Global

LP,

Term

Loan

B,

(TSFR1M

+

2.750%)

6.418 01/28/32

498,124

350,000

(a) Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan,

(TSFR1M

+

2.500%)

6.168 01/31/30

352,188

496,615

(a) Gibraltar

Industries

Inc,

Term

Loan

B,

(TSFR1M

+

2.250%)

5.922 02/02/33

494,753

500,000

(a),(b)

Hopper

Merger

Sub

Inc.

Term

Loan,

(TBD)

TBD

TBD

494,658

497,055

(a) HUB

International

Limited,

Term

Loan

B,

(TSFR3M

+

2.250%)

5.920 06/20/30

496,506

249,528

(a) Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

5.918 05/05/28

250,776

103,198

(a) Medline

Borrower,

LP,

Term

Loan

B,

(TSFR1M

+

1.750%)

5.418 10/23/28

103,469

248,745

(a) Mitchell

International,

Inc.,

Term

Loan,

(TSFR1M

+

3.000%)

6.668 06/17/31

238,031

329,392

(a) Parexel

International

Corporation,

Repriced

Term

Loan

B,

(TSFR1M

+

2.750%)

6.418 12/12/31

328,705

497,475

(a) Phoenix

Guarantor

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.168 02/21/31

498,253

299,244

(a) Primo

Brands

Corp,

First

Lien

Term

Loan,

(TSFR1M

+

2.250%)

5.922 03/31/28

299,892

447,744

(a) Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.168 12/19/30

448,445

498,734

(a) TransDigm,

Inc.,

Term

Loan,

(TSFR1M

+

2.500%)

6.168 01/20/32

499,265

522,342

(a) TransDigm,

Inc.,

Term

Loan

J,

(TSFR1M

+

2.500%)

6.168 02/28/31

523,000

500,000

(a) Truist

Insurance

Holdings

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

6.450 05/06/31

494,220

398,000

(a) UKG

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

6.167 02/10/31

380,862

199,205

(a) USI,

Inc.,

Term

Loan

D,

(TSFR3M

+

2.250%)

5.950 11/23/29

198,998

447,727

(a) WEX

Inc.,

Term

Loan

B2,

(TSFR1M

+

1.750%)

5.418 04/03/28

446,330

TOTAL

UNITED

STATES

8,373,816

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$15,004,434)

14,878,347

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

20.2%

AUSTRALIA

-

0.3%

EUR

1,500,000

Amcor

UK

Finance

plc

3.950 05/29/32

1,711,492

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUSTRALIA

(continued)

$

800,000

AngloGold

Ashanti

Holdings

plc

3.375 %

11/01/28

$

768,981

EUR

1,500,000

(c) Glencore

Capital

Finance

DAC,

Reg

S

4.154 04/29/31

1,765,705

TOTAL

AUSTRALIA

4,246,178

AUSTRIA

-

0.1%

EUR

600,000

(d),(e)

Erste

Group

Bank

AG.,

Reg

S

4.250 N/A

681,408

EUR

500,000

(c) Raiffeisen

Bank

International

AG.,

Reg

S

3.500 02/16/34

555,413

TOTAL

AUSTRIA

1,236,821

BELGIUM

-

0.0%

EUR

800,000

(f) Proximus

SADP,

Reg

S

0.750 11/17/36

682,667

TOTAL

BELGIUM

682,667

BRAZIL

-

0.2%

1,400,000

Embraer

Netherlands

Finance

BV

5.400 01/09/38

1,338,232

300,000

Suzano

Austria

GmbH

3.125 01/15/32

263,826

775,000

Suzano

Netherlands

BV

5.500 01/15/36

749,813

TOTAL

BRAZIL

2,351,871

CANADA

-

0.6%

GBP

500,000

(c) Bank

of

Montreal,

Reg

S

5.125 10/10/28

663,070

EUR

2,000,000

(c) Canadian

Imperial

Bank

of

Commerce,

Reg

S

3.250 07/16/31

2,267,651

EUR

250,000

(g) Fairfax

Financial

Holdings

Ltd

2.750 03/29/28

283,449

GBP

1,000,000

(f) Federation

des

Caisses

Desjardins

du

Quebec,

Reg

S

4.875 10/08/30

1,307,627

EUR

3,000,000

(c) Federation

des

Caisses

Desjardins

du

Quebec,

Reg

S

3.250 03/28/31

3,390,642

TOTAL

CANADA

7,912,439

CHILE

-

0.4%

392,346

(g) Alfa

Desarrollo

S.p.A

4.550 09/27/51

298,272

1,100,000

(g) Antofagasta

plc

5.625 09/09/35

1,086,743

200,000

(g) Celulosa

Arauco

y

Constitucion

S.A.

6.180 05/05/32

198,326

200,000

(g) Cia

Cervecerias

Unidas

S.A.

3.350 01/19/32

179,338

900,000

(g) Corp

Nacional

del

Cobre

de

Chile

5.950 01/08/34

920,218

200,000

(g) Corp

Nacional

del

Cobre

de

Chile

6.440 01/26/36

210,766

825,000

(g) Empresa

Nacional

del

Petroleo

3.450 09/16/31

747,631

1,000,000

(g) Latam

Airlines

Group

S.A.

7.875 04/15/30

1,010,000

500,000

(g) Sociedad

Quimica

y

Minera

de

Chile

S.A.

5.500 09/10/34

495,200

TOTAL

CHILE

5,146,494

COLOMBIA

-

0.0%

75,000

Ecopetrol

S.A.

6.875 04/29/30

75,072

300,000

Ecopetrol

S.A.

4.625 11/02/31

266,619

300,000

Ecopetrol

S.A.

8.875 01/13/33

315,758

TOTAL

COLOMBIA

657,449

DENMARK

-

0.2%

EUR

500,000

(c) Carlsberg

Breweries

A.S.,

Reg

S

3.500 02/28/35

557,815

GBP

1,500,000

Danske

Bank

A.S.,

Reg

S

2.250 01/14/28

1,943,013

TOTAL

DENMARK

2,500,828

FRANCE

-

2.0%

EUR

2,000,000

(f) Air

Liquide

Finance

S.A.,

Reg

S

2.625 11/05/29

2,253,829

EUR

1,600,000

(c) Airbus

SE,

Reg

S

1.375 05/13/31

1,675,717

EUR

600,000

(c) Airbus

SE,

Reg

S

2.375 06/09/40

566,119

EUR

1,600,000

AXA

S.A.,

Reg

S

3.375 05/31/34

1,812,747

EUR

500,000

AXA

S.A.,

Reg

S

1.375 10/07/41

508,846

EUR

400,000

(d),(e),(f)

AXA

S.A.,

Reg

S

6.375 N/A

479,845

500,000

(d),(e),(g)

BNP

Paribas

S.A.

8.500 N/A

520,826

EUR

2,500,000

Credit

Agricole

Assurances

S.A.,

Reg

S

1.500 10/06/31

2,549,213

EUR

1,700,000

Electricite

de

France

S.A.,

Reg

S

2.000 10/02/30

1,843,873

EUR

1,500,000

(f) Electricite

de

France

S.A.,

Reg

S

3.000 03/04/31

1,694,256

EUR

1,300,000

(f) Engie

S.A.,

Reg

S

3.625 12/06/26

1,510,211

EUR

2,000,000

(f) Engie

S.A.,

Reg

S

3.250 01/11/32

2,264,716

EUR

300,000

(f) La

Poste

S.A.,

Reg

S

0.625 01/18/36

251,766

EUR

1,500,000

RCI

Banque

S.A.,

Reg

S

3.875 09/30/30

1,740,092

EUR

1,500,000

(f) RCI

Banque

S.A.,

Reg

S

3.625 11/03/32

1,682,895

EUR

600,000

(f) Societe

Generale

S.A.,

Reg

S

4.000 11/16/27

703,351

EUR

500,000

(f) Societe

Generale

S.A.,

Reg

S

0.500 06/12/29

541,438

EUR

1,400,000

(f) Societe

Generale

S.A.,

Reg

S

4.875 11/21/31

1,692,139

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FRANCE

(continued)

EUR

600,000

(f) Thales

S.A.,

Reg

S

3.625 %

06/14/29

$

699,612

EUR

1,500,000

(f) TotalEnergies

Capital

International

S.A.,

Reg

S

3.160 03/03/33

1,685,115

EUR

1,000,000

(f) TotalEnergies

Capital

International

S.A.,

Reg

S

3.852 03/03/45

1,055,008

TOTAL

FRANCE

27,731,614

GERMANY

-

1.0%

GBP

500,000

(c) BMW

International

Investment

BV,

Reg

S

5.000 01/24/28

661,811

GBP

1,100,000

(c) Commerzbank

AG.,

Reg

S

5.000 10/15/31

1,424,896

EUR

1,500,000

(c) Deutsche

Bank

AG.,

Reg

S

1.625 01/20/27

1,717,530

GBP

1,500,000

(c) Deutsche

Bank

AG.,

Reg

S

1.875 12/22/28

1,875,648

GBP

600,000

Deutsche

Bank

AG.,

Reg

S

5.000 02/26/29

788,901

EUR

1,000,000

Deutsche

Bank

AG.,

Reg

S

3.000 06/16/29

1,140,517

EUR

500,000

(c) EnBW

International

Finance

BV,

Reg

S

4.300 05/23/34

597,521

GBP

300,000

(c) Mercedes-Benz

International

Finance

BV,

Reg

S

5.000 07/12/27

396,638

EUR

500,000

(f) Sartorius

Finance

BV,

Reg

S

4.375 09/14/29

591,128

EUR

1,400,000

(c) Siemens

Financieringsmaatschappij

NV,

Reg

S

2.625 05/27/29

1,594,531

EUR

500,000

(c) Volkswagen

Financial

Services

Overseas

AG.,

Reg

S

3.750 09/10/26

580,495

EUR

500,000

(c) Volkswagen

International

Finance

NV,

Reg

S

3.750 09/28/27

581,279

EUR

2,000,000

ZF

Europe

Finance

BV,

Reg

S

7.000 06/12/30

2,358,989

TOTAL

GERMANY

14,309,884

GUATEMALA

-

0.1%

$

800,000

(g) Energuate

Trust

6.350 09/15/35

783,249

200,000

(g) Millicom

International

Cellular

S.A.

4.500 04/27/31

182,290

TOTAL

GUATEMALA

965,539

INDIA

-

0.0%

300,000

(g) Adani

Electricity

Mumbai

Ltd

3.867 07/22/31

263,070

225,000

(g) UltraTech

Cement

Ltd

2.800 02/16/31

205,235

TOTAL

INDIA

468,305

INDONESIA

-

0.3%

2,000,000

(b),(f)

Bank

Mandiri

Persero

Tbk

PT,

Reg

S

5.250 04/10/31

1,981,840

800,000

(g) Pertamina

Persero

PT

2.300 02/09/31

702,555

300,000

(g) Perusahaan

Listrik

Negara

PT

5.250 10/24/42

265,561

900,000

(g) Perusahaan

Listrik

Negara

PT

6.150 05/21/48

857,626

225,000

(g) Perusahaan

Listrik

Negara

PT

4.875 07/17/49

180,377

TOTAL

INDONESIA

3,987,959

IRELAND

-

0.3%

EUR

600,000

(f) Bank

of

Ireland

Group

plc,

Reg

S

0.375 05/10/27

691,928

EUR

2,320,000

(f) Bank

of

Ireland

Group

plc,

Reg

S

5.000 07/04/31

2,826,214

TOTAL

IRELAND

3,518,142

ISRAEL

-

0.1%

850,000

(g) Bank

Hapoalim

BM,

Reg

S

5.252 01/14/33

838,523

500,000

(g) Israel

Electric

Corp

Ltd,

Reg

S

4.250 08/14/28

490,012

TOTAL

ISRAEL

1,328,535

ITALY

-

0.5%

EUR

1,500,000

(c) Enel

Finance

International

NV,

Reg

S

3.875 01/23/35

1,716,447

EUR

2,400,000

(c) Eni

S.p.A,

Reg

S

0.625 01/23/30

2,510,409

EUR

1,700,000

(c) Intesa

Sanpaolo

S.p.A,

Reg

S

5.125 08/29/31

2,108,502

200,000

(g) Intesa

Sanpaolo

S.p.A

4.198 06/01/32

187,074

TOTAL

ITALY

6,522,432

JAPAN

-

0.3%

EUR

500,000

(f) Mizuho

Financial

Group,

Inc,

Reg

S

3.460 08/27/30

576,263

EUR

500,000

(f) ORIX

Corp,

Reg

S

1.919 04/20/26

577,791

EUR

2,500,000

Takeda

Pharmaceutical

Co

Ltd

1.375 07/09/32

2,515,458

TOTAL

JAPAN

3,669,512

KAZAKHSTAN

-

0.0%

200,000

(g) QazaqGaz

NC

JSC

4.375 09/26/27

198,424

TOTAL

KAZAKHSTAN

198,424

KUWAIT

-

0.1%

2,000,000

(f) KFH

Sukuk

Co,

Reg

S

4.563 01/13/31

1,932,987

TOTAL

KUWAIT

1,932,987

LUXEMBOURG

-

0.1%

EUR

600,000

(g) Albion

Financing SARL

5.375 05/21/30

695,912

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LUXEMBOURG

(continued)

EUR

500,000

(c) ArcelorMittal

S.A.,

Reg

S

3.125 %

12/13/28

$

571,945

EUR

500,000

(f) ProLogis

International

Funding

II

S.A.,

Reg

S

2.375 11/14/30

545,892

TOTAL

LUXEMBOURG

1,813,749

MEXICO

-

0.5%

$

1,450,000

(d),(e),(g)

Banco

Mercantil

del

Norte

S.A.

6.625 N/A

1,381,495

250,000

(g) Bimbo

Bakeries

USA,

Inc

5.375 01/09/36

248,752

985,799

(g) CFE

Fibra

E

5.875 09/23/40

957,516

950,000

(g) Comision

Federal

de

Electricidad

6.450 01/24/35

947,258

1,000,000

(g),(h)

El

Puerto

de

Liverpool

SAB

de

C.V.

5.750 02/10/38

945,009

1,350,000

(g) FIBRA

ProLogis

5.625 01/14/38

1,284,174

1,500,000

Pemex

Project

Funding

Master

Trust

6.625 06/15/35

1,397,909

500,000

Petroleos

Mexicanos

6.840 01/23/30

501,104

TOTAL

MEXICO

7,663,217

MOROCCO

-

0.1%

1,700,000

(g) OCP

S.A.

6.700 03/01/36

1,742,755

TOTAL

MOROCCO

1,742,755

NETHERLANDS

-

1.1%

GBP

500,000

(f) ABN

AMRO

Bank

NV,

Reg

S

4.750 10/24/29

655,894

EUR

1,700,000

(c) Cooperatieve

Rabobank

UA,

Reg

S

4.233 04/25/29

1,999,732

EUR

2,500,000

(c) Heineken

NV,

Reg

S

2.565 10/03/28

2,855,751

EUR

2,000,000

(f) ING

Groep

NV,

Reg

S

2.875 11/10/30

2,258,276

EUR

1,500,000

(c) ING

Groep

NV,

Reg

S

3.750 09/03/35

1,698,527

EUR

2,000,000

(f) Lineage

Europe

Finco

BV

4.125 11/26/31

2,241,710

EUR

1,900,000

(g) Sunrise

FinCo

I

BV

4.625 05/15/32

2,148,452

EUR

1,150,000

(g) VZ

Secured

Financing

BV

3.500 01/15/32

1,181,306

TOTAL

NETHERLANDS

15,039,648

NIGERIA

-

0.1%

EUR

1,000,000

(g) BOI

Finance

BV

7.500 02/16/27

1,173,836

TOTAL

NIGERIA

1,173,836

NORWAY

-

0.1%

EUR

500,000

(c) Statkraft

AS.,

Reg

S

3.125 12/13/26

579,157

EUR

100,000

(c) Statnett

SF,

Reg

S

3.500 06/08/33

115,092

TOTAL

NORWAY

694,249

PERU

-

0.1%

2,000,000

(g) Banco

Internacional

del

Peru

SAA

Interbank

4.800 07/15/31

1,966,200

TOTAL

PERU

1,966,200

POLAND

-

0.1%

EUR

250,000

(f) ORLEN

S.A.,

Reg

S

1.125 05/27/28

275,115

1,500,000

(g) ORLEN

S.A.

