0001752724-20-130246.txt : 20200626
0001752724-20-130246.hdr.sgml : 20200626
20200626134953
ACCESSION NUMBER: 0001752724-20-130246
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200626
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TIAA-CREF FUNDS
CENTRAL INDEX KEY: 0001084380
IRS NUMBER: 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: 20992948
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
0001084380
S000054622
TIAA-CREF International Bond Fund
C000171516
Advisor Class
TIBNX
C000171517
Institutional Class
TIBWX
C000171518
Premier Class
TIBLX
C000171519
Retail Class
TIBEX
C000171520
Retirement Class
TIBVX
C000202768
Class W
TIBUX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001084380
XXXXXXXX
S000054622
C000171520
C000171519
C000171518
C000202768
C000171516
C000171517
TIAA-CREF Funds
811-09301
0001084380
549300L8R42TEBN5NG46
730 Third Avenue
New York
10017
800-842-2733
TIAA-CREF International Bond Fund
S000054622
549300G6OT5H8V4S5S27
2020-10-31
2020-04-30
N
371555830.00
1563914.00
369991916.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1250000.00000000
0.00000000
0.00000000
2468234.00000000
THB
USD
CAD
GBP
PLN
CNY
KRW
EUR
ILS
NOK
JPY
EGP
AUD
NZD
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
HUF200529
HUF200529
1.00000000
NC
USD
-23243.50000000
-0.00628216428
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
379800000.00000000
HUF
1156936.38000000
USD
2020-05-29
-23243.50000000
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AA4
750000.00000000
PA
838870.69000000
0.226726761781
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAU3
200000.00000000
PA
250897.94000000
0.067811735648
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
2.50000000
N
N
N
N
N
N
UK TSY 1 3/4% 2037
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AL0832686
3350000.00000000
PA
5060415.45000000
1.367709733960
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AW9642405
1200000.00000000
PA
1398188.83000000
0.377897129514
Long
DBT
NUSS
GR
Y
2
2024-04-02
Fixed
3.45000000
N
N
N
N
N
N
UK TSY 1 5/8% 2054
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
ZS5355715
675000.00000000
PA
1148150.03000000
0.310317598939
Long
DBT
NUSS
GB
N
2
2054-10-22
Fixed
1.62500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BN4
1000000.00000000
PA
USD
1013760.00000000
0.273995175613
Long
DBT
NUSS
CO
N
2
2021-07-12
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
461.92000000
0.000124845970
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
339268.95000000
USD
309623.24000000
EUR
2020-06-30
461.92000000
N
N
N
JAMES HARDIE INTL FIN
635400G32A4Q1LVQ8M88
James Hardie International Finance DAC
47032FAA7
250000.00000000
PA
USD
246875.00000000
0.066724430811
Long
DBT
CORP
IE
Y
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
ZS0616848
900000.00000000
PA
825060.14000000
0.222994099146
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
EK8221690
500000.00000000
PA
563155.66000000
0.152207557961
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
1.37500000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government International Bond
UV9166041
30000000.00000000
PA
1203125.43000000
0.325176139794
Long
DBT
NUSS
CZ
N
2
2023-10-25
Fixed
0.45000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
21800000.00000000
PA
429636.45000000
0.116120496535
Long
DBT
NUSS
UY
Y
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ED6591066
525950000.00000000
PA
6520248.88000000
1.762267930199
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
2.50000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AT7422989
60500000.00000000
PA
1973562.58000000
0.533406946112
Long
DBT
NUSS
TH
N
2
2023-12-17
Fixed
2.40000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
400000.00000000
PA
USD
406000.00000000
0.109732127228
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
EK3155539
8445000.00000000
PA
2267478.33000000
0.612845370924
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
AX8583459
200000.00000000
PA
USD
199737.40000000
0.053984260564
Long
DBT
CORP
IN
N
2
2024-03-29
Fixed
3.73000000
N
N
N
N
N
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
2425000.00000000
PA
3433583.43000000
0.928015797512
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
575000.00000000
PA
USD
611312.43000000
0.165223185579
Long
DBT
NUSS
QA
Y
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
AT5365909
628000000.00000000