6.000 01/30/35

1,525,448

TOTAL

POLAND

1,800,563

PORTUGAL

-

0.0%

EUR

500,000

(f) EDP

Servicios

Financieros

Espana

SAU,

Reg

S

4.125 04/04/29

590,802

TOTAL

PORTUGAL

590,802

QATAR

-

0.0%

300,000

(f) CBQ

Finance

Ltd,

Reg

S

5.375 03/28/29

300,160

TOTAL

QATAR

300,160

ROMANIA

-

0.0%

EUR

250,000

(f) NE

Property

BV,

Reg

S

2.000 01/20/30

266,884

TOTAL

ROMANIA

266,884

SAUDI

ARABIA

-

0.4%

2,750,000

(f) Alinma

Sukuk

Ltd,

Reg

S

5.792 11/10/35

2,679,466

2,675,000

(f) SNB

Funding

Ltd,

Reg

S

6.000 06/24/35

2,644,005

TOTAL

SAUDI

ARABIA

5,323,471

SINGAPORE

-

0.0%

EUR

200,000

(f) Temasek

Financial

I

Ltd,

Reg

S

0.500 11/20/31

198,268

TOTAL

SINGAPORE

198,268

SOUTH

AFRICA

-

0.3%

1,700,000

(g) Bidvest

Group

UK

plc

6.200 09/17/32

1,692,756

1,250,000

(f) Eskom

Holdings

SOC

Ltd,

Reg

S

4.314 07/23/27

1,231,419

300,000

Sasol

Financing

USA

LLC

5.500 03/18/31

270,592

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOUTH

AFRICA

(continued)

$

500,000

(g) Transnet

SOC

Ltd

8.250 %

02/06/28

$

517,465

TOTAL

SOUTH

AFRICA

3,712,232

SPAIN

-

0.8%

EUR

2,000,000

Banco

de

Credito

Social

Cooperativo

S.A.,

Reg

S

3.500 06/13/31

2,282,884

GBP

1,500,000

(f) Banco

Santander

S.A.,

Reg

S

5.500 06/11/29

2,002,376

EUR

1,800,000

Banco

Santander

S.A.,

Reg

S

4.875 10/18/31

2,190,265

EUR

2,000,000

(c) CaixaBank

S.A.,

Reg

S

3.625 09/19/32

2,295,423

EUR

500,000

(c) Cepsa

Finance

S.A.,

Reg

S

4.125 04/11/31

580,311

EUR

1,900,000

(c) Iberdrola

Finanzas

S.A.,

Reg

S

3.000 09/30/31

2,146,021

TOTAL

SPAIN

11,497,280

SUPRANATIONAL

-

0.3%

KZT

1,310,000,000

International

Bank

for

Reconstruction

&

Development

13.750 06/11/26

2,718,534

UZS

24,200,000,000

International

Finance

Corp

11.000 11/13/26

2,016,774

TOTAL

SUPRANATIONAL

4,735,308

SWEDEN

-

0.0%

EUR

500,000

(f) Skandinaviska

Enskilda

Banken

AB,

Reg

S

3.000 02/10/32

565,134

TOTAL

SWEDEN

565,134

SWITZERLAND

-

0.7%

EUR

2,750,000

(f) Cloverie

plc

for

Zurich

Insurance

Co

Ltd,

Reg

S

1.500 12/15/28

3,035,249

EUR

1,500,000

UBS

AG.,

Reg

S

0.500 03/31/31

1,501,710

EUR

2,600,000

(f) UBS

Group

AG,

Reg

S

0.250 11/05/28

2,863,637

EUR

1,800,000

(f) UBS

Group

AG.,

Reg

S

3.125 02/13/31

2,040,992

TOTAL

SWITZERLAND

9,441,588

THAILAND

-

0.1%

1,330,000

(e),(g)

Bangkok

Bank

PCL

3.466 09/23/36

1,195,782

TOTAL

THAILAND

1,195,782

TURKEY

-

0.1%

1,075,000

(g) Turk

Telekomunikasyon

AS.

6.950 10/07/32

1,046,841

800,000

(g) Ulker

Biskuvi

Sanayi

AS.

7.875 07/08/31

807,154

TOTAL

TURKEY

1,853,995

UNITED

ARAB

EMIRATES

-

0.0%

200,000

(f) Abu

Dhabi

Commercial

Bank

PJSC,

Reg

S

5.361 03/10/35

196,412

268,239

(g) Sweihan

PV

Power

Co

PJSC

3.625 01/31/49

213,788

TOTAL

UNITED

ARAB

EMIRATES

410,200

UNITED

KINGDOM

-

2.4%

EUR

400,000

Barclays

plc,

Reg

S

0.577 08/09/29

432,057

GBP

200,000

(f) Barclays

plc,

Reg

S

8.407 11/14/32

275,810

EUR

2,000,000

(f) Barclays

plc,

Reg

S

3.792 10/31/36

2,217,797

EUR

2,400,000

(c) British

Telecommunications

plc,

Reg

S

3.875 01/20/34

2,752,012

EUR

500,000

(c) Cadent

Finance

plc,

Reg

S

3.750 04/16/33

568,801

EUR

285,000

(g) ContourGlobal

Power

Holdings

S.A.

5.000 02/28/30

329,657

GBP

200,000

(f) Legal

&

General

Group

plc,

Reg

S

6.625 04/01/55

268,617

GBP

1,000,000

(c) Lloyds

Banking

Group

plc,

Reg

S

5.250 10/16/31

1,313,605

EUR

1,900,000

(f) Lseg

Netherlands

BV,

Reg

S

2.750 09/20/27

2,175,952

GBP

1,000,000

(c) Marks

&

Spencer

plc,

Reg

S

5.125 08/18/32

1,288,285

EUR

1,900,000

National

Grid

Electricity

Distribution

East

Midlands

plc,

Reg

S

3.530 09/20/28

2,205,221

EUR

500,000

(c) NatWest

Group

plc,

Reg

S

3.575 09/12/32

572,541

GBP

300,000

(c) NatWest

Markets

plc,

Reg

S

6.625 06/22/26

398,826

EUR

2,000,000

(c) NatWest

Markets

plc,

Reg

S

3.000 09/03/30

2,266,282

EUR

2,200,000

(c) Reckitt

Benckiser

Treasury

Services

plc,

Reg

S

3.625 06/20/29

2,560,705

GBP

1,500,000

(c) Severn

Trent

Utilities

Finance

plc,

Reg

S

2.625 02/22/33

1,652,153

EUR

2,000,000

SSE

plc,

Reg

S

3.500 03/18/32

2,285,301

EUR

2,000,000

(f) Swiss

RE

Subordinated

Finance

plc,

Reg

S

3.890 03/26/33

2,275,732

EUR

1,500,000

(f) Tesco

Corporate

Treasury

Services

plc,

Reg

S

3.375 05/06/32

1,694,936

GBP

1,000,000

(c) Tesco

Corporate

Treasury

Services

plc,

Reg

S

5.125 05/22/34

1,258,442

GBP

1,500,000

(c) United

Utilities

Water

Finance

plc,

Reg

S

2.000 07/03/33

1,549,915

GBP

1,000,000

(c) United

Utilities

Water

Finance

plc,

Reg

S

5.125 10/06/38

1,177,652

GBP

600,000

(g) Vmed

O2

UK

Financing

I

plc

4.500 07/15/31

666,402

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UNITED

KINGDOM

(continued)

EUR

1,400,000

(g) Vmed

O2

UK

Financing

I

plc

5.625 %

04/15/32

$

1,485,077

TOTAL

UNITED

KINGDOM

33,671,778

UNITED

STATES

-

6.4%

EUR

2,100,000

AbbVie,

Inc

2.125 06/01/29

2,350,943

JPY

100,000,000

Aflac,

Inc

0.550 03/12/30

590,076

GBP

650,000

Alphabet,

Inc

4.125 02/13/29

845,580

EUR

1,500,000

Alphabet,

Inc

2.875 11/06/31

1,689,420

EUR

1,700,000

American

Medical

Systems

Europe

BV

1.625 03/08/31

1,798,851

EUR

1,450,000

American

Tower

Corp

0.450 01/15/27

1,646,218

GBP

500,000

AT&T,

Inc

2.900 12/04/26

652,864

EUR

2,500,000

AT&T,

Inc

2.350 09/05/29

2,789,275

EUR

500,000

(g) Avantor

Funding,

Inc

3.875 07/15/28

573,171

EUR

1,500,000

(f) Bank

of

America

Corp,

Reg

S

1.662 04/25/28

1,707,801

EUR

2,000,000

(f) Bank

of

America

Corp,

Reg

S

2.824 04/27/33

2,194,372

EUR

1,300,000

BMS

Ireland

Capital

Funding

DAC

2.973 11/10/30

1,472,856

EUR

2,050,000

BP

Capital

Markets

plc,

Reg

S

1.231 05/08/31

2,106,070

EUR

2,000,000

(f) Carrier

Global

Corp

4.500 11/29/32

2,397,459

EUR

2,000,000

(f) Caterpillar

Financial

Services

Corp,

Reg

S

2.541 11/20/28

2,266,302

EUR

1,750,000

Chubb

INA

Holdings,

Inc

1.550 03/15/28

1,958,951

EUR

1,900,000

(a),(f)

Citigroup,

Inc,

(EURIBOR

M

+

1.200%),

Reg

S

2.584 05/14/28

2,199,022

EUR

800,000

Citigroup,

Inc

2.928 10/22/30

905,637

EUR

1,600,000

Citigroup,

Inc,

Reg

S

3.750 05/14/32

1,849,685

EUR

2,000,000

(c) CNH

Industrial

NV,

Reg

S

3.750 06/11/31

2,291,170

EUR

2,165,000

Colgate-Palmolive

Co

3.250 11/10/35

2,414,885

EUR

2,200,000

Comcast

Corp

0.250 05/20/27

2,466,493

EUR

267,857

(g) Coty,

Inc

3.875 04/15/26

309,574

EUR

2,000,000

Duke

Energy

Corp

3.100 06/15/28

2,295,625

EUR

400,000

Duke

Energy

Corp

3.750 04/01/31

461,260

EUR

500,000

FedEx

Corp

1.625 01/11/27

573,382

EUR

2,100,000

Fiserv

Funding

ULC

2.875 06/15/28

2,387,903

EUR

1,400,000

Ford

Motor

Credit

Co

LLC

5.125 02/20/29

1,661,946

EUR

1,500,000

(f) Goldman

Sachs

Group,

Inc,

Reg

S

0.250 01/26/28

1,641,985

EUR

1,900,000

Goldman

Sachs

Group,

Inc,

Reg

S

3.500 01/23/33

2,157,119

EUR

295,000

(g) Goodyear

Europe

BV

2.750 08/15/28

327,939

EUR

1,500,000

Highland

Holdings

Sarl

0.318 12/15/26

1,703,451

EUR

2,000,000

(g) Iron

Mountain,

Inc

4.750 01/15/34

2,151,802

EUR

1,300,000

Johnson

&

Johnson

2.700 02/26/29

1,488,868

EUR

2,400,000

Johnson

&

Johnson

3.200 06/01/32

2,758,830

EUR

500,000

Johnson

&

Johnson

3.600 02/26/45

536,563

EUR

1,800,000

(f) Liberty

Mutual

Group,

Inc,

Reg

S

4.625 12/02/30

2,162,924

EUR

1,400,000

(f) Liberty

Mutual

Group,

Inc,

Reg

S

3.875 09/26/35

1,554,182

EUR

1,700,000

Morgan

Stanley

3.149 11/07/31

1,917,668

EUR

1,500,000

(f) National

Grid

North

America,

Inc,

Reg

S

4.061 09/03/36

1,708,953

GBP

400,000

(f) Nestle

Holdings,

Inc,

Reg

S

5.250 09/21/26

531,244

EUR

250,000

(g) OI

European

Group

BV

6.250 05/15/28

289,699

EUR

100,000

(g) Organon

Finance LLC

2.875 04/30/28

111,290

GBP

800,000

(f) Pacific

Life

Global

Funding

II,

Reg

S

5.375 11/30/28

1,064,619

EUR

1,000,000

PepsiCo,

Inc

3.450 07/28/37

1,100,228

EUR

2,000,000

Pfizer

Netherlands

International

Finance

BV

2.875 05/19/29

2,285,293

EUR

2,100,000

Philip

Morris

International,

Inc

2.750 06/06/29

2,378,088

EUR

2,000,000

(f) Pricoa

Global

Funding

I,

Reg

S

3.000 07/03/30

2,261,445

EUR

1,650,000

ProLogis

Euro

Finance

LLC

3.250 09/22/32

1,834,860

EUR

600,000

ProLogis

Euro

Finance

LLC

4.000 05/05/34

687,459

GBP

500,000

(f) Protective

Life

Global

Funding,

Reg

S

5.248 01/13/28

662,284

EUR

1,500,000

Raytheon

Technologies

Corp

2.150 05/18/30

1,630,007

EUR

2,100,000

Thermo

Fisher

Scientific

Finance

I

BV

0.800 10/18/30

2,165,611

EUR

1,300,000

Thermo

Fisher

Scientific

Finance

I

BV

3.628 12/01/35

1,473,382

GBP

600,000

Time

Warner

Cable

LLC

5.750 06/02/31

781,642

EUR

1,700,000

Verizon

Communications,

Inc

1.875 10/26/29

1,865,057

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UNITED

STATES

(continued)

GBP

2,000,000

(c) Wells

Fargo

&

Co,

Reg

S

4.875 %

11/29/35

$

2,407,074

TOTAL

UNITED

STATES

90,496,357

TOTAL

CORPORATE

BONDS

(Cost

$291,079,006)

285,521,536

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

70.0%

AUSTRALIA

-

2.6%

AUD

7,775,000

Australia

Government

Bond,

Reg

S

2.750 11/21/27

5,206,382

AUD

23,640,000

Australia

Government

Bond,

Reg

S

1.000 12/21/30

13,823,736

AUD

7,775,000

Australia

Government

Bond,

Reg

S

2.750 06/21/35

4,508,371

AUD

1,685,000

New

South

Wales

Treasury

Corp,

Reg

S

3.000 04/20/29

1,102,717

AUD

5,400,000

New

South

Wales

Treasury

Corp,

Reg

S

5.250 02/24/38

3,563,103

AUD

2,400,000

(g) Queensland

Treasury

Corp,

Reg

S

1.750 07/20/34

1,249,064

AUD

3,900,000

(g) Queensland

Treasury

Corp,

Reg

S

4.500 08/22/35

2,484,905

AUD

8,300,000

Treasury

Corp

of

Victoria

2.250 11/20/34

4,443,373

TOTAL

AUSTRALIA

36,381,651

BARBADOS

-

0.2%

$

2,125,000

(g) Barbados

Government

International

Bond

8.000 06/26/35

2,151,733

TOTAL

BARBADOS

2,151,733

BELGIUM

-

1.1%

EUR

2,125,000

(g) Kingdom

of

Belgium

Government

Bond,

Reg

S

0.000 10/22/27

2,357,775

EUR

3,725,000

(g) Kingdom

of

Belgium

Government

Bond,

Reg

S

2.600 10/22/30

4,238,173

EUR

1,500,000

(g) Kingdom

of

Belgium

Government

Bond,

Reg

S

0.350 06/22/32

1,463,952

EUR

4,000,000

Kingdom

of

Belgium

Government

Bond

3.000 06/22/34

4,510,723

EUR

1,575,000

(g) Kingdom

of

Belgium

Government

Bond,

Reg

S

1.450 06/22/37

1,450,943

EUR

2,025,000

(g) Kingdom

of

Belgium

Government

Bond,

Reg

S

0.400 06/22/40

1,452,313

EUR

675,000

(g) Kingdom

of

Belgium

Government

International

Bond,

Reg

S

1.700 06/22/50

485,080

TOTAL

BELGIUM

15,958,959

BENIN

-

0.1%

750,000

(g) Benin

Government

International

Bond

8.375 01/23/41

739,332

TOTAL

BENIN

739,332

BRAZIL

-

0.5%

BRL

39,325,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000 01/01/33

6,369,784

TOTAL

BRAZIL

6,369,784

CANADA

-

5.1%

CAD

18,825,000

(g) Canada

Housing

Trust

No

3.550 09/15/32

13,653,301

CAD

2,405,000

Canada

Housing

Trust

No

3.450 03/15/35

1,703,727

CAD

31,375,000

Canadian

Government

Bond

3.500 09/01/29

22,928,041

CAD

12,225,000

Canadian

Government

Bond

1.500 12/01/31

8,036,019

CAD

9,850,000

Canadian

Government

International

Bond

2.000 06/01/28

6,956,036

CAD

5,200,000

Canadian

Government

International

Bond

2.000 06/01/32

3,487,338

CAD

1,300,000

Canadian

Government

International

Bond

5.000 06/01/37

1,059,083

CAD

1,350,000

Hydro-Quebec

4.000 02/15/55

851,157

CAD

3,750,000

Province

of

British

Columbia

Canada

4.300 06/18/42

2,618,261

CAD

1,300,000

Province

of

Ontario

Canada

2.150 06/02/31

882,516

CAD

8,525,000

Province

of

Ontario

Canada

4.600 06/02/39

6,325,635

CAD

1,100,000

Province

of

Ontario

Canada

1.900 12/02/51

465,517

CAD

3,925,000

Province

of

Quebec

Canada

5.000 12/01/41

2,965,405

TOTAL

CANADA

71,932,036

CHILE

-

0.5%

CLP

4,045,000,000

(g) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos,

Reg

S

6.000 04/01/33

4,490,465

EUR

925,000

Chile

Government

International

Bond

3.875 07/09/31

1,073,765

EUR

1,880,000

Chile

Government

International

Bond

3.800 07/01/35

2,120,757

TOTAL

CHILE

7,684,987

CHINA

-

11.0%

CNY

79,500,000

China

Government

Bond

2.910 10/14/28

11,998,734

CNY

143,100,000

China

Government

Bond

2.550 10/15/28

21,379,587

CNY

149,850,000

China

Government

Bond

1.450 04/25/30

21,663,679

CNY

198,200,000

China

Government

Bond

2.670 05/25/33

30,662,180

CNY

13,900,000

China

Government

Bond

2.520 08/25/33

2,129,814

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CHINA

(continued)

CNY

61,600,000

China

Government

Bond

2.040 %

11/25/34

$

9,123,161

CNY

139,220,000

China

Government

Bond

1.610 02/15/35

19,887,883

CNY

91,400,000

China

Government

Bond

1.920 07/15/45

12,403,179

CNY

18,900,000

China

Government

Bond

3.860 07/22/49

3,457,697

CNY

41,300,000

China

Government

Bond

3.390 03/16/50

7,078,774

CNY

50,300,000

China

Government

Bond

3.810 09/14/50

9,186,671

CNY

34,000,000

China

Government

Bond

3.720 04/12/51

6,159,094

TOTAL

CHINA

155,130,453

COLOMBIA

-

0.4%

EUR

1,950,000

Colombia

Government

International

Bond

5.000 09/19/32

2,125,399

COP

14,960,000,000

Colombian

TES

7.750 09/18/30

3,274,573

TOTAL

COLOMBIA

5,399,972

COSTA

RICA

-

0.2%

EUR

2,250,000

(g) Costa

Rica

Government

International

Bond

6.001 01/16/36

2,681,793

TOTAL

COSTA

RICA

2,681,793

COTE

D'IVOIRE

-

0.1%

$

1,425,000

(g) Ivory

Coast

Government

International

Bond

8.075 04/01/36

1,446,772

TOTAL

COTE

D'IVOIRE

1,446,772

CYPRUS

-

0.3%

EUR

1,100,000

(f) Cyprus

Government

International

Bond,

Reg

S

0.625 01/21/30

1,166,700

EUR

1,550,000

(f) Cyprus

Government

International

Bond,

Reg

S

0.950 01/20/32

1,580,869

EUR

575,000

(f) Cyprus

Government

International

Bond,

Reg

S

2.750 02/26/34

634,853

EUR

500,000

(f) Cyprus

Government

International

Bond,

Reg

S

2.750 05/03/49

459,529

TOTAL

CYPRUS

3,841,951

CZECH

REPUBLIC

-

0.5%

CZK

174,850,000

Czech

Republic

Government

Bond,

Reg

S

0.950 05/15/30

7,188,894

TOTAL

CZECH

REPUBLIC

7,188,894

DOMINICAN

REPUBLIC

-

0.2%

2,050,000

(g) Dominican

Republic

Government

International

Bond

4.875 09/23/32

1,886,820

1,500,000

(g) Dominican

Republic

International

Bond

5.875 10/28/35

1,424,325

TOTAL

DOMINICAN

REPUBLIC

3,311,145

ECUADOR

-

0.2%

2,500,000

(g) Ecuador

Government

International

Bond

8.750 01/29/34

2,450,000

309,125

(g) Ecuador

Government

International

Bond

(Step

Bond)

1.000 07/31/35

272,086

86,000

(g) Ecuador

Government

International

Bond

(Step

Bond)

5.000 07/31/40

67,295

TOTAL

ECUADOR

2,789,381

EGYPT

-

0.1%

2,325,000

(g) Egypt

Government

International

Bond

8.500 01/31/47

2,005,230

TOTAL

EGYPT

2,005,230

FRANCE

-

3.1%

EUR

3,775,000

(g) French

Republic

Government

Bond

OAT,

Reg

S

0.750 11/25/28

4,134,832

EUR

8,500,000

(g) French

Republic

Government

Bond

OAT,

Reg

S

2.750 02/25/29

9,799,115

EUR

6,250,000

(g) French

Republic

Government

Bond

OAT,

Reg

S

3.500 11/25/33

7,260,767

EUR

9,175,000

(g) French

Republic

Government

Bond

OAT,

Reg

S

4.750 04/25/35

11,563,387

EUR

3,950,000

(f),(g)

French

Republic

Government

Bond

OAT,

Reg

S

3.500 11/25/35

4,511,531

EUR

7,475,000

(g) French

Republic

Government

Bond

OAT,

Reg

S

0.500 05/25/40

5,388,290

EUR

910,000

(g) French

Republic

Government

Bond

OAT,

Reg

S

0.750 05/25/52

468,417

EUR

2,560,000

(g) French

Republic

Government

Bond

OAT,

Reg

S

0.750 05/25/53

1,276,059

TOTAL

FRANCE

44,402,398

GERMANY

-

3.8%

EUR

23,525,000

Bundesobligation,

Reg

S

2.200 10/10/30

26,650,082

EUR

4,675,000

Bundesrepublik

Deutschland,

Reg

S

0.500 08/15/27

5,254,945

EUR

645,000

Bundesrepublik

Deutschland,

Reg

S

0.000 08/15/29

683,352

EUR

365,000

Bundesrepublik

Deutschland,

Reg

S

2.100 11/15/29

413,821

EUR

900,000

Bundesrepublik

Deutschland,

Reg

S

0.000 08/15/31

903,551

EUR

1,000,000

Bundesrepublik

Deutschland,

Reg

S

0.000 02/15/32

985,556

EUR

1,110,000

Bundesrepublik

Deutschland,

Reg

S

2.300 02/15/33

1,244,560

EUR

10,725,000

Bundesrepublik

Deutschland,

Reg

S

1.000 05/15/38

9,739,634

EUR

3,745,000

Bundesrepublik

Deutschland,

Reg

S

0.000 08/15/52

1,790,821

EUR

1,000,000

Bundesrepublik

Deutschland

Bundesanleihe,

Reg

S

2.200 02/15/34

1,099,290

EUR

2,725,000

Bundesrepublik

Deutschland

Bundesanleihe,

Reg

S

2.500 02/15/35

3,046,215

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GERMANY

(continued)

EUR

1,800,000

Bundesrepublik

Deutschland

Bundesanleihe,

Reg

S

2.600 %

05/15/41

$

1,908,637

TOTAL

GERMANY

53,720,464

GHANA

-

0.1%

$

492,319

(g) Ghana

Government

International

Bond

5.000 07/03/29

468,786

1,884,100

(g) Ghana

Government

International

Bond

5.000 07/03/35

1,604,645

TOTAL

GHANA

2,073,431

GREECE

-

1.2%

EUR

738,000

(g) Hellenic

Republic

Government

Bond,

Reg

S

3.625 06/15/35

844,758

EUR

575,000

(g) Hellenic

Republic

Government

International

Bond,

Reg

S

3.875 03/12/29

682,123

EUR

2,300,000

(g) Hellenic

Republic

Government

International

Bond,

Reg

S

1.500 06/18/30

2,498,461

EUR

1,300,000

(g) Hellenic

Republic

Government

International

Bond,

Reg

S

0.750 06/18/31

1,330,570

EUR

1,100,000

(g) Hellenic

Republic

Government

International

Bond,

Reg

S

1.750 06/18/32

1,161,971

EUR

7,825,000

(g) Hellenic

Republic

Government

International

Bond,

Reg

S

3.375 06/15/34

8,904,383

EUR

750,000

(g) Hellenic

Republic

Government

International

Bond,

Reg

S

4.375 07/18/38

900,485

EUR

650,000

(g) Hellenic

Republic

Government

International

Bond,

Reg

S

4.125 06/15/54

711,450

TOTAL

GREECE

17,034,201

GUATEMALA

-

0.1%

1,875,000

(g) Guatemala

Government

Bond

6.250 08/15/36

1,905,938

TOTAL

GUATEMALA

1,905,938

HUNGARY

-

0.9%

HUF

2,095,600,000

Hungary

Government

Bond

4.500 03/23/28

6,003,614

285,000

(g) Hungary

Government

International

Bond

6.125 05/22/28

291,602

EUR

1,220,000

(f) Hungary

Government

International

Bond,

Reg

S

4.000 07/25/29

1,430,237

EUR

2,100,000

(f) Hungary

Government

International

Bond,

Reg

S

4.250 05/26/33

2,392,811

EUR

2,100,000

(f) Hungary

Government

International

Bond,

Reg

S

1.750 06/05/35

1,918,556

TOTAL

HUNGARY

12,036,820

INDONESIA

-

0.3%

EUR

1,700,000

Indonesia

Government

International

Bond

4.100 03/04/34

1,892,006

IDR

50,850,000,000

Indonesia

Treasury

Bond

6.625 02/15/34

2,944,270

TOTAL

INDONESIA

4,836,276

IRELAND

-

0.8%

EUR

2,500,000

(f) Ireland

Government

Bond,

Reg

S

3.100 06/18/36

2,852,130

EUR

225,000

Ireland

Government

Bond,

Reg

S

1.700 05/15/37

221,879

EUR

3,825,000

Ireland

Government

Bond,

Reg

S

3.000 10/18/43

4,111,330

EUR

5,025,000

Ireland

Government

Bond,

Reg

S

1.500 05/15/50

3,850,059

TOTAL

IRELAND

11,035,398

ITALY

-

4.9%

EUR

2,575,000

Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

1.250 12/01/26

2,953,813

EUR

2,625,000

Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

0.950 09/15/27

2,958,557

EUR

975,000

Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

0.250 03/15/28

1,072,955

EUR

900,000

Italy

Buoni

Poliennali

Del

Tesoro

4.000 10/30/31

1,079,320

EUR

5,675,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

3.150 11/15/31

6,511,435

EUR

17,975,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

3.250 07/15/32

20,606,872

EUR

12,500,000

Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

3.850 02/01/35

14,607,346

EUR

1,000,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

3.650 08/01/35

1,145,073

EUR

1,150,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

0.950 03/01/37

985,835

EUR

1,575,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

5.000 08/01/39

1,999,889

EUR

2,450,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

4.450 09/01/43

2,893,335

EUR

2,500,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

4.100 04/30/46

2,780,109

EUR

3,750,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

1.700 09/01/51

2,536,253

EUR

5,850,000

(g) Italy

Buoni

Poliennali

Del

Tesoro,

Reg

S

4.300 10/01/54

6,549,406

TOTAL

ITALY

68,680,198

JAPAN

-

7.8%

JPY

14,000,000

Japan

Finance

Organization

for

Municipalities

0.020 05/22/26

88,098

JPY

268,000,000

Japan

Government

Five

Year

Bond

0.005 09/20/26

1,681,427

JPY

5,016,000,000

Japan

Government

Five

Year

Bond

0.300 09/20/28

30,744,223

JPY

319,000,000

Japan

Government

Five

Year

Bond

0.500 03/20/29

1,951,787

JPY

657,000,000

Japan

Government

Forty

Year

Bond

0.700 03/20/61

1,764,709

JPY

284,000,000

Japan

Government

Ten

Year

Bond

0.100 09/20/26

1,782,598

JPY

897,400,000

Japan

Government

Ten

Year

Bond

0.100 12/20/30

5,228,688

JPY

1,942,000,000

Japan

Government

Ten

Year

Bond

0.500 12/20/32

11,095,203

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

JAPAN

(continued)

JPY

742,700,000

Japan

Government

Thirty

Year

Bond

0.500 %

09/20/46

$

2,738,808

JPY

73,000,000

Japan

Government

Thirty

Year

Bond

0.600 09/20/50

239,925

JPY

4,405,000,000

Japan

Government

Thirty

Year

Bond

0.700 09/20/51

14,406,488

JPY

143,000,000

Japan

Government

Thirty

Year

Bond

1.300 06/20/52

548,697

JPY

233,000,000

Japan

Government

Thirty

Year

Bond

1.600 12/20/53

950,249

JPY

256,000,000

Japan

Government

Twenty

Year

Bond

0.500 06/20/38

1,253,907

JPY

660,000,000

Japan

Government

Twenty

Year

Bond

0.700 09/20/38

3,293,406

JPY

185,000,000

Japan

Government

Twenty

Year

Bond

0.300 06/20/39

851,043

JPY

380,000,000

Japan

Government

Twenty

Year

Bond

0.300 09/20/39

1,732,007

JPY

4,875,000,000

Japan

Government

Twenty

Year

Bond

0.400 03/20/40

22,170,986

JPY

750,000,000

Japan

Government

Twenty

Year

Bond

2.500 06/20/45

4,239,398

JPY

450,000,000

Japan

Government

Two

Year

Bond

0.700 02/01/27

2,826,803

TOTAL

JAPAN

109,588,450

KOREA,

REPUBLIC

OF

-

3.1%

KRW

4,350,000,000

Korea

Treasury

Bond

1.375 12/10/29

2,616,328

KRW

27,671,000,000

Korea

Treasury

Bond

2.625 03/10/30

17,346,120

KRW

7,500,000,000

Korea

Treasury

Bond

2.500 09/10/30

4,648,151

KRW

1,175,000,000

Korea

Treasury

Bond

2.375 12/10/31

712,716

KRW

24,337,000,000

Korea

Treasury

Bond

2.625 06/10/35

14,349,533

KRW

1,940,000,000

Korea

Treasury

Bond

2.375 09/10/38

1,079,761

KRW

4,081,000,000

Korea

Treasury

Bond

1.875 09/10/41

2,024,606

KRW

730,000,000

Korea

Treasury

Bond

2.500 03/10/52

367,048

TOTAL

KOREA,

REPUBLIC

OF

43,144,263

LITHUANIA

-

0.1%

EUR

1,300,000

(f) Lithuania

Government

International

Bond,

Reg

S

3.625 03/10/36

1,466,363

TOTAL

LITHUANIA

1,466,363

MALAYSIA

-

0.7%

MYR

29,175,000

Malaysia

Government

Bond

4.642 11/07/33

7,700,861

MYR

8,975,000

Malaysia

Government

Bond

4.180 05/16/44

2,261,073

TOTAL

MALAYSIA

9,961,934

MEXICO

-

0.9%

$

2,150,000

(g) Eagle

Funding

Luxco

Sarl

5.500 08/17/30

2,161,287

MXN

Mexican

Bonos

8.500 03/01/29

MXN

36,500,000

Mexican

Bonos

7.750 05/29/31

1,940,571

MXN

74,660,000

Mexican

Bonos

8.500 11/18/38

3,827,684

EUR

1,300,000

Mexico

Government

International

Bond

4.500 03/19/34

1,464,687

EUR

1,650,000

Mexico

Government

International

Bond

5.125 05/04/37

1,873,497

1,275,000

Mexico

Government

International

Bond

6.400 05/07/54

1,192,571

TOTAL

MEXICO

12,460,297

MOROCCO

-

0.1%

1,100,000

(g) Morocco

Government

International

Bond

3.000 12/15/32

944,511

TOTAL

MOROCCO

944,511

NEW

ZEALAND

-

0.6%

NZD

5,600,000

New

Zealand

Government

Bond

1.500 05/15/31

2,816,220

NZD

2,550,000

New

Zealand

Government

Bond

4.500 05/15/35

1,451,038

NZD

4,000,000

New

Zealand

Government

Bond

4.250 05/15/36

2,212,225

NZD

7,065,000

New

Zealand

Government

Bond

1.750 05/15/41

2,640,200

TOTAL

NEW

ZEALAND

9,119,683

NORWAY

-

0.4%

NOK

60,000,000

(g) Norway

Government

International

Bond,

Reg

S

1.250 09/17/31

5,280,361

TOTAL

NORWAY

5,280,361

PARAGUAY

-

0.2%

1,800,000

(g) Paraguay

Government

International

Bond

6.000 02/09/36

1,864,080

225,000

(g) Paraguay

Government

International

Bond

6.650 03/04/55

233,415

TOTAL

PARAGUAY

2,097,495

PERU

-

0.3%

PEN

15,351,000

(g) Peruvian

Government

International

Bond

5.400 08/12/34

4,183,609

TOTAL

PERU

4,183,609

POLAND

-

1.4%

315,000

(g) Bank

Gospodarstwa

Krajowego

6.250 10/31/28

330,314

EUR

2,025,000

(f) Bank

Gospodarstwa

Krajowego,

Reg

S

4.375 03/13/39

2,327,380

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

POLAND

(continued)

PLN

28,525,000

Republic

of

Poland

Government

International

Bond

5.750 %

04/25/29

$

7,869,405

PLN

18,000,000

Republic

of

Poland

Government

International

Bond

6.000 10/25/33

4,957,334

EUR

2,650,000

Republic

of

Poland

Government

International

Bond,

Reg

S

3.875 07/07/37

3,003,724

EUR

700,000

(c) Republic

of

Poland

Government

International

Bond,

Reg

S

4.125 01/11/44

779,641

$

280,000

Republic

of

Poland

Government

International

Bond

5.500 04/04/53

259,180

TOTAL

POLAND

19,526,978

REPUBLIC

OF

SERBIA

-

0.2%

EUR

1,700,000

(g) Serbia

Government

International

Bond

1.500 06/26/29

1,795,730

EUR

675,000

(g) Serbia

Government

International

Bond

1.650 03/03/33

634,991

TOTAL

REPUBLIC

OF

SERBIA

2,430,721

ROMANIA

-

0.7%

RON

27,490,000

Romanian

Government

International

Bond

8.000 04/29/30

6,435,583

EUR

3,550,000

(g) Romanian

Government

International

Bond

2.000 04/14/33

3,226,846

TOTAL

ROMANIA

9,662,429

RWANDA

-

0.1%

1,225,000

(g) Rwanda

International

Government

Bond

5.500 08/09/31

1,095,081

TOTAL

RWANDA

1,095,081

SINGAPORE

-

0.4%

SGD

2,975,000

Singapore

Government

Bond

2.750 03/01/35

2,406,009

SGD

3,625,000

Singapore

Government

International

Bond

2.875 09/01/30

2,933,549

TOTAL

SINGAPORE

5,339,558

SOUTH

AFRICA

-

0.4%

ZAR

76,075,000

Republic

of

South

Africa

Government

International

Bond

8.875 02/28/35

4,414,742

ZAR

27,300,000

Republic

of

South

Africa

Government

International

Bond

8.750 01/31/44

1,457,154

TOTAL

SOUTH

AFRICA

5,871,896

SPAIN

-

3.7%

EUR

10,875,000

(g) Spain

Government

Bond,

Reg

S

3.150 04/30/35

12,363,725

EUR

10,425,000

(g) Spain

Government

Bond,

Reg

S

4.000 10/31/54

11,852,359

EUR

1,095,000

(g) Spain

Government

International

Bond,

Reg

S

1.400 07/30/28

1,229,620

EUR

4,625,000

(g) Spain

Government

International

Bond,

Reg

S

0.600 10/31/29

4,959,511

EUR

8,610,000

(g) Spain

Government

International

Bond,

Reg

S

0.100 04/30/31

8,647,758

EUR

925,000

(g) Spain

Government

International

Bond,

Reg

S

3.250 04/30/34

1,065,177

EUR

5,475,000

(g) Spain

Government

International

Bond,

Reg

S

3.900 07/30/39

6,453,125

EUR

7,200,000

(g) Spain

Government

International

Bond,

Reg

S

1.200 10/31/40

5,917,772

TOTAL

SPAIN

52,489,047

SUPRANATIONAL

-

0.3%

EUR

650,000

(g) Banque

Ouest

Africaine

de

Developpement

2.750 01/22/33

626,888

INR

124,700,000

European

Bank

for

Reconstruction

&

Development

6.300 10/26/27

1,278,359

INR

33,000,000

Inter-American

Development

Bank

7.000 04/17/33

329,117

INR

66,300,000

International

Bank

for

Reconstruction

&

Development

5.500 01/21/27

689,248

IDR

31,200,000,000

International

Bank

for

Reconstruction

&

Development

6.250 01/12/28

1,852,437

TOTAL

SUPRANATIONAL

4,776,049

SWITZERLAND

-

0.7%

CHF

5,975,000

Swiss

Confederation

Government

Bond,

Reg

S

0.250 06/23/35

7,425,576

CHF

1,850,000

Swiss

Confederation

Government

Bond,

Reg

S

1.250 06/27/37

2,533,425

TOTAL

SWITZERLAND

9,959,001

THAILAND

-

0.4%

THB

140,550,000

Thailand

Government

Bond

3.450 06/17/43

4,390,457

THB

55,300,000

Thailand

Government

International

Bond

3.300 06/17/38

1,763,602

TOTAL

THAILAND

6,154,059

TURKEY

-

0.3%

EUR

1,500,000

Turkiye

Government

International

Bond

5.200 08/17/31

1,730,563

EUR

2,550,000

Turkiye

Government

International

Bond

5.150 03/10/34

2,848,083

TOTAL

TURKEY

4,578,646

UGANDA

-

0.3%

UGX

12,450,000,000

Republic

of

Uganda

Government

Bonds

14.250 06/22/34

3,092,930

UGX

6,450,000,000

Republic

of

Uganda

Government

Bonds

15.800 06/23/39

1,686,911

TOTAL

UGANDA

4,779,841

UKRAINE

-

0.0%

250,000

(g) Ukraine

Government

International

Bond

4.500 02/01/29

175,000

363,440

(g) Ukraine

Government

International

Bond

0.000 02/01/35

166,455

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UKRAINE

(continued)