PA
5903765.71000000
1.595647216789
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
0.10000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
ZP4820368
1100000.00000000
PA
1058565.19000000
0.286104951006
Long
DBT
NUSS
CY
N
2
2030-01-21
Fixed
0.62500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AQ7062823
1575000.00000000
PA
1893381.51000000
0.511735913170
Long
DBT
NUSS
IT
Y
2
2038-09-01
Fixed
2.95000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
AR6702898
1700000.00000000
PA
1246953.45000000
0.337021809417
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
Y
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
550000.00000000
PA
USD
517440.00000000
0.139851704219
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
BJ1618617
750000.00000000
PA
824993.92000000
0.222976201458
Long
DBT
CORP
US
N
2
2026-07-06
Fixed
1.25000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AT2820591
1095000.00000000
PA
1275938.45000000
0.344855764362
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
EUR200630
EUR200630
1.00000000
NC
USD
1454.05000000
0.000392995072
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
207900.21000000
USD
190800.86000000
EUR
2020-06-30
1454.05000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
23500000.00000000
PA
966804.49000000
0.261304219954
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government International Bond
AZ4234946
16250000.00000000
PA
1107737.70000000
0.299395108946
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
15.90000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EF3295013
340000000.00000000
PA
3592005.70000000
0.970833562752
Long
DBT
NUSS
JP
N
2
2026-03-20
Fixed
2.10000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AR0
775000.00000000
PA
USD
808712.50000000
0.218575721530
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government International Bond
AL9917348
372000000.00000000
PA
1166738.40000000
0.315341592490
Long
DBT
NUSS
HU
N
2
2022-10-26
Fixed
1.75000000
N
N
N
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642866GN1
1600000.00000000
PA
1294793.63000000
0.349951870299
Long
DBT
NUSS
CA
N
2
2028-08-14
Fixed
3.10000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZS5615316
19525000.00000000
PA
1237010.60000000
0.334334493946
Long
STIV
NUSS
EG
N
2
N
N
N
CLOVERIE PLC ZURICH INS
5493002N598MXOKUEF55
Cloverie plc for Zurich Insurance Co Ltd
AV0889999
750000.00000000
PA
859491.57000000
0.232300094362
Long
DBT
CORP
IE
N
2
2028-12-15
Fixed
1.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCB9
100000.00000000
PA
101248.29000000
0.027365000590
Long
DBT
CORP
US
N
2
2024-06-12
Fixed
0.80000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317155
700000.00000000
PA
787061.18000000
0.212723885567
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.62500000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
AZ0948093
300000.00000000
PA
USD
275826.18000000
0.074549245016
Long
DBT
CORP
IN
N
2
2029-06-18
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AS8
200000.00000000
PA
USD
206500.00000000
0.055812030228
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CH0
700000.00000000
PA
770842.00000000
0.208340227628
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
1.40100000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAE7
500000.00000000
PA
USD
507708.41000000
0.137221487293
Long
DBT
NUSS
KR
Y
2
2021-10-11
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
AN5498158
775000.00000000
PA
855818.31000000
0.231307299697
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.37500000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No 1
13509PGU1
1700000.00000000
PA
1304870.15000000
0.352675313587
Long
DBT
NUSS
CA
Y
2
2023-12-15
Fixed
2.55000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AS6
325000.00000000
PA
362082.41000000
0.097862248968
Long
DBT
CORP
LU
N
2
2023-03-01
Fixed
1.10000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
ZR8859251
322000000.00000000
PA
3041970.86000000
0.822172249839
Long
DBT
NUSS
JP
N
2
2029-09-20
Fixed
0.10000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
ZR9973440
375000.00000000
PA
398615.28000000
0.107736213350
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
3.12500000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc
87817JAE8
331581.64000000
PA
USD
242953.18000000
0.065664456301
Long
LON
CORP
US
N
2
2024-02-06
Variable