$

73,700

(g) Ukraine

Government

International

Bond

0.000 %

02/01/36

$

33,681

TOTAL

UKRAINE

375,136

UNITED

KINGDOM

-

6.6%

GBP

5,150,000

United

Kingdom

Gilt,

Reg

S

3.750 03/07/27

6,778,331

GBP

9,475,000

United

Kingdom

Gilt,

Reg

S

1.625 10/22/28

11,752,140

GBP

1,735,000

United

Kingdom

Gilt,

Reg

S

0.500 01/31/29

2,068,544

GBP

2,525,000

United

Kingdom

Gilt,

Reg

S

4.375 03/07/30

3,337,161

GBP

450,000

United

Kingdom

Gilt,

Reg

S

0.250 07/31/31

480,266

GBP

21,600,000

(f) United

Kingdom

Gilt,

Reg

S

4.000 10/22/31

27,900,049

GBP

660,000

United

Kingdom

Gilt,

Reg

S

3.250 01/31/33

803,040

GBP

1,100,000

United

Kingdom

Gilt,

Reg

S

0.875 07/31/33

1,116,128

GBP

760,000

United

Kingdom

Gilt,

Reg

S

4.625 01/31/34

998,320

GBP

10,875,000

United

Kingdom

Gilt,

Reg

S

4.500 03/07/35

14,020,249

GBP

3,895,000

United

Kingdom

Gilt,

Reg

S

1.750 09/07/37

3,703,225

GBP

1,300,000

United

Kingdom

Gilt,

Reg

S

3.750 01/29/38

1,513,865

GBP

8,975,000

United

Kingdom

Gilt,

Reg

S

1.250 10/22/41

6,859,772

GBP

900,000

United

Kingdom

Gilt,

Reg

S

0.875 01/31/46

534,592

GBP

1,200,000

United

Kingdom

Gilt,

Reg

S

4.250 12/07/49

1,325,785

GBP

2,760,000

United

Kingdom

Gilt,

Reg

S

0.625 10/22/50

1,284,622

GBP

7,275,000

United

Kingdom

Gilt,

Reg

S

4.375 07/31/54

8,013,965

TOTAL

UNITED

KINGDOM

92,490,054

UNITED

STATES

-

1.6%

2,383,247

(a),(g)

Chase

Home

Lending

Mortgage

Trust

6.589 07/25/56

2,439,284

1,000,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%)

7.262 07/25/42

1,030,219

2,000,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7.212 05/25/43

2,083,205

2,855,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

6.362 07/25/43

2,920,481

2,000,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.500%)

6.162 10/25/43

2,037,646

1,350,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

1.800%)

6.150 02/25/44

1,352,260

2,600,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.050%)

6.712 01/25/34

2,771,706

1,400,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

5.750%)

9.412 09/25/42

1,489,947

3,000,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

6.761 03/25/43

3,103,621

1,215,000

(a),(g)

Verus

Securitization

Trust

6.512 01/25/70

1,224,203

2,000,000

(a),(g)

Verus

Securitization

Trust

5.796 11/25/70

1,978,171

TOTAL

UNITED

STATES

22,430,743

URUGUAY

-

0.3%

UYU

137,650,000

Uruguay

Government

International

Bond

8.250 05/21/31

3,497,777

UYU

42,600,000

Uruguay

Government

International

Bond

8.000 10/29/35

1,065,079

TOTAL

URUGUAY

4,562,856

UZBEKISTAN

-

0.1%

UZS

7,970,000,000

(g) Republic

of

Uzbekistan

International

Bond

16.625 05/29/27

689,432

1,150,000

(g) Republic

of

Uzbekistan

International

Bond

6.900 02/28/32

1,198,299

TOTAL

UZBEKISTAN

1,887,731

TOTAL

GOVERNMENT

BONDS

(Cost

$1,027,674,946)

987,395,989

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

3.1%

IRELAND

-

0.7%

837,843

(a),(g)

Atom

Mortgage

Securities

DAC,

(SONIA

Interest

Rate

Benchmark

+

1.900%),

Series

2021

1A

5.644 07/22/31

1,016,562

1,105,707

(a),(g)

Bruegel

2021

DAC,

(EURIBOR

M

+

2.470%),

Series

2021

1A

4.494 05/22/31

1,272,822

1,079,778

(a),(g)

Last

Mile

Securities,

(EURIBOR

M

+

2.350%),

Series

2021

1A

4.349 08/17/31

1,248,670

2,000,000

(a),(g)

Sequoia

Logistics

DAC,

(EURIBOR

M

+

1.900%),

Series

2025

1A

3.899 02/17/37

2,317,600

864,386

(a),(g)

Taurus

UK

DAC,

(SONIA

Interest

Rate

Benchmark

+

2.500%),

Series

2025

UK2A

6.245 02/18/35

1,142,854

1,310,595

(a),(g)

Thunder

Logistics

DAC,

(EURIBOR

M

+

2.550%),

Series

2024

1A

4.549 11/17/36

1,518,123

1,354,251

(a),(g)

UK

Logistics

DAC,

(SONIA

Interest

Rate

Benchmark

+

1.950%),

Series

2025

2A

5.695 08/17/35

1,799,160

TOTAL

IRELAND

10,315,791

ITALY

-

0.1%

860,913

(a),(g)

Cassia

SRL,

(EURIBOR

M

+

3.500%),

Series

2022

1A

5.524 05/22/34

1,000,590

TOTAL

ITALY

1,000,590

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LUXEMBOURG

-

0.1%

$

1,000,000

(a),(g)

SV

VANIR

LOGISTICS

FINANCE

S.A,

(EURIBOR

M

+

1.900%),

Series

2025

1A

0.000 %

07/23/37

$

1,154,247

TOTAL

LUXEMBOURG

1,154,247

UNITED

ARAB

EMIRATES

-

0.1%

1,000,000

(a),(g)

BX

Trust,

(TSFR1M

+

2.400%),

Series

2025

OMG

6.073 10/15/42

998,990

TOTAL

UNITED

ARAB

EMIRATES

998,990

UNITED

KINGDOM

-

0.1%

1,359,470

(a),(g)

Sage

AR

Funding,

(SONIA

Interest

Rate

Benchmark

+

2.000%),

Series

2025

1A

5.745 05/17/37

1,797,490

TOTAL

UNITED

KINGDOM

1,797,490

UNITED

STATES

-

2.0%

2,000,000

(a),(g)

Alen

Mortgage

Trust,

(TSFR1M

+

2.364%),

Series

2021

ACEN

6.037 04/15/34

1,776,750

1,300,000

(g) Angel

Oak

Mortgage

Trust,

Series

2025

5.767 12/25/70

1,291,074

1,824,000

(a),(g)

Aspire

Mortgage

Trust,

Series

2026

5.404 01/25/66

1,792,796

825,000

(g) Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2023

8A

6.660 02/20/30

858,925

1,500,000

(a),(g)

BAMLL

Trust,

(TSFR1M

+

2.350%),

Series

2025

ASHF

6.023 02/15/42

1,498,039

287,773

(a),(g)

BX

Commercial

Mortgage

Trust,

(CAONREPO

+

3.050%),

Series

2024

PURE

5.328 11/15/41

208,068

889,203

(a),(g)

BX

Trust,

(TSFR1M

+

1.750%),

Series

2025

JDI

5.423 11/15/42

890,509

83,239

Carvana

Auto

Receivables

Trust,

Series

2021

N2

1.270 03/10/28

81,564

2,200,000

(a),(g)

CIP

Commercial

Mortgage

Trust,

(TSFR1M

+

2.300%),

Series

2025

SBAY

6.400 10/15/37

2,203,596

2,000,000

(a),(g)

COLT

Mortgage

Loan

Trust,

Series

2025

5.952 11/25/70

1,991,544

1,028,015

(a) COMM

Mortgage

Trust,

Series

2015

CR24

4.140 08/10/48

1,005,517

500,000

(g) Compass

Datacenters

Issuer

III

LLC,

Series

2025

1A

5.656 02/25/50

502,463

1,200,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

8.106 12/25/42

1,248,493

1,800,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.250%),

Series

2023

R07

6.912 09/25/43

1,851,347

1,000,000

(g) Crescendo

Royalty

Funding

LP,

Series

2021

3.567 12/20/51

988,095

997,500

(g) DB

Master

Finance

LLC,

Series

2025

1A

4.891 08/20/55

987,997

1,139,520

(g) Domino's

Pizza

Master

Issuer

LLC,

Series

2019

1A

3.668 10/25/49

1,094,211

500,000

(g) Lmdv

Issuer

Co

LLC,

Series

2025

1A

5.310 12/15/55

499,346

1,500,000

(g) MetroNet

Infrastructure

Issuer

LLC,

Series

2025

2A

5.400 08/20/55

1,512,871

1,000,000

(g) NMEF

Funding

LLC,

Series

2025

B

5.470 01/18/33

998,449

69,423

(g) Oportun

Issuance

Trust,

Series

2021

B

1.960 05/08/31

68,340

69,423

(g) Oportun

Issuance

Trust,

Series

2021

B

3.650 05/08/31

68,805

500,000

(g) Planet

Fitness

Master

Issuer

LLC,

Series

2025

1A

5.274 12/06/55

499,820

763,030

(g) Sierra

Receivables

Funding

Co,

Series

2025

3A

4.640 08/22/44

758,963

987,500

(g) Subway

Funding

LLC,

Series

2024

3A

5.246 07/30/54

974,821

952,500

(g) Taco

Bell

Funding

LLC,

Series

2018

1A

4.940 11/25/48

948,845

1,750,000

(a),(g)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

2.292%),

Series

2025

AGLN

5.964 07/15/37

1,746,761

494,312

(g) Willis

Engine

Structured

Trust

IX,

Series

2025

B

5.159 12/15/50

492,339

TOTAL

UNITED

STATES

28,840,348

TOTAL

STRUCTURED

ASSETS

(Cost

$44,435,260)

44,107,456

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$1,378,193,646)

1,331,903,328

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

963,740

(i) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

3.680 (j) 963,740

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$963,740)

963,740

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

4.2%

REPURCHASE

AGREEMENT

-

2.0%

27,858,000

(k) Fixed

Income

Clearing

Corporation

3.660 04/01/26

27,858,000

TOTAL

REPURCHASE

AGREEMENT

27,858,000

TREASURY

DEBT

-

2.2%

EGP

80,000,000

Egypt

Treasury

Bills

0.000 04/07/26

1,460,875

EGP

54,000,000

Egypt

Treasury

Bills

0.000 04/14/26

982,634

JPY

2,335,000,000

Japan

Treasury

Discount

Bill

0.000 05/25/26

14,696,012

5,000,000

United

States

Treasury

Bill

0.000 04/14/26

4,993,446

5,000,000

United

States

Treasury

Bill

0.000 04/21/26

4,989,922

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TREASURY

DEBT

(continued)

$

5,000,000

United

States

Treasury

Bill

0.000 %

06/09/26

$

4,965,552

TOTAL

TREASURY

DEBT

32,088,441

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$60,643,904)

59,946,441

TOTAL

INVESTMENTS

-

98.7%

(Cost

$1,439,801,290)

1,392,813,509

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.3%

18,498,252

NET

ASSETS

-

100.0%

$

1,411,311,761

AUD

Australian

Dollar

BRL

Brazilian

Real

CAONREPO

Canadian

Overnight

Repo

Rate

Average

CAD

Canadian

Dollar

CHF

Switzerland

Franc

CLP

Chilean

Peso

CNY

Chinese

Yuan

COP

Colombia

Peso

CZK

Czech

Republic

Koruna

EGP

Egyptian

Pound

EUR

Euro

EURIBOR

EURO

Interbank

Offer

Rate

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

JPY

Japanese

Yen

KRW

South

Korean

Won

KZT

Kazakhstani

Tenge

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

PLN

Polish

Zloty

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REMIC

Real

Estate

Mortgage

Investment

Conduit

RON

Romanian

Leu

SGD

Singapore

Dollar

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

SOFR90A

Day

Average

Secured

Overnight

Financing

Rate

SONIA

Sterling

Overnight

Interbank

Average

Rate

THB

Thai

Baht

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

Month

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

Investments

in

Derivatives

(a) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b) When-issued

or

delayed

delivery

security.

(c) All

or

a

portion

of

this

security

is

owned

by

Nuveen

International

Bond

Taxable

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(d) Perpetual

security.

Maturity

date

is

not

applicable.

(e) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

0.3%

of

Total

Investments.

(f) All

or

a

portion

of

this

security

is

owned

by

Nuveen

International

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(g) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$341,768,554

or

24.5%

of

Total

Investments.

(h) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$935,558.

(i) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(k) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$27,860,832

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.625%

and

maturity

date

10/15/27,

valued

at

$28,415,314.

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

EUR

2,698,152

$

3,218,909

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

$

(110,716)

EUR

404,828

$

468,260

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

(1,910)

EUR

997,952

$

1,155,542

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

(1,623)

EUR

3,257,357

$

3,751,038

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

15,403

$

3,004,440

AUD

4,252,750

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

70,567

$

33,062,519

AUD

49,108,427

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

(816,243)

$

71,525,746

CAD

98,096,480

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

983,303

$

5,051,238

CAD

7,001,346

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

16,480

$

6,044,847

EUR

5,117,136

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

127,967

$

592,798

EUR

496,865

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

20,424

$

2,925,448

EUR

2,473,775

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

65,053

$

597,974

EUR

508,409

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

12,302

$

2,109,979

EUR

1,797,678

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

31,347

$

940,696

EUR

788,510

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

28,952

$

4,015,612

GBP

3,002,891

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

41,054

$

1,364,401

GBP

999,370

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

46,801

$

15,199,636

JPY

2,335,000,000

Australia

and

New

Zealand

Banking

Group

Limited

05/26/26

415,531

EUR

2,988,898

$

3,460,090

Bank

of

America

04/08/26

(4,065)

EUR

301,993

$

351,536

Bank

of

America

04/08/26

(2,345)

EUR

501,807

$

580,434

Bank

of

America

04/08/26

(201) EUR

250,000

$

288,470

Bank

of

America

04/08/26

602

EUR

4,323,100

$

5,027,350

Bank

of

America

04/08/26

(28,604)

EUR

501,125

$

576,216

Bank

of

America

04/08/26

3,228

$

50,264,770

EUR

42,753,458

Bank

of

America

04/08/26

1,014,025

$

2,454,450

EUR

2,094,834

Bank

of

America

04/08/26

32,220

$

15,812,772

GBP

11,686,046

Bank

of

America

04/08/26

405,527

$

2,157,049

GBP

1,623,966

Bank

of

America

04/08/26

7,605

ZAR

47,942,430

$

2,858,235

Bank

of

America

04/08/26

(26,700)

$

10,435,943

MYR

41,103,007

Barclays

Bank

PLC

04/10/26

277,783

$

491,700,403

EUR

418,013,736

Citibank

N.A.

04/08/26

8,356,418

$

10,296,080

PLN

37,882,986

Citibank

N.A.

04/08/26

91,187

$

42,425,807

KRW

61,958,390,000

Citibank

N.A.

04/10/26

1,226,675

$

3,405,890

KRW

5,046,882,191

Citibank

N.A.

04/10/26

49,974

$

5,481,334

SGD

6,969,856

Citibank

N.A.

04/10/26

56,302

CAD

3,573,581

$

2,576,400

Morgan

Stanley

04/08/26

(6,592)

EUR

2,015,095

$

2,377,778

Morgan

Stanley

04/08/26

(47,749)

EUR

696,756

$

831,278

Morgan

Stanley

04/08/26

(25,628)

EUR

415,398

$

488,583

Morgan

Stanley

04/08/26

(8,263)

JPY

21,000,000

$

133,407

Morgan

Stanley

04/08/26

(994) $

10,135,237

CHF

7,958,387

Morgan

Stanley

04/08/26

173,420

$

7,477,796

CZK

156,613,465

Morgan

Stanley

04/08/26

101,458

$

874,592

EUR

746,669

Morgan

Stanley

04/08/26

11,228

$

2,913,802

EUR

2,490,425

Morgan

Stanley

04/08/26

34,155

$

2,689,958

EUR

2,285,775

Morgan

Stanley

04/08/26

46,945

$

1,185,148

EUR

1,000,000

Morgan

Stanley

04/08/26

28,861

$

3,015,250

EUR

2,541,509

Morgan

Stanley

04/08/26

76,536

$

2,010,341

EUR

1,699,541

Morgan

Stanley

04/08/26

45,184

$

1,764,789

EUR

1,495,605

Morgan

Stanley

04/08/26

35,440

$

112,165,037

GBP

82,892,141

Morgan

Stanley

04/08/26

2,450,896

$

887,414

GBP

649,695

Morgan

Stanley

04/08/26

27,493

$

3,154,847

HUF

1,049,267,174

Morgan

Stanley

04/08/26

1,383

$

114,789,471

JPY

17,811,436,820

Morgan

Stanley

04/08/26

2,481,429

$

2,011,268

JPY

311,078,043

Morgan

Stanley

04/08/26

49,799

$

2,640,289

MXN

46,597,573

Morgan

Stanley

04/08/26

42,153

$

5,194,887

NOK

52,088,632

Morgan

Stanley

04/08/26

(184,502)

$

6,479,807

NZD

11,143,090

Morgan

Stanley

04/08/26

74,743

$

5,425,662

ZAR

89,085,112

Morgan

Stanley

04/08/26

164,194

MXN

19,880,646

$

1,102,840

Standard

Chartered

Bank

04/08/26

5,643

$

3,004,224

NZD

4,937,325

Standard

Chartered

Bank

04/08/26

166,243

$

4,945,906

IDR

83,511,630,000

Standard

Chartered

Bank

04/10/26

25,151

$

7,071,169

THB

222,857,079

Standard

Chartered

Bank

04/10/26

308,551

EUR

1,037,636

$

1,195,395

Toronto

Dominion

Bank

04/08/26

4,411

JPY

131,800,000

$

829,376

Toronto

Dominion

Bank

04/08/26

1,674

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

3,529,956

RON

15,497,698

Toronto

Dominion

Bank

04/08/26

$

17,607

Total

$

18,505,192

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

$

19,771,327

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

$

(1,266,135)

AUD

Australian

Dollar

CAD

Canadian

Dollar

CHF

Switzerland

Franc

CZK

Czech

Republic

Koruna

EUR

Euro

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesia

Rupiah

JPY

Japanese

Yen

KRW

South

Korean

Won

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PLN

Polish

Zloty

RON

Romanian

Leu

SGD

Singapore

Dollar

THB

Thai

Baht

ZAR

South

African

Rand

International

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

Fund

Level

Level

Level

Total

International

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$14,878,347

$—

$14,878,347

Corporate

bonds

—

285,521,536

—

285,521,536

Government

bonds

—

987,395,989

—

987,395,989

Structured

assets

—

44,107,456

—

44,107,456

Investments

purchased

with

collateral

from

securities

lending

963,740

—

—

963,740

Short-Term

Investments

:

Repurchase

agreement

—

27,858,000

—

27,858,000

Treasury

debt

—

32,088,441

—

32,088,441

Investments

in

Derivatives

:

Forward

foreign

currency

contracts\*

—

18,505,192

—

18,505,192

Total

$963,740

$1,410,354,961

$—

$1,411,318,701

\*

Represents

net

unrealized

appreciation

(depreciation).

Portfolio

of

Investments

March

31,

2026

Real

Estate

Securities

Select

(Unaudited)

SHARES

DESCRIPTION

VALUE

LONG-TERM

INVESTMENTS

-

97.9%

COMMON

STOCKS

-

97.9%

DATA

CENTER

REITS

-

12.3%

769,526

Digital

Realty

Trust,

Inc

$

138,676,281

180,884

Equinix,

Inc

177,309,732

TOTAL

DATA

CENTER

REITS

315,986,013

DIVERSIFIED

REITS

-

4.5%

1,249,559

Broadstone

Net

Lease,

Inc

22,829,443

1,345,579

Essential

Properties

Realty

Trust,

Inc

40,851,778

774,444

WP

Carey,

Inc

52,631,214

TOTAL

DIVERSIFIED

REITS

116,312,435

HEALTH

CARE

REITS

-

17.9%

261,761

American

Healthcare

REIT,

Inc

12,344,649

763,393

CareTrust

REIT,

Inc

27,978,353

706,526

(a) Janus

Living,

Inc

16,652,818

797,373

Sabra

Health

Care

REIT,

Inc

15,333,483

1,171,997

Ventas,

Inc

95,845,915

1,490,930

Welltower,

Inc

294,771,771

TOTAL

HEALTH

CARE

REITS

462,926,989

HOTELS,

RESORTS

&

CRUISE

LINES

-

0.9%

159,459

Hyatt

Hotels

Corp

22,928,610

TOTAL

HOTELS,

RESORTS

&

CRUISE

LINES

22,928,610

INDUSTRIAL

REITS

-

13.6%

307,541

EastGroup

Properties,

Inc

56,922,764

708,074

First

Industrial

Realty

Trust,

Inc

40,962,081

1,171,601

Goodman

Group

21,034,347

1,384,488

Prologis,

Inc

183,001,624

605,426

Rexford

Industrial

Realty,

Inc

19,815,593

837,641

STAG

Industrial,

Inc

30,205,334

TOTAL

INDUSTRIAL

REITS

351,941,743

MULTI-FAMILY

RESIDENTIAL

REITS

-

7.2%

219,910

AvalonBay

Communities,

Inc

35,922,298

426,827

Camden

Property

Trust

41,683,925

996,517

Equity

Residential

58,943,981

169,356

Essex

Property

Trust,

Inc

40,984,152

69,685

Mid-America

Apartment

Communities,

Inc

8,509,932

TOTAL

MULTI-FAMILY

RESIDENTIAL

REITS

186,044,288

OFFICE

REITS

-

1.1%

463,765

Highwoods

Properties,

Inc

9,929,209

507,811

SL

Green

Realty

Corp

18,758,538

TOTAL

OFFICE

REITS

28,687,747

OTHER

SPECIALIZED

REITS

-

7.7%

422,823

Four

Corners

Property

Trust,

Inc

9,999,764

1,073,913

Gaming

and

Leisure

Properties,

Inc

47,649,520

642,995

Iron

Mountain,

Inc

65,675,509

307,885

Lamar

Advertising

Co

38,996,714

1,360,479

VICI

Properties,

Inc

37,168,286

TOTAL

OTHER

SPECIALIZED

REITS

199,489,793

REAL

ESTATE

SERVICES

-

1.7%

275,630

(a) CBRE

Group,

Inc

37,336,840

22,221

(a) Jones

Lang

LaSalle,

Inc

6,762,294

TOTAL

REAL

ESTATE

SERVICES

44,099,134

RETAIL

REITS

-

13.3%

1,499,293

Acadia

Realty

Trust

28,666,482

1,586,618

Brixmor

Property

Group,

Inc

45,694,598

478,037

Curbline

Properties

Corp

12,328,574

397,987

Federal

Realty

Investment

Trust

42,270,199

404,684

Kimco

Realty

Corp

9,093,250

1,539,431

NETSTREIT

Corp

28,987,486

924,097

Realty

Income

Corp

56,536,255

Real

Estate

Securities

Select

Portfolio

of

Investments

March

31,

2026

(continued)

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

SHARES

DESCRIPTION

VALUE

RETAIL

REITS

(continued)

593,541

Simon

Property

Group,

Inc

$

110,713,203

443,783

Urban

Edge

Properties

8,866,784

TOTAL

RETAIL

REITS

343,156,831

SELF

STORAGE

REITS

-

4.9%

414,439

Extra

Space

Storage,

Inc

54,345,386

200,958

Public

Storage,

Inc

54,435,503

607,422

Smartstop

Self

Storage

REIT,

Inc

18,392,738

TOTAL

SELF

STORAGE

REITS

127,173,627

SINGLE-FAMILY

RESIDENTIAL

REITS

-

4.4%

955,734

American

Homes

Rent

26,684,093

525,495

Equity

Lifestyle

Properties,

Inc

32,801,398

421,432

Sun

Communities,

Inc

53,083,575

TOTAL

SINGLE-FAMILY

RESIDENTIAL

REITS

112,569,066

TELECOM

TOWER

REITS

-

7.5%

739,757

American

Tower

Corp

127,667,263

797,382

Crown

Castle,

Inc

64,835,130

TOTAL

TELECOM

TOWER

REITS

192,502,393

TIMBER

REITS

-

0.9%

958,579

Weyerhaeuser

Co

23,418,085

TOTAL

TIMBER

REITS

23,418,085

TOTAL

COMMON

STOCKS

(Cost

$1,778,318,377)

2,527,236,754

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$1,778,318,377)

2,527,236,754

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.8%

REPURCHASE

AGREEMENT

-

1.7%

$

43,256,000

(b) Fixed

Income

Clearing

Corporation

.660

%

04/01/26

43,256,000

TOTAL

REPURCHASE

AGREEMENT

43,256,000

TREASURY

DEBT

-

0.1%

1,890,000

United

States

Treasury

Bill

.000

04/14/26

1,887,523

TOTAL

TREASURY

DEBT

1,887,523

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$45,143,523)

45,143,523

TOTAL

INVESTMENTS

-

99.7%

(Cost

$1,823,461,900)

2,572,380,277

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.3%

7,841,054

NET

ASSETS

-

100.0%

$

2,580,221,331

REIT

Real

Estate

Investment

Trust

(a) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(b) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$43,260,398

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.625%

and

maturity

date

10/15/27,

valued

at

$44,121,312.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

Level

Level

Total

Real

Estate

Securities

Select

Long-Term

Investments

:

Common

stocks

$2,506,202,407

$21,034,347

$—

$2,527,236,754

Short-Term

Investments

:

Repurchase

agreement

—

43,256,000

—

43,256,000

Treasury

debt

—

1,887,523

—

1,887,523

Total

$2,506,202,407

$66,177,870

$—

$2,572,380,277

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2711628202.00

**Total Liabilities:** $1274820188.00

**Net Assets:** $1436808014.00

**Delayed Delivery Securities:** $998071.00

**Cash Not Reported:** $23773.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -789.48000000 | **1-Year:** -35712.16000000 | **5-Year:** -177374.45000000 | **10-Year:** -246846.97000000 | **30-Year:** -117260.35000000