3.75000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
625000.00000000
PA
USD
657052.04000000
0.177585512435
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
STENA AB
213800CWLTI7WZCC2R35
Stena AB
858577AR0
600000.00000000
PA
USD
522000.00000000
0.141084163579
Long
DBT
CORP
SE
Y
2
2024-02-01
Fixed
7.00000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
EUR200630
EUR200630
1.00000000
NC
USD
42592.04000000
0.011511613675
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
3181803.19000000
USD
2938642.84000000
EUR
2020-06-30
42592.04000000
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com, Inc
47215PAE6
350000.00000000
PA
USD
360616.22000000
0.097465972743
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
3.37500000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
N/A
5250000.00000000
PA
2638684.19000000
0.713173471065
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
5.50000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
AS1419280
175000.00000000
PA
221220.57000000
0.059790649588
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
1.75000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc
AQ4025203
400000.00000000
PA
441574.78000000
0.119347142708
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
AZ1511809
1000000.00000000
PA
968694.97000000
0.261815171659
Long
DBT
NUSS
UA
Y
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
394.79000000
0.000106702331
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
295917.89000000
USD
270052.85000000
EUR
2020-06-30
394.79000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
888821.85000000
0.240227370265
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
AZ6421871
18900000.00000000
PA
2951509.24000000
0.797722629161
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
200000.00000000
PA
USD
207468.22000000
0.056073717026
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AT7624253
2815000000.00000000
PA
2569366.42000000
0.694438529300
Long
DBT
NUSS
KR
N
2
2038-09-10
Fixed
2.37500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
BH8301070
575000.00000000
PA
651780.08000000
0.176160627250
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAC6
200000.00000000
PA
USD
203232.30000000
0.054928848769
Long
DBT
CORP
SG
Y
2
2029-04-15
Variable
3.75000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc
AN6859051
250000.00000000
PA
260058.80000000
0.070287697853
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
AS6869471
400000.00000000
PA
344735.07000000
0.093173676259
Long
DBT
CORP
MX
N
2
2025-11-24
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CJ4
1250000.00000000
PA
USD
1274688.84000000
0.344518024550
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.45700000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA
529900QWWUI4XRVR7I03
Republic of Austria Government International Bond
AQ8502124
900000.00000000
PA
1062216.36000000
0.287091775270
Long
DBT
NUSS
AT
Y
2
2028-02-20
Fixed
0.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
1300000.00000000
PA
USD
1176500.00000000
0.317979920404
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
JK7702612
650000.00000000
PA
742694.16000000
0.200732537086
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
675000.00000000
PA
USD
600741.77000000
0.162366188022
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
CAD200630
CAD200630
1.00000000
NC
USD
16018.41000000
0.004329394591
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
1253154.34000000
USD
1766371.17000000
CAD
2020-06-30
16018.41000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government International Bond
LW0207677
1000000.00000000
PA
727241.68000000
0.196556099890
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
JV8452080
30000000.00000000
PA
281737.23000000
0.076146861003
Long
DBT
NUSS
JP
N
2
2026-02-16
Fixed
0.14500000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
EK0414632
550000.00000000
PA
1054488.55000000
0.285003132338
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
55000000.00000000
PA
2162462.73000000
0.584462156194
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
BG1390940
53500000.00000000
PA
553064.91000000
0.149480268644
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC
45672JAK6
436162.96000000
PA
USD
410974.55000000
0.111076629576
Long
LON
CORP
US
N
2
2024-03-31
Variable
2.40363000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EJ1461163
117000000.00000000
PA
1300709.07000000
0.351550672799
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
1.70000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
GBP200630
GBP200630
1.00000000
NC
USD
-990004.84000000
-0.26757472182
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
19995057.79000000
GBP
24200564.31000000
USD
2020-06-30
-990004.84000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
QZ3475089
1800000000.00000000
PA
1486667.52000000
0.401810811455
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
1.50000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
QZ1706345
400000.00000000
PA
341256.93000000
0.092233617882
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
EUR200630
EUR200630
1.00000000
NC
USD
-1849.60000000
-0.00049990281
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
557013.77000000
EUR
609327.95000000
USD
2020-06-30
-1849.60000000
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAN1
200000.00000000
PA
USD
193000.00000000
0.052163301859
Long
DBT
CORP
CL
Y
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC
15911AAC7
287796.66000000
PA
USD
276644.54000000
0.074770428227
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.50000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
BH4726262
2125000.00000000
PA
2358113.86000000
0.637341995331
Long
DBT
NUSS
BE
Y
2
2027-10-22
Fixed
0.00000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR200630
EUR200630
1.00000000
NC
USD
-2132.55000000
-0.00057637745
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
1234412.54000000
EUR
1352313.75000000
USD
2020-06-30
-2132.55000000
N
N
N
ASHLAND SERVICES BV
549300S52OPXPKGJS029
Ashland Services BV
ZP3343545
300000.00000000
PA
306872.57000000
0.082940344566
Long
DBT
CORP
NL
Y
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
DH EUROPE FINANCE SA
2221002WRBW5MJ8VL618
DH Europe Finance Sarl
23290YAE6
900000.00000000
PA
1016001.30000000
0.274600945605
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
1.20000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV6471313
500000.00000000
PA
620150.49000000
0.167611902634
Long
DBT
CORP
JP
N
2
2030-11-21
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
AT6348532
500000.00000000
PA
556281.33000000
0.150349590340
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZR7746004
1250000.00000000
PA
USD
356250.00000000
0.096285887500
Long
DBT
NUSS
EC
Y
3
2025-03-27
Fixed
7.87500000
N
N
N
N
N
N
UK TSY 4 3/4% 2030
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
EG8729493
1910000.00000000
PA
3536065.65000000
0.955714299984
Long
DBT
NUSS
GB
N
2
2030-12-07
Fixed
4.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
AX1032579
7675000.00000000
PA
2059250.41000000
0.556566325086
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
550000.00000000
PA
USD
603754.67000000
0.163180503111
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
EK3289700
4600000.00000000
PA
5628666.00000000
1.521294319306
Long
DBT
NUSS
ES
Y
2
2024-10-31
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
CP5073947
10700000.00000000
PA
632048.17000000
0.170827562081
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
200000.00000000
PA
USD
190000.00000000
0.051352473333
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
-48.84000000
-0.00001320028
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
7430.43000000
USD
6727.42000000
EUR
2020-06-30
-48.84000000
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
JK9336864
450000.00000000
PA
514172.87000000
0.138968676818
Long
DBT
CORP
US
Y
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZR1633745
26500000.00000000
PA
1623878.34000000
0.438895627114
Long
STIV
NUSS
EG
N
2
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
ZP8703768
600000.00000000
PA
641662.34000000
0.173426043178
Long
DBT
CORP
US
N
2
2032-02-11
Fixed
0.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCH3
700000.00000000
PA
779948.77000000
0.210801570594
Long
DBT
CORP
US
N
2
2023-09-05
Fixed
1.30000000
N
N
N
N
N
N
DIGITAL STOUT HOLDING LL
549300N335X1857YDM81
Digital Stout Holding LLC
N/A
100000.00000000
PA
128760.14000000
0.034800798188
Long
DBT
CORP
US
N
2
2024-07-19
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
5649.44000000
0.001526909036
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
819746.24000000
USD
752247.45000000
EUR
2020-06-30
5649.44000000
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CW8
1125000.00000000
PA
1361988.08000