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

- **3-Month:** -431.25000000 | **1-Year:** -13130.33000000 | **5-Year:** -70881.98000000 | **10-Year:** -122297.12000000 | **30-Year:** -74841.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171519 | 0.45%                | 1.35%                | -2.22%               |
| Class ID C000171516 | 0.56%                | 1.23%                | -2.13%               |
| Class ID C000171518 | 0.45%                | 1.34%                | -2.15%               |
| Class ID C000202768 | 0.67%                | 1.23%                | -1.99%               |
| Class ID C000171520 | 0.57%                | 1.24%                | -2.19%               |
| Class ID C000171517 | 0.56%                | 1.23%                | -2.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-311249.67              | $15446841.53                               |
| Month 2  | $-39030.92               | $11758814.67                               |
| Month 3  | $-1281149.61             | $-61455217.03                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Spain Government Bond                                  | Spain Government Bond                                                       | CUSIP: ZF8346032<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10425000 | PA      | $11852359.01  | 0.82%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                            | MYR260410                                                                   | CUSIP: MYR260410<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $277783.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate, LLC, Term Loan B                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      498744 | PA      | $495484.43    | 0.03%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | NZD260408                                                                   | CUSIP: NZD260408<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $166243.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                       | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      900000 | PA      | $920217.60    | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                  | Phoenix Guarantor Inc, Term Loan B                                          | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      497475 | PA      | $498253.29    | 0.03%             | 2031-02-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                          | New South Wales Treasury Corp                                               | CUSIP: YQ1054523<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     5400000 | PA      | $3563102.84   | 0.25%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                | Ireland Government Bond                                                     | CUSIP: AM0125113<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      225000 | PA      | $221879.17    | 0.02%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                  | Tesco Corporate Treasury Services plc                                       | CUSIP: YX1257303<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1258441.74   | 0.09%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                    | Ghana Government International Bond                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      492319 | PA      | $468786.32    | 0.03%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                | Eni S.p.A                                                                   | CUSIP: ZP5396533<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     2400000 | PA      | $2510408.54   | 0.17%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                   | Siemens Financieringsmaatschappij NV                                        | CUSIP: YO6688908<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1594531.49   | 0.11%             | 2029-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                        | ContourGlobal Power Holdings S.A.                                           | CUSIP: YS7922364<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      285000 | PA      | $329657.56    | 0.02%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: BZ6363189<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      365000 | PA      | $413820.79    | 0.03%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                           | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2758830.11   | 0.19%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM Mortgage Trust                                                         | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1028015 | PA      | $1005517.10   | 0.07%             | 2048-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                        | Japan Government Five Year Bond                                             | CUSIP: ZH4376393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  5016000000 | PA      | $30744224.41  | 2.14%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                    | Province of British Columbia Canada                                         | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     3750000 | PA      | $2618260.73   | 0.18%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | ZAR260408                                                                   | CUSIP: ZAR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26699.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                | Indonesia Treasury Bond                                                     | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 50850000000 | PA      | $2944270.21   | 0.20%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                  | Turkiye Government International Bond                                       | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1500000 | PA      | $1730562.51   | 0.12%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                     | Rwanda International Government Bond                                        | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     1225000 | PA      | $1095080.52   | 0.08%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                  | China Government Bond                                                       | CUSIP: BR8688722<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    79500000 | PA      | $11998733.77  | 0.84%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp                                      | Primo Brands Corp                                                           | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      299244 | PA      | $299892.19    | 0.02%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                        | Kingdom of Belgium Government Bond                                          | CUSIP: AN7110397<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1575000 | PA      | $1450943.45   | 0.10%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                         | CUSIP: BQ7821821<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4081000000 | PA      | $2024605.56   | 0.14%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                | Pricoa Global Funding I                                                     | CUSIP: YN6845757<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2261444.92   | 0.16%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                  | Province of Ontario Canada                                                  | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $465517.22    | 0.03%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3745000 | PA      | $1790820.63   | 0.12%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                  | Dominican Republic International Bond                                       | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1500000 | PA      | $1424325.00   | 0.10%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1110000 | PA      | $1244560.12   | 0.09%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                       | French Republic Government Bond OAT                                         | CUSIP: ED3871594<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9175000 | PA      | $11563387.30  | 0.80%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                | Carlsberg Breweries A.S.                                                    | CUSIP: YR5520188<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $557814.61    | 0.04%             | 2035-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                      | Willis Engine Structured Trust IX                                           | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      494312 | PA      | $492338.64    | 0.03%             | 2050-12-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-11 Mortgage Loan Trust                       | COLT Mortgage Loan Trust                                                    | CUSIP: 12676KAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1991544.00   | 0.14%             | 2070-11-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                               | Thailand Government Bond                                                    | CUSIP: BY4967448<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   140550000 | PA      | $4390456.92   | 0.31%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                       | Wells Fargo & Co                                                            | CUSIP: EF9180763<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2407073.82   | 0.17%             | 2035-11-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | AUD260408                                                                   | CUSIP: AUD260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $70566.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                    | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       86000 | PA      | $67295.00     | 0.00%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                 | Fairfax Financial Holdings Ltd                                              | CUSIP: AR6731004<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $283449.27    | 0.02%             | 2028-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                    | EDP Servicios Financieros Espana SAU                                        | CUSIP: ZH1579908<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $590801.55    | 0.04%             | 2029-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group, Inc                                                    | CUSIP: BN6710287<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1641984.55   | 0.11%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                     | Cyprus Government International Bond                                        | CUSIP: ZP4820368<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1100000 | PA      | $1166700.08   | 0.08%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                          | KRW260410                                                                   | CUSIP: KRW260410<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1226674.78   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group plc                                                           | CUSIP: YV6173723<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $572541.09    | 0.04%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                       | French Republic Government Bond OAT                                         | CUSIP: AS9078385<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3775000 | PA      | $4134831.94   | 0.29%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                     | National Grid Electricity Distribution East Midlands plc                    | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2205221.00   | 0.15%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T, Inc                                                                   | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $652864.40    | 0.05%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                  | Tesco Corporate Treasury Services plc                                       | CUSIP: YO0374547<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1694935.99   | 0.12%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                    | Lseg Netherlands BV                                                         | CUSIP: YV8649936<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2175952.30   | 0.15%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                | Lithuania Government International Bond                                     | CUSIP: YL8253772<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1300000 | PA      | $1466362.63   | 0.10%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4065.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                    | Oportun Issuance Trust                                                      | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69423 | PA      | $68805.51     | 0.00%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                       | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1225000 | PA      | $1297299.50   | 0.09%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8263.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                  | JPY260408                                                                   | CUSIP: JPY260408<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1674.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFLAC INC                                              | Aflac, Inc                                                                  | CUSIP: 001055BE1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $590076.48    | 0.04%             | 2030-03-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development    | International Bank for Reconstruction & Development                         | CUSIP: YQ0344297<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  1310000000 | PA      | $2718533.69   | 0.19%             | 2026-06-11      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| FLUIDRA FINCO SL                                       | Fluidra, S.A., Term Loan B                                                  | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |      498701 | PA      | $499823.38    | 0.03%             | 2029-01-29      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                               | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    36500000 | PA      | $1940570.77   | 0.14%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                 | OCP S.A.                                                                    | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1700000 | PA      | $1742755.27   | 0.12%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                 | AXA S.A.                                                                    | CUSIP: BO8478089<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $508846.24    | 0.04%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie, Inc                                                                 | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2350942.82   | 0.16%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                     | MetroNet Infrastructure Issuer LLC                                          | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1512871.35   | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | JPY260408                                                                   | CUSIP: JPY260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-994.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                              | Airbus SE                                                                   | CUSIP: BJ8145242<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $566119.45    | 0.04%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                         | Japan Government Ten Year Bond                                              | CUSIP: ZM2593279<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1942000000 | PA      | $11095202.82  | 0.77%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: T6052B2X5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1079319.87   | 0.08%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                               | Credit Agricole Assurances S.A.                                             | CUSIP: BR6668346<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2549212.58   | 0.18%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                | Sasol Financing USA LLC                                                     | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $270592.59    | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                | International Bank for Reconstruction & Development                         | CUSIP: ZM2756512<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 31200000000 | PA      | $1852436.89   | 0.13%             | 2028-01-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                          | Citigroup, Inc                                                              | CUSIP: ZB9408673<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2199021.88   | 0.15%             | 2028-05-14      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                 | Pertamina Persero PT                                                        | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $702555.16    | 0.05%             | 2031-02-09      | Fixed         | 2.30%                 | 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        |      200000 | PA      | $210765.60    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                             | Province of Ontario Canada                                                  | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     8525000 | PA      | $6325634.57   | 0.44%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                  | HUB International Limited, Term Loan B                                      | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      497055 | PA      | $496505.89    | 0.03%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                   | Flutter Financing B.V., Term Loan B                                         | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      298496 | PA      | $295884.40    | 0.02%             | 2032-06-04      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31346.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque S.A.                                                             | CUSIP: YV8645322<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1740091.89   | 0.12%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                                         | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1646217.84   | 0.11%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-200.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                  | Iberdrola Finanzas S.A.                                                     | CUSIP: YV9887378<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2146021.27   | 0.15%             | 2031-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                     | Morocco Government International Bond                                       | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1100000 | PA      | $944510.83    | 0.07%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      825000 | PA      | $858925.16    | 0.06%             | 2030-02-20      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28952.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                   | Japan Government Five Year Bond                                             | CUSIP: BR9625400<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   268000000 | PA      | $1681426.66   | 0.12%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman              | Banco Mercantil del Norte S.A.                                              | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1450000 | PA      | $1381494.61   | 0.10%             | N/A             | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                      | Japan Government Twenty Year Bond                                           | CUSIP: BI0184712<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4875000000 | PA      | $22170986.41  | 1.54%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                  | Ukraine Government International Bond                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $175000.00    | 0.01%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                           | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $266618.94    | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | NZD260408                                                                   | CUSIP: NZD260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $74743.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                 | Paraguay Government International Bond                                      | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1800000 | PA      | $1864080.00   | 0.13%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | CAD260408                                                                   | CUSIP: CAD260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16480.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1623.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                    | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    27858000 | PA      | $27858000.00  | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group plc                                                   | CUSIP: BO3837669<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $691927.82    | 0.05%             | 2027-05-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                     | Serbia Government International Bond                                        | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1700000 | PA      | $1795730.23   | 0.12%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                    | CUSIP: YS3267715<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2725000 | PA      | $3046215.21   | 0.21%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                            | Surgery Center Holdings, Inc., Term Loan B                                  | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      447744 | PA      | $448445.08    | 0.03%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                | Hungary Government International Bond                                       | CUSIP: BJ8146422<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2100000 | PA      | $1918556.02   | 0.13%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                          | SGD260410                                                                   | CUSIP: SGD260410<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56301.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                           | Glencore Capital Finance DAC                                                | CUSIP: ZB6532764<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     1500000 | PA      | $1765705.18   | 0.12%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                 | Egypt Government International Bond                                         | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2325000 | PA      | $2005230.33   | 0.14%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                    | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $187074.36    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                   | Flutter Financing B.V., Term Loan B                                         | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |      397964 | PA      | $394581.68    | 0.03%             | 2030-11-29      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                               | New South Wales Treasury Corp                                               | CUSIP: AP6181865<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1685000 | PA      | $1102717.16   | 0.08%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: BT2450315<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $985555.80    | 0.07%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1000000 | PA      | $1030219.20   | 0.07%             | 2042-07-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Lmdv Issuer Co LLC                                     | Lmdv Issuer Co LLC                                                          | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499345.95    | 0.03%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                 | TotalEnergies Capital International S.A.                                    | CUSIP: YR7939691<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1685114.64   | 0.12%             | 2033-03-03      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | NOK260408                                                                   | CUSIP: NOK260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-184502.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications, Inc                                                 | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1865056.53   | 0.13%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bruegel                                                | Bruegel 2021 DAC                                                            | CUSIP: BCC30XSY7<br>LEI: 549300P1CR5XGGQ0OD33 | Long             | ABS-MBS          | CORP              | IE        |     1105707 | PA      | $1272821.86   | 0.09%             | 2031-05-22      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                | Hungary Government Bond                                                     | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  2095600000 | PA      | $6003613.56   | 0.42%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                  | China Government Bond                                                       | CUSIP: BO9178522<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    34000000 | PA      | $6159094.14   | 0.43%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development    | International Bank for Reconstruction & Development                         | CUSIP: BT3827768<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    66300000 | PA      | $689247.96    | 0.05%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                         | Japan Government Two Year Bond                                              | CUSIP: YR1458995<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450000000 | PA      | $2826803.08   | 0.20%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                          | TransDigm, Inc., Term Loan                                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      498734 | PA      | $499265.33    | 0.03%             | 2032-01-20      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd                                        | CBQ Finance Ltd                                                             | CUSIP: ZD9989512<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $300159.83    | 0.02%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                    | Korea Treasury Bond                                                         | CUSIP: YS9198294<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 27671000000 | PA      | $17346120.21  | 1.21%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                            | Heineken NV                                                                 | CUSIP: YK4399217<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2855750.68   | 0.20%             | 2028-10-03      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                    | United Kingdom Gilt                                                         | CUSIP: ZD2171464<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    21600000 | PA      | $27900049.12  | 1.94%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | IDR260410                                                                   | CUSIP: IDR260410<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25151.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                | VZ Secured Financing BV                                                     | CUSIP: BT3367682<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $1181305.81   | 0.08%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| THALES SA                                              | Thales S.A.                                                                 | CUSIP: ZK9158351<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $699611.52    | 0.05%             | 2029-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                           | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      500000 | PA      | $536562.50    | 0.04%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2000000 | PA      | $2083205.20   | 0.14%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | JPY260408                                                                   | CUSIP: JPY260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49799.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2760000 | PA      | $1284622.44   | 0.09%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                               | ORLEN S.A.                                                                  | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     1500000 | PA      | $1525447.56   | 0.11%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                    | CUSIP: ZB2054722<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $1908636.98   | 0.13%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                  | Thermo Fisher Scientific Finance I BV                                       | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1473382.26   | 0.10%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                         | BOI Finance BV                                                              | CUSIP: BU2015792<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1173835.74   | 0.08%             | 2027-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 US LLC                           | Avolon TLB Borrower 1 (US) LLC, Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      455392 | PA      | $456814.64    | 0.03%             | 2030-06-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                              | Singapore Government Bond                                                   | CUSIP: YR8283321<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2975000 | PA      | $2406008.49   | 0.17%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                          | GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029)                       | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |      646750 | PA      | $647306.21    | 0.05%             | 2029-10-31      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07           | Connecticut Avenue Securities Trust                                         | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1800000 | PA      | $1851347.16   | 0.13%             | 2043-09-25      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                    | Suzano Austria GmbH                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $263826.45    | 0.02%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                               | Thailand Government International Bond                                      | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    55300000 | PA      | $1763602.26   | 0.12%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                          | Proximus SADP                                                               | CUSIP: BS3563688<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $682666.88    | 0.05%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                       | Bundesobligation                                                            | CUSIP: YN9615702<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    23525000 | PA      | $26650082.60  | 1.85%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                              | ProLogis Euro Finance LLC                                                   | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1834859.85   | 0.13%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                               | Canadian Government Bond                                                    | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    31375000 | PA      | $22928040.76  | 1.60%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | CAD260408                                                                   | CUSIP: CAD260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $983303.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                            | United States Treasury Bill                                                 | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5000000 | PA      | $4993445.85   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet, Inc                                                               | CUSIP: 02079KBR7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      650000 | PA      | $845580.39    | 0.06%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                 | Highland Holdings Sarl                                                      | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1703451.22   | 0.12%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                            | PepsiCo, Inc                                                                | CUSIP: 713448GE2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1100227.60   | 0.08%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                  | China Government Bond                                                       | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50300000 | PA      | $9186670.64   | 0.64%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                     | Severn Trent Utilities Finance plc                                          | CUSIP: BU4408904<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1652153.25   | 0.11%             | 2033-02-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65053.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                  | Ecuador Government International Bond                                       | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2500000 | PA      | $2450000.00   | 0.17%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20424.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                              | Guatemala Government Bond                                                   | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1875000 | PA      | $1905937.50   | 0.13%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | GBP260408                                                                   | CUSIP: GBP260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46800.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                    | Avantor Funding, Inc                                                        | CUSIP: BK4245605<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      500000 | PA      | $573171.29    | 0.04%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BK4597278<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2625000 | PA      | $2958557.57   | 0.21%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                | Lineage Europe Finco BV                                                     | CUSIP: DF5951986<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2241709.83   | 0.16%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                     | Cadent Finance plc                                                          | CUSIP: ZB2787628<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $568800.75    | 0.04%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                | Inter-American Development Bank                                             | CUSIP: ZL9360419<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    33000000 | PA      | $329117.13    | 0.02%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | JPY260526                                                                   | CUSIP: JPY260526<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $415531.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                           | Barclays plc                                                                | CUSIP: YJ6168613<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2217796.74   | 0.15%             | 2036-10-31      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                             | USI, Inc., Term Loan D                                                      | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |      199205 | PA      | $198998.01    | 0.01%             | 2029-11-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                      | Japan Government Twenty Year Bond                                           | CUSIP: ZQ2789928<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   380000000 | PA      | $1732006.98   | 0.12%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                        | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1707800.88   | 0.12%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                  | Sociedad Quimica y Minera de Chile S.A.                                     | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $495200.00    | 0.03%             | 2034-09-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium                                     | Kingdom of Belgium Government Bond                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BE        |     4000000 | PA      | $4510723.52   | 0.31%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                | CUSIP: BM1389774<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2600000 | PA      | $2863636.64   | 0.20%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                          | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8356417.98   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta 2 Lux Sarl                                       | Delta 2 (LUX) S.a.r.l., Term Loan B1                                        | CUSIP: BL4755676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      550000 | PA      | $549656.25    | 0.04%             | 2031-09-19      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                    | French Republic Government Bond OAT                                         | CUSIP: ZK2178539<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8500000 | PA      | $9799115.29   | 0.68%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                               | Raytheon Technologies Corp                                                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1630007.00   | 0.11%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays plc                                                                | CUSIP: ZN2142182<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $275809.83    | 0.02%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                  | Spain Government International Bond                                         | CUSIP: ZF2464195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      925000 | PA      | $1065177.26   | 0.07%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LA POSTE SA                                            | La Poste S.A.                                                               | CUSIP: BN4539977<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $251765.77    | 0.02%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                    | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      309125 | PA      | $272085.64    | 0.02%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                   | Norway Government International Bond                                        | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    60000000 | PA      | $5280360.51   | 0.37%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                               | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    39325000 | PA      | $6369783.61   | 0.44%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UKG Inc                                                | UKG Inc., Term Loan B                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      398000 | PA      | $380862.12    | 0.03%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                        | Kingdom of Belgium Government International Bond                            | CUSIP: AW9463752<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      675000 | PA      | $485079.67    | 0.03%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                  | China Government Bond                                                       | CUSIP: AZ6421871<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18900000 | PA      | $3457696.81   | 0.24%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                      | Hellenic Republic Government International Bond                             | CUSIP: AX5202350<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      575000 | PA      | $682122.68    | 0.05%             | 2029-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |     3000000 | PA      | $3103620.60   | 0.22%             | 2043-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                 | Taco Bell Funding LLC                                                       | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      952500 | PA      | $948845.07    | 0.07%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                  | Suzano Netherlands BV                                                       | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |      775000 | PA      | $749812.50    | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | CZK260408                                                                   | CUSIP: CZK260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $101457.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                  | Japan Government Thirty Year Bond                                           | CUSIP: BR9216051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4405000000 | PA      | $14406488.04  | 1.00%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | GBP260408                                                                   | CUSIP: GBP260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27493.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                 | Republic of Uganda Government Bonds                                         | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 12450000000 | PA      | $3092929.79   | 0.22%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1350000 | PA      | $1352260.17   | 0.09%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                 | New Zealand Government Bond                                                 | CUSIP: ZR6098787<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     5600000 | PA      | $2816219.72   | 0.20%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                               | Adani Electricity Mumbai Ltd                                                | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $263070.09    | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                               | Israel Electric Corp Ltd                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      500000 | PA      | $490012.30    | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP                           | Crescendo Royalty Funding LP                                                | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $988095.00    | 0.07%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                     | Kingdom of Belgium Government Bond                                          | CUSIP: YO4762242<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3725000 | PA      | $4238172.57   | 0.29%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Toronto Dominion Bank                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4410.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: ZM3378175<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2450000 | PA      | $2893334.79   | 0.20%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                     | Cyprus Government International Bond                                        | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      500000 | PA      | $459529.14    | 0.03%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                | Ireland Government Bond                                                     | CUSIP: YI0028781<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2500000 | PA      | $2852129.77   | 0.20%             | 2036-06-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                        | BMW International Investment BV                                             | CUSIP: YS7121074<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $661810.92    | 0.05%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                     | Cyprus Government International Bond                                        | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1550000 | PA      | $1580868.81   | 0.11%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander S.A.                                                        | CUSIP: YX5303665<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $2002375.87   | 0.14%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                 | Eskom Holdings SOC Ltd                                                      | CUSIP: BQ6082631<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1250000 | PA      | $1231418.61   | 0.09%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                     | Dominican Republic Government International Bond                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2050000 | PA      | $1886820.00   | 0.13%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | JPY260408                                                                   | CUSIP: JPY260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2481428.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                    | Korea Treasury Bond                                                         | CUSIP: YP9354505<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 24337000000 | PA      | $14349533.43  | 1.00%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                  | Spain Government International Bond                                         | CUSIP: ZL1845482<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5475000 | PA      | $6453124.26   | 0.45%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | GBP260408                                                                   | CUSIP: GBP260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41054.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                   | Egypt Treasury Bills                                                        | CUSIP: YP3671276<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    54000000 | PA      | $982634.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                | Cloverie plc for Zurich Insurance Co Ltd                                    | CUSIP: AV0889999<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |     2750000 | PA      | $3035248.75   | 0.21%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                         | CUSIP: BR7206518<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1175000000 | PA      | $712716.43    | 0.05%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $601.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                | Ulker Biskuvi Sanayi AS.                                                    | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |      800000 | PA      | $807153.81    | 0.06%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG.                                                           | CUSIP: ZP3884472<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1717529.92   | 0.12%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BN4718670<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      975000 | PA      | $1072954.84   | 0.07%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34155.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                               | Queensland Treasury Corp                                                    | CUSIP: ZM7412517<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3900000 | PA      | $2484905.27   | 0.17%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                          | Citigroup, Inc                                                              | CUSIP: ZB9408681<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1849685.44   | 0.13%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                              | Legal & General Group plc                                                   | CUSIP: YQ7138130<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $268617.02    | 0.02%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                         | Commerzbank AG.                                                             | CUSIP: YK8933078<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1424896.13   | 0.10%             | 2031-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV            | Pfizer Netherlands International Finance BV                                 | CUSIP: 71708LAA7<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2285292.85   | 0.16%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                               | Lloyds Banking Group plc                                                    | CUSIP: YO4694114<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1313605.10   | 0.09%             | 2031-10-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                | Latam Airlines Group S.A.                                                   | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     1000000 | PA      | $1010000.00   | 0.07%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                 | Colombia Government International Bond                                      | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1950000 | PA      | $2125398.85   | 0.15%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                                | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2466493.44   | 0.17%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                   | Sartorius Finance BV                                                        | CUSIP: ZI6854247<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $591128.08    | 0.04%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust                                                  | CUSIP: 924935AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1978171.00   | 0.14%             | 2070-11-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No                                                     | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    18825000 | PA      | $13653301.16  | 0.95%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                    | Chile Government International Bond                                         | CUSIP: YW1328411<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      925000 | PA      | $1073764.63   | 0.07%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |      249528 | PA      | $250775.54    | 0.02%             | 2028-05-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                        | Japan Government Five Year Bond                                             | CUSIP: YX8917420<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   319000000 | PA      | $1951787.06   | 0.14%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: BN5660517<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $534592.17    | 0.04%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd                                       | Alinma Sukuk Ltd                                                            | CUSIP: YJ9970213<br>LEI: 549300UOBOJVBACQKT03 | Long             | DBT              | CORP              | KY        |     2750000 | PA      | $2679465.80   | 0.19%             | 2035-11-10      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                    | Anticimex International AB, Term Loan                                       | CUSIP: BL5276110<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |      199500 | PA      | $200061.59    | 0.01%             | 2031-11-17      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                       | Transnet SOC Ltd                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      500000 | PA      | $517465.09    | 0.04%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $45183.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                      | Japan Government Thirty Year Bond                                           | CUSIP: ZF3175683<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   233000000 | PA      | $950249.27    | 0.07%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1735000 | PA      | $2068543.88   | 0.14%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                         | CUSIP: BT8260684<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   730000000 | PA      | $367048.40    | 0.03%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                        | Kingdom of Belgium Government Bond                                          | CUSIP: BT5908418<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1463952.00   | 0.10%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                       | Vmed O2 UK Financing I plc                                                  | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $666401.87    | 0.05%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                               | Uruguay Government International Bond                                       | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   137650000 | PA      | $3497777.53   | 0.24%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                | Romanian Government International Bond                                      | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    27490000 | PA      | $6435583.17   | 0.45%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                               | Bidvest Group UK plc                                                        | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1692756.06   | 0.12%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                               | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAB5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $265561.23    | 0.02%             | 2042-10-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec            | Federation des Caisses Desjardins du Quebec                                 | CUSIP: YK3269197<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $3390642.36   | 0.24%             | 2031-03-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                 | Air Liquide Finance S.A.                                                    | CUSIP: YJ7180872<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2253829.35   | 0.16%             | 2029-11-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1014024.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                              | ProLogis Euro Finance LLC                                                   | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      600000 | PA      | $687459.01    | 0.05%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond       | Republic of Poland Government International Bond                            | CUSIP: YN8736699<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2650000 | PA      | $3003724.11   | 0.21%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | AUD260408                                                                   | CUSIP: AUD260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-816243.37   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France S.A.                                                  | CUSIP: DF9237481<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1694256.41   | 0.12%             | 2031-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | MXN260408                                                                   | CUSIP: MXN260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $42153.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                               | American Medical Systems Europe BV                                          | CUSIP: BU9242704<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1798850.87   | 0.13%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                  | BAMLL Trust                                                                 | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1498039.50   | 0.10%             | 2042-02-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: BP9803662<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $903551.11    | 0.06%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                               | Ford Motor Credit Co LLC                                                    | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1661946.01   | 0.12%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                    | NatWest Markets plc                                                         | CUSIP: YL6735689<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2266281.93   | 0.16%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                  | Japan Government Ten Year Bond                                              | CUSIP: QZ4138504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   284000000 | PA      | $1782597.72   | 0.12%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $501104.00    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                      | Hellenic Republic Government International Bond                             | CUSIP: ZB6605172<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      650000 | PA      | $711449.73    | 0.05%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                | Hungary Government International Bond                                       | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      285000 | PA      | $291602.26    | 0.02%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                    | United Kingdom Gilt                                                         | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7275000 | PA      | $8013965.39   | 0.56%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust                                                                    | CUSIP: 05594LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      889203 | PA      | $890508.68    | 0.06%             | 2042-11-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                           | Ecopetrol S.A.                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $315758.15    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | CAD260408                                                                   | CUSIP: CAD260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6592.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                       | Peruvian Government International Bond                                      | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    15351000 | PA      | $4183608.44   | 0.29%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                   | Amcor UK Finance plc                                                        | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1711491.88   | 0.12%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                  | Time Warner Cable LLC                                                       | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      600000 | PA      | $781642.24    | 0.05%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                | Thermo Fisher Scientific Finance I BV                                       | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $2165610.98   | 0.15%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                              | Canada Housing Trust No                                                     | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2405000 | PA      | $1703727.52   | 0.12%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Taurus 2025-2 UK DAC                                   | Taurus UK DAC                                                               | CUSIP: BCC3LBX18<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      864386 | PA      | $1142854.13   | 0.08%             | 2035-02-18      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08           | Connecticut Avenue Securities Trust                                         | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2000000 | PA      | $2037646.40   | 0.14%             | 2043-10-25      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                              | CUSIP: YJ9955677<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1917668.37   | 0.13%             | 2031-11-07      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                | Indonesia Government International Bond                                     | CUSIP: DF8148838<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1700000 | PA      | $1892006.12   | 0.13%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                   | UltraTech Cement Ltd                                                        | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |      225000 | PA      | $205234.56    | 0.01%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                    | CUSIP: ZF1451532<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1099289.85   | 0.08%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BM0807123<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3750000 | PA      | $2536253.24   | 0.18%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                    | Volkswagen International Finance NV                                         | CUSIP: BX3336597<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $581279.48    | 0.04%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                         | Broadstreet Partners, Inc., Term Loan B4                                    | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      408293 | PA      | $398928.34    | 0.03%             | 2031-06-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                           | Barclays plc                                                                | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $432056.85    | 0.03%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                       | Cepsa Finance S.A.                                                          | CUSIP: ZB1504768<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $580311.27    | 0.04%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                       | Bank Hapoalim BM                                                            | CUSIP: DC8043440<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      850000 | PA      | $838522.59    | 0.06%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                          | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1776750.00   | 0.12%             | 2034-04-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                  | Japan Government Thirty Year Bond                                           | CUSIP: QZ4675638<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   742700000 | PA      | $2738807.63   | 0.19%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: BR2057668<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1100000 | PA      | $1116128.50   | 0.08%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                  | Hungary Government International Bond                                       | CUSIP: DC8020281<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2100000 | PA      | $2392810.85   | 0.17%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | GBP260408                                                                   | CUSIP: GBP260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $405527.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | HUF260408                                                                   | CUSIP: HUF260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $1383.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec            | Federation des Caisses Desjardins du Quebec                                 | CUSIP: YK5594394<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1307627.02   | 0.09%             | 2030-10-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                          | KRW260410                                                                   | CUSIP: KRW260410<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49973.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                   | Mexico Government International Bond                                        | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1300000 | PA      | $1464686.93   | 0.10%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                    | Alfa Desarrollo S.p.A                                                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      392346 | PA      | $298272.40    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06           | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2855000 | PA      | $2920480.57   | 0.20%             | 2043-07-25      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                | THB260410                                                                   | CUSIP: THB260410<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $308550.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YS4668598<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2500000 | PA      | $2780108.74   | 0.19%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: BZ6913918<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1300000 | PA      | $1513865.38   | 0.11%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: AO2235429<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4675000 | PA      | $5254944.91   | 0.37%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond              | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1150000 | PA      | $1198298.98   | 0.08%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: AR6412506<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9475000 | PA      | $11752139.78  | 0.82%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                   | Singapore Government International Bond                                     | CUSIP: EI3830821<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     3625000 | PA      | $2933549.37   | 0.20%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                        | Kingdom of Belgium Government Bond                                          | CUSIP: BG1378069<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2025000 | PA      | $1452312.73   | 0.10%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank S.A.                                                              | CUSIP: YV7036762<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2295422.37   | 0.16%             | 2032-09-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                    | Bangkok Bank PCL                                                            | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1330000 | PA      | $1195782.07   | 0.08%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                  | China Government Bond                                                       | CUSIP: YR4041897<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   139220000 | PA      | $19887882.92  | 1.38%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                  | Japan Government Twenty Year Bond                                           | CUSIP: AT5788530<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   256000000 | PA      | $1253907.44   | 0.09%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A.S.                                                            | CUSIP: ZP3178248<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1500000 | PA      | $1943013.32   | 0.14%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                    | United Kingdom Gilt                                                         | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5150000 | PA      | $6778331.01   | 0.47%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                    | French Republic Government Bond OAT                                         | CUSIP: YL7489823<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3950000 | PA      | $4511531.06   | 0.31%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                    | United Kingdom Gilt                                                         | CUSIP: EH5295793<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1200000 | PA      | $1325784.57   | 0.09%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                      | Hellenic Republic Government International Bond                             | CUSIP: ZJ7218432<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      750000 | PA      | $900485.40    | 0.06%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                  | China Government Bond                                                       | CUSIP: ZI4385590<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13900000 | PA      | $2129814.15   | 0.15%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                 | Millicom International Cellular S.A.                                        | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $182289.94    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                            | New Zealand Government Bond                                                 | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4000000 | PA      | $2212224.89   | 0.15%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                | Ireland Government Bond                                                     | CUSIP: ZM2350704<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3825000 | PA      | $4111329.88   | 0.29%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics 2025-1 DAC                           | Sequoia Logistics DAC                                                       | CUSIP: BCC3K74M4<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |     2000000 | PA      | $2317599.90   | 0.16%             | 2037-02-17      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Sage AR Funding                                        | Sage AR Funding                                                             | CUSIP: BCC3LCBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     1359470 | PA      | $1797489.58   | 0.13%             | 2037-05-17      | Variable      | 5.75%                 | 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        |      963740 | NS      | $963740.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                               | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    74660000 | PA      | $3827684.03   | 0.27%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas S.A.                                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $520826.00    | 0.04%             | N/A             | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8975000 | PA      | $6859771.59   | 0.48%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | ZAR260408                                                                   | CUSIP: ZAR260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $164193.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet, Inc                                                               | CUSIP: 02079KBC0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1689419.73   | 0.12%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                     | Republic of Poland Government International Bond                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      280000 | PA      | $259180.29    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK Logistics 2025-2 DAC                                | UK Logistics DAC                                                            | CUSIP: BCC3PPRG7<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |     1354250 | PA      | $1799160.00   | 0.13%             | 2035-08-17      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                  | China Government Bond                                                       | CUSIP: ZH3763864<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   143100000 | PA      | $21379587.23  | 1.49%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1909.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                 | Mercedes-Benz International Finance BV                                      | CUSIP: YX5582839<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $396638.25    | 0.03%             | 2027-07-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                       | Planet Fitness Master Issuer LLC                                            | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499820.45    | 0.03%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International NV                          | Enel Finance International NV                                               | CUSIP: ZF3624193<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1716446.70   | 0.12%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BN3326749<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1150000 | PA      | $985835.06    | 0.07%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                       | Organon Finance  LLC                                                        | CUSIP: 68622TAC5<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111290.04    | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                  | Province of Ontario Canada                                                  | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $882515.99    | 0.06%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                                              | CUSIP: ZM2698375<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      500000 | PA      | $662284.12    | 0.05%             | 2028-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                  | Japan Government Twenty Year Bond                                           | CUSIP: AV1227504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   660000000 | PA      | $3293405.99   | 0.23%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                 | TotalEnergies Capital International S.A.                                    | CUSIP: YR7939717<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1055007.76   | 0.07%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                       | French Republic Government Bond OAT                                         | CUSIP: ZP7360719<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      910000 | PA      | $468416.97    | 0.03%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                  | Ukraine Government International Bond                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      363440 | PA      | $166455.52    | 0.01%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47749.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                    | Chile Government International Bond                                         | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1880000 | PA      | $2120756.94   | 0.15%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                             | International Finance Corp                                                  | CUSIP: DA1965494<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       | 24200000000 | PA      | $2016774.20   | 0.14%             | 2026-11-13      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                    | Carrier Global Corp                                                         | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2397458.79   | 0.17%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                  | Japan Government Thirty Year Bond                                           | CUSIP: ZO8080129<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    73000000 | PA      | $239924.83    | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | GBP260408                                                                   | CUSIP: GBP260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2450895.94   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                               | Spain Government International Bond                                         | CUSIP: AZ1293424<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4625000 | PA      | $4959511.11   | 0.35%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                     | Sunrise FinCo I BV                                                          | CUSIP: YO7478713<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2148452.32   | 0.15%             | 2032-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28860.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                    | Energuate Trust 2 0                                                         | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | RF                | KY        |      800000 | PA      | $783248.80    | 0.05%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FIBRA Prologis                                         | FIBRA ProLogis                                                              | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1350000 | PA      | $1284173.87   | 0.09%             | 2038-01-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                | Temasek Financial I Ltd                                                     | CUSIP: ZQ5981167<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $198267.69    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets plc                                                      | CUSIP: ZS4387933<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     2050000 | PA      | $2106070.42   | 0.15%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                               | TK Elevator Midco GmbH, Term Loan B                                         | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |      497752 | PA      | $499377.66    | 0.03%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                            | CUSIP: YX4979077<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $663069.63    | 0.05%             | 2028-10-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale S.A.                                                       | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1692139.02   | 0.12%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                  | Uruguay Government International Bond                                       | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    42600000 | PA      | $1065078.61   | 0.07%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                    | Korea Treasury Bond                                                         | CUSIP: YM6878339<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7500000000 | PA      | $4648150.62   | 0.32%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YW6730231<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    12500000 | PA      | $14607346.12  | 1.02%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                               | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      900000 | PA      | $857626.02    | 0.06%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                    | Swiss Confederation Government Bond                                         | CUSIP: BP9778252<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     5975000 | PA      | $7425576.66   | 0.52%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                  | Ukraine Government International Bond                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       73700 | PA      | $33680.90     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3228.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                          | PLN260408                                                                   | CUSIP: PLN260408<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $91187.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                               | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      225000 | PA      | $180377.10    | 0.01%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                | CUSIP: YV4264995<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1698526.76   | 0.12%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                          | CUSIP: YM1624308<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2267650.97   | 0.16%             | 2031-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: QZ0167556<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2575000 | PA      | $2953813.38   | 0.21%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                         | Czech Republic Government Bond                                              | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   174850000 | PA      | $7188894.26   | 0.50%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                    | Erste Group Bank AG.                                                        | CUSIP: BM5824776<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $681408.38    | 0.05%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                  | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  4045000000 | PA      | $4490465.61   | 0.31%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                           | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1488867.80   | 0.10%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOODYEAR EUROPE BV                                     | Goodyear Europe BV                                                          | CUSIP: BR5232441<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |      295000 | PA      | $327938.62    | 0.02%             | 2028-08-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                            | Goldman Sachs Group, Inc                                                    | CUSIP: YS7112883<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2157118.93   | 0.15%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                      | Japan Government Twenty Year Bond                                           | CUSIP: YM2016728<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   750000000 | PA      | $4239397.77   | 0.30%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                         | Abu Dhabi Commercial Bank PJSC                                              | CUSIP: YV5280164<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $196412.57    | 0.01%             | 2035-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG.                                                               | CUSIP: DC7997562<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1800000 | PA      | $2040991.97   | 0.14%             | 2031-02-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                              | Garda World Security Corporation, Term Loan B                               | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |      597486 | PA      | $594498.74    | 0.04%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                      | Hellenic Republic Government International Bond                             | CUSIP: BT5984799<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1100000 | PA      | $1161971.12   | 0.08%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Mitchell International Inc                             | Mitchell International, Inc., Term Loan                                     | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      248745 | PA      | $238030.57    | 0.02%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Atom Mortgage Securities                               | Atom Mortgage Securities DAC                                                | CUSIP: BCC31RXV9<br>LEI: 635400S9JQ1OOL8ZRR06 | Long             | ABS-MBS          | CORP              | IE        |      837843 | PA      | $1016561.48   | 0.07%             | 2031-07-22      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                            | United States Treasury Bill                                                 | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5000000 | PA      | $4965551.75   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uganda Government Bonds                    | Republic of Uganda Government Bonds                                         | CUSIP: YW1784167<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  6450000000 | PA      | $1686911.50   | 0.12%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                        | BMS Ireland Capital Funding DAC                                             | CUSIP: 05594KAA4<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     1300000 | PA      | $1472856.05   | 0.10%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | GBP260408                                                                   | CUSIP: GBP260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7605.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                         | CUSIP: ZR8283619<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4350000000 | PA      | $2616328.08   | 0.18%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo S.p.A                                                       | CUSIP: ZI5122240<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1700000 | PA      | $2108502.18   | 0.15%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                    | CUSIP: ZK2163879<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1999732.49   | 0.14%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                    | Caterpillar Financial Services Corp                                         | CUSIP: DA3586843<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2266302.37   | 0.16%             | 2028-11-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15402.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                       | El Puerto de Liverpool SAB de C.V.                                          | CUSIP: 283837AE2<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $945008.45    | 0.07%             | 2038-02-10      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Deutsche Bank AG                                       | Deutsche Bank AG.                                                           | CUSIP: YN2863077<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1140516.71   | 0.08%             | 2029-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | Duke Energy Corp                                                            | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2295624.95   | 0.16%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                 | Bimbo Bakeries USA, Inc                                                     | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248752.43    | 0.02%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                          | Citigroup, Inc                                                              | CUSIP: YJ1825134<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      800000 | PA      | $905637.24    | 0.06%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                    | United Kingdom Gilt                                                         | CUSIP: YS3109495<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2525000 | PA      | $3337161.27   | 0.23%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |     1400000 | PA      | $1489947.20   | 0.10%             | 2042-09-25      | Variable      | 9.41%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                     | United Utilities Water Finance plc                                          | CUSIP: ZL9583671<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1177652.22   | 0.08%             | 2038-10-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                          | TransDigm, Inc., Term Loan J                                                | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      522342 | PA      | $522999.93    | 0.04%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                            | United States Treasury Bill                                                 | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5000000 | PA      | $4989922.20   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                    | Canadian Government International Bond                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | CORP              | CA        |     5200000 | PA      | $3487338.08   | 0.24%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                        | CUSIP: BW0135945<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2194372.16   | 0.15%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                              | ORIX Corp                                                                   | CUSIP: BV8706426<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $577791.03    | 0.04%             | 2026-04-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                   | OI European Group BV                                                        | CUSIP: ZK6018079<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $289698.50    | 0.02%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                          | Sierra Receivables Funding Co                                               | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      763030 | PA      | $758962.59    | 0.05%             | 2044-08-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                    | Boxer Parent Company Inc., Term Loan B                                      | CUSIP: BL4985299<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      465568 | PA      | $432929.40    | 0.03%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                | Reckitt Benckiser Treasury Services plc                                     | CUSIP: YX7297238<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2560705.37   | 0.18%             | 2029-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                       | French Republic Government Bond OAT                                         | CUSIP: BJ7361725<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7475000 | PA      | $5388290.16   | 0.38%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                | CUSIP: YJ9421910<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2258275.96   | 0.16%             | 2030-11-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                  | Turkiye Government International Bond                                       | CUSIP: YI6861383<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2550000 | PA      | $2848083.17   | 0.20%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                | SSE plc                                                                     | CUSIP: YQ2996433<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2285300.64   | 0.16%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                               | Spain Government International Bond                                         | CUSIP: AT2820591<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1095000 | PA      | $1229620.23   | 0.09%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                      | Hellenic Republic Government International Bond                             | CUSIP: ZF6609647<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     7825000 | PA      | $8904383.47   | 0.62%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                 | Treasury Corp of Victoria                                                   | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     8300000 | PA      | $4443373.03   | 0.31%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                  | Hungary Government International Bond                                       | CUSIP: ZF4258702<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1220000 | PA      | $1430237.00   | 0.10%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YP6540759<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    17975000 | PA      | $20606872.22  | 1.43%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                  | China Government Bond                                                       | CUSIP: BG6396942<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41300000 | PA      | $7078774.09   | 0.49%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                          | EnBW International Finance BV                                               | CUSIP: ZG2008172<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $597520.55    | 0.04%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                    | Nestle Holdings, Inc                                                        | CUSIP: ZI8420674<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $531243.68    | 0.04%             | 2026-09-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond              | Ivory Coast Government International Bond                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1425000 | PA      | $1446771.89   | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                      | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $198325.78    | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                 | Republic of Poland Government International Bond                            | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |    18000000 | PA      | $4957334.31   | 0.35%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2771706.08   | 0.19%             | 2034-01-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                  | DB Master Finance LLC                                                       | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      997500 | PA      | $987996.52    | 0.07%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                     | Serbia Government International Bond                                        | CUSIP: BO2494439<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      675000 | PA      | $634991.09    | 0.04%             | 2033-03-03      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                       | Volkswagen Financial Services Overseas AG.                                  | CUSIP: YX4978087<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $580494.75    | 0.04%             | 2026-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                           | Ecopetrol S.A.                                                              | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       75000 | PA      | $75071.93     | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                              | Australia Government Bond                                                   | CUSIP: JV3198662<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7775000 | PA      | $5206382.21   | 0.36%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                     | Subway Funding LLC                                                          | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      987500 | PA      | $974820.60    | 0.07%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                               | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: EG9398371<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1575000 | PA      | $1999889.04   | 0.14%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France S.A.                                                  | CUSIP: AU6699071<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1843872.83   | 0.13%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo Sarl                                  | PG Investment Company 59 S.a r.l., Repriced Term Loan B                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      498750 | PA      | $499508.10    | 0.03%             | 2031-03-26      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                      | Hellenic Republic Government Bond                                           | CUSIP: YS6039442<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      738000 | PA      | $844758.25    | 0.06%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SNB Funding Ltd                                        | SNB Funding Ltd                                                             | CUSIP: YN3694075<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     2675000 | PA      | $2644005.05   | 0.18%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: AZ4612356<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      645000 | PA      | $683351.87    | 0.05%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                      | CNH Industrial NV                                                           | CUSIP: YX4985991<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2291169.86   | 0.16%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                               | Republic of South Africa Government International Bond                      | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    76075000 | PA      | $4414742.59   | 0.31%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46945.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benin Government International Bond                    | Benin Government International Bond                                         | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      750000 | PA      | $739331.98    | 0.05%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                | Japan Finance Organization for Municipalities                               | CUSIP: JK9352085<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    14000000 | PA      | $88097.86     | 0.01%             | 2026-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12301.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                         | British Telecommunications plc                                              | CUSIP: YX7286876<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2752011.90   | 0.19%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                         | NE Property BV                                                              | CUSIP: BT5130062<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $266884.34    | 0.02%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale S.A.                                                       | CUSIP: ZN2757146<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $703351.20    | 0.05%             | 2027-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                        | National Grid North America, Inc                                            | CUSIP: YV4272311<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1708952.80   | 0.12%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                     | Republic of Poland Government International Bond                            | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    28525000 | PA      | $7869404.95   | 0.55%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                            | Statnett SF                                                                 | CUSIP: ZK8299164<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $115092.10    | 0.01%             | 2033-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                    | United Kingdom Gilt                                                         | CUSIP: YR0755938<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10875000 | PA      | $14020248.52  | 0.98%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                       | French Republic Government Bond OAT                                         | CUSIP: BQ3977775<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2560000 | PA      | $1276058.59   | 0.09%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11227.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                      | Hellenic Republic Government International Bond                             | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2300000 | PA      | $2498461.04   | 0.17%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                            | Bank Gospodarstwa Krajowego                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      315000 | PA      | $330314.28    | 0.02%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                | Truist Insurance Holdings LLC, Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $494220.00    | 0.03%             | 2031-05-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander S.A.                                                        | CUSIP: ZH4396912<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $2190264.62   | 0.15%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                        | QazaqGaz NC JSC                                                             | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $198424.01    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                               | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |      650000 | PA      | $626887.61    | 0.04%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                       | Raiffeisen Bank International AG.                                           | CUSIP: YI8908836<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $555412.62    | 0.04%             | 2034-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                | WEX Inc., Term Loan B2                                                      | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |      447727 | PA      | $446330.37    | 0.03%             | 2028-04-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefield U.S. Borrower, LLC, Term Loan                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      350000 | PA      | $352187.50    | 0.02%             | 2030-01-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                   | Petronas Capital Ltd                                                        | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      740000 | PA      | $759617.65    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YU6597550<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5675000 | PA      | $6511434.83   | 0.45%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Securities                                   | Last Mile Securities                                                        | CUSIP: BCC2R5UF9<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |     1079778 | PA      | $1248670.37   | 0.09%             | 2031-08-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                               | Liberty Mutual Group, Inc                                                   | CUSIP: YK0772680<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1554182.19   | 0.11%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                 | Paraguay Government International Bond                                      | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      225000 | PA      | $233415.00    | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25628.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                               | Liberty Mutual Group, Inc                                                   | CUSIP: ZN5738408<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2162923.87   | 0.15%             | 2030-12-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                       | Japan Government Forty Year Bond                                            | CUSIP: BP8093554<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   657000000 | PA      | $1764708.62   | 0.12%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A                         | SV VANIR LOGISTICS FINANCE S.A                                              | CUSIP: BCC3QX383<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |     1000000 | PA      | $1154247.06   | 0.08%             | 2037-07-23      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                   | Mexico Government International Bond                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1275000 | PA      | $1192571.25   | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                   | ZF Europe Finance BV                                                        | CUSIP: YN0901978<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2358988.93   | 0.16%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32219.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1200000 | PA      | $1248492.72   | 0.09%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                  | China Government Bond                                                       | CUSIP: YM0865548<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    91400000 | PA      | $12403178.99  | 0.86%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque S.A.                                                             | CUSIP: YJ6167987<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1682895.05   | 0.12%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                | Romanian Government International Bond                                      | CUSIP: BO9736303<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3550000 | PA      | $3226845.84   | 0.22%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets plc                                                         | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $398826.09    | 0.03%             | 2026-06-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AGLN        | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94990HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $1746761.45   | 0.12%             | 2037-07-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank             | Banco Internacional del Peru SAA Interbank                                  | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1966200.00   | 0.14%             | 2031-07-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                       | ArcelorMittal S.A.                                                          | CUSIP: YT8621195<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $571944.96    | 0.04%             | 2028-12-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                    | Canadian Government International Bond                                      | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $1059082.74   | 0.07%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc         | Albion Financing  SARL                                                      | CUSIP: YO4261591<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      600000 | PA      | $695912.75    | 0.05%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-110715.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                    | Oportun Issuance Trust                                                      | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69423 | PA      | $68339.55     | 0.00%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                    | Malaysia Government Bond                                                    | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    29175000 | PA      | $7700860.86   | 0.54%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                              | Province of Quebec Canada                                                   | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3925000 | PA      | $2965405.08   | 0.21%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                    | Ghana Government International Bond                                         | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1884100 | PA      | $1604644.62   | 0.11%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                           | Hydro-Quebec                                                                | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1350000 | PA      | $851157.00    | 0.06%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, Term Loan B                                              | CUSIP: BL4949832<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      498747 | PA      | $498123.44    | 0.03%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                               | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     2150000 | PA      | $2161287.50   | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                       | Deutsche Bank AG.                                                           | CUSIP: BO0399549<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1875647.74   | 0.13%             | 2028-12-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                               | Malaysia Government Bond                                                    | CUSIP: YX0304643<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8975000 | PA      | $2261073.57   | 0.16%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                   | Colgate-Palmolive Co                                                        | CUSIP: 194162AU7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2414884.77   | 0.17%             | 2035-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                             | FedEx Corp                                                                  | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      500000 | PA      | $573382.23    | 0.04%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA S.A.                                                                    | CUSIP: ZF2097722<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $479845.20    | 0.03%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                | Ireland Government Bond                                                     | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5025000 | PA      | $3850058.66   | 0.27%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                           | Statkraft AS.                                                               | CUSIP: ZG5722027<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $579156.87    | 0.04%             | 2026-12-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                     | Cyprus Government International Bond                                        | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      575000 | PA      | $634853.06    | 0.04%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust                                              | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83239 | PA      | $81563.69     | 0.01%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                  | China Government Bond                                                       | CUSIP: ZK7111469<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   198200000 | PA      | $30662179.80  | 2.13%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Gibraltar Industries Inc                               | Gibraltar Industries Inc, Term Loan B                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      496615 | PA      | $494753.07    | 0.03%             | 2033-02-02      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $76535.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust                                                    | CUSIP: 03466KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1291073.55   | 0.09%             | 2070-12-25      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                    | United Kingdom Gilt                                                         | CUSIP: ZH3058893<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      760000 | PA      | $998319.80    | 0.07%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                  | Spain Government Bond                                                       | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10875000 | PA      | $12363725.26  | 0.86%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                               | Engie S.A.                                                                  | CUSIP: YL8987973<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2264715.71   | 0.16%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T, Inc                                                                   | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2789275.27   | 0.19%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                     | United Utilities Water Finance plc                                          | CUSIP: AZ3423995<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1549915.32   | 0.11%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                               | ORLEN S.A.                                                                  | CUSIP: BP5482412<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      250000 | PA      | $275115.40    | 0.02%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28604.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      660000 | PA      | $803039.54    | 0.06%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YS4668580<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1145073.07   | 0.08%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                         | Japan Government Ten Year Bond                                              | CUSIP: BN3610597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   897400000 | PA      | $5228688.59   | 0.36%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                    | Canadian Government International Bond                                      | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9850000 | PA      | $6956035.87   | 0.48%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond               | Costa Rica Government International Bond                                    | CUSIP: 221602AE5<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2250000 | PA      | $2681792.65   | 0.19%             | 2036-01-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                       | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      950000 | PA      | $947258.11    | 0.07%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                           | Japan Treasury Discount Bill                                                | CUSIP: DF2903535<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  2335000000 | PA      | $14696012.27  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-PURE                 | BX Commercial Mortgage Trust                                                | CUSIP: 74625PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | CA        |      287773 | PA      | $208068.43    | 0.01%             | 2041-11-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International, Inc                                            | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2378088.42   | 0.17%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                               | Spain Government International Bond                                         | CUSIP: BN5127343<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8610000 | PA      | $8647757.40   | 0.60%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands | Banco Nacional de Comercio Exterior SNC                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1124420.00   | 0.08%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                               | Bundesrepublik Deutschland                                                  | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    10725000 | PA      | $9739634.34   | 0.68%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                          | UBS AG.                                                                     | CUSIP: BO7978899<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1501710.33   | 0.10%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                       | Skandinaviska Enskilda Banken AB                                            | CUSIP: YR1542921<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $565133.74    | 0.04%             | 2032-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                            | New Zealand Government Bond                                                 | CUSIP: ZB1410586<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2550000 | PA      | $1451037.82   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond       | Republic of Poland Government International Bond                            | CUSIP: ZF1455780<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      700000 | PA      | $779641.02    | 0.05%             | 2044-01-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                               | Spain Government International Bond                                         | CUSIP: BJ9478998<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7200000 | PA      | $5917772.19   | 0.41%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                             | Air Canada, Term Loan B                                                     | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      397972 | PA      | $395484.83    | 0.03%             | 2031-03-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | Duke Energy Corp                                                            | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      400000 | PA      | $461260.41    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: BM3107737<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      450000 | PA      | $480266.20    | 0.03%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                                   | CUSIP: LW0609567<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1675717.00   | 0.12%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                   | Colombian TES                                                               | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 14960000000 | PA      | $3274573.03   | 0.23%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                  | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2500000 | PA      | $2515458.11   | 0.18%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                   | Mexico Government International Bond                                        | CUSIP: YS9976863<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1650000 | PA      | $1873496.90   | 0.13%             | 2037-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                  | China Government Bond                                                       | CUSIP: YP9308550<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   149850000 | PA      | $21663678.84  | 1.51%             | 2030-04-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                    | United Kingdom Gilt                                                         | CUSIP: AL0832686<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3895000 | PA      | $3703225.24   | 0.26%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale S.A.                                                       | CUSIP: BN3325683<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $541438.21    | 0.04%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                                    | Marks & Spencer plc                                                         | CUSIP: YH2039226<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1288285.01   | 0.09%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                            | CFE FIBRA E                                                                 | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      985799 | PA      | $957516.43    | 0.07%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                         | Pacific Life Global Funding II                                              | CUSIP: ZG3792220<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      800000 | PA      | $1064618.68   | 0.07%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding LLC                                                            | CUSIP: 62919WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $998449.00    | 0.07%             | 2033-01-18      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                          | Mexican Bonos                                                               | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | CORP              | MX        |    75040000 | PA      | $4193832.91   | 0.29%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-OMG                                      | BX Trust                                                                    | CUSIP: 05619HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998989.90    | 0.07%             | 2042-10-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                    | French Republic Government Bond OAT                                         | CUSIP: ZH2111115<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6250000 | PA      | $7260766.32   | 0.51%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                 | AXA S.A.                                                                    | CUSIP: YX3884930<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1812746.84   | 0.13%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-10              | Chase Home Lending Mortgage Trust                                           | CUSIP: 16160BCK1<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-CBDO         | USGSE             | US        |     2383247 | PA      | $2439283.90   | 0.17%             | 2056-07-25      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                              | Australia Government Bond                                                   | CUSIP: EK8211675<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7775000 | PA      | $4508371.34   | 0.31%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                      | Swiss RE Subordinated Finance plc                                           | CUSIP: YQ5958315<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2275731.76   | 0.16%             | 2033-03-26      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                    | Pemex Project Funding Master Trust                                          | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1397908.95   | 0.10%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KFH Sukuk Co                                           | KFH Sukuk Co                                                                | CUSIP: DC7488380<br>LEI: 5493008FLJYWGCMZDN21 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1932987.46   | 0.13%             | 2031-01-13      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                  | ProLogis International Funding II S.A.                                      | CUSIP: AV3878585<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $545891.83    | 0.04%             | 2030-11-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                               | Turk Telekomunikasyon AS.                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     1075000 | PA      | $1046841.74   | 0.07%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                  | Japan Government Thirty Year Bond                                           | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   143000000 | PA      | $548696.94    | 0.04%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                 | Banco de Credito Social Cooperativo S.A.                                    | CUSIP: YN0902133<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2282884.33   | 0.16%             | 2031-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                               | Republic of South Africa Government International Bond                      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    27300000 | PA      | $1457153.83   | 0.10%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                               | Engie S.A.                                                                  | CUSIP: ZG4247943<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1510210.97   | 0.11%             | 2026-12-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp                             | Parexel International Corporation, Repriced Term Loan B                     | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |      329392 | PA      | $328704.77    | 0.02%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                         | Open Text Corporation, Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |      481357 | PA      | $472073.82    | 0.03%             | 2030-01-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                               | Canadian Government Bond                                                    | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    12225000 | PA      | $8036019.52   | 0.56%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                    | Swiss Confederation Government Bond                                         | CUSIP: EJ2364390<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1850000 | PA      | $2533424.70   | 0.18%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                      | Green Infrastructure Partners Inc, Term Loan B                              | CUSIP: BL5231651<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |      500000 | PA      | $500000.00    | 0.03%             | 2032-09-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond              | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  7970000000 | PA      | $689431.57    | 0.05%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower, LP, Term Loan B                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      103198 | PA      | $103469.15    | 0.01%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG.                                                           | CUSIP: YR6320539<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $788901.35    | 0.05%             | 2029-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                      | Verus Securitization Trust                                                  | CUSIP: 92540TAD2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | USGSE             | US        |     1215000 | PA      | $1224202.65   | 0.09%             | 2070-01-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bond                            | New Zealand Government Bond                                                 | CUSIP: BK4327957<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     7065000 | PA      | $2640200.60   | 0.18%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                               | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $35439.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development         | European Bank for Reconstruction & Development                              | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   124700000 | PA      | $1278359.47   | 0.09%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                        | Kingdom of Belgium Government Bond                                          | CUSIP: BH4726262<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2125000 | PA      | $2357775.20   | 0.16%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                               | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |      268239 | PA      | $213787.85    | 0.01%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                 | Chubb INA Holdings, Inc                                                     | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1958950.60   | 0.14%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                  | China Government Bond                                                       | CUSIP: YT3047206<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    61600000 | PA      | $9123161.25   | 0.63%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                | CIP Commercial Mortgage Trust                                               | CUSIP: 12576AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $2203596.12   | 0.15%             | 2037-10-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                         | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1338232.00   | 0.09%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics 2024-1 DAC                           | Thunder Logistics DAC                                                       | CUSIP: BCC3HF8V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     1310595 | PA      | $1518122.91   | 0.11%             | 2036-11-17      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                      | Hellenic Republic Government International Bond                             | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1300000 | PA      | $1330569.50   | 0.09%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                  | Japan Government Twenty Year Bond                                           | CUSIP: AZ6944724<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   185000000 | PA      | $851043.29    | 0.06%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 101B.C. Unlimited Liability Company, Term Loan B6                           | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      499957 | PA      | $499459.24    | 0.03%             | 2030-09-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited        | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $127966.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                  | RON260408                                                                   | CUSIP: RON260408<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17607.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust 2026-1                           | Aspire Mortgage Trust                                                       | CUSIP: 04539FAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1824000 | PA      | $1792795.56   | 0.12%             | 2066-01-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                  | Australia Government Bond                                                   | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    23640000 | PA      | $13823735.39  | 0.96%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                      | Iron Mountain, Inc                                                          | CUSIP: YL8988187<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2151802.43   | 0.15%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                 | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      800000 | PA      | $768981.34    | 0.05%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                   | Egypt Treasury Bills                                                        | CUSIP: YQ7962182<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    80000000 | PA      | $1460874.63   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                         | CUSIP: AT7624253<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1940000000 | PA      | $1079760.49   | 0.08%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                             | Vmed O2 UK Financing I plc                                                  | CUSIP: ZB0006997<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1485077.05   | 0.10%             | 2032-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                               | Empresa Nacional del Petroleo                                               | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      825000 | PA      | $747631.01    | 0.05%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5850000 | PA      | $6549405.66   | 0.46%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Cassia S.r.l.                                          | Cassia SRL                                                                  | CUSIP: BCC35W5M5<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |      860913 | PA      | $1000590.30   | 0.07%             | 2034-05-22      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group plc                                                   | CUSIP: ZJ3118511<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     2320000 | PA      | $2826214.11   | 0.20%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                     | Compass Datacenters Issuer III LLC                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $502463.50    | 0.03%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                               | Coty, Inc                                                                   | CUSIP: BP9627566<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      267857 | PA      | $309573.51    | 0.02%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Barbados Government International Bond                 | Barbados Government International Bond                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     2125000 | PA      | $2151732.50   | 0.15%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Funding ULC                                     | Fiserv Funding ULC                                                          | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     2100000 | PA      | $2387903.02   | 0.17%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                 | Cia Cervecerias Unidas S.A.                                                 | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $179338.26    | 0.01%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                         | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1139520 | PA      | $1094211.32   | 0.08%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                             | Mizuho Financial Group, Inc                                                 | CUSIP: YV2870843<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $576262.88    | 0.04%             | 2030-08-27      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                            | CUSIP: YR5943257<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $655894.05    | 0.05%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                                  | HOPPER MERGER SUB,Inc                                                       | CUSIP: BL5276755<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $494657.50    | 0.03%             | 2033-01-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                        | Antofagasta plc                                                             | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1086743.06   | 0.08%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                        | CHF260408                                                                   | CUSIP: CHF260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $173420.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                            | Bank Gospodarstwa Krajowego                                                 | CUSIP: ZD4770776<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     2025000 | PA      | $2327379.38   | 0.16%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                               | Queensland Treasury Corp                                                    | CUSIP: BG2284225<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1249063.74   | 0.09%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                  | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2345.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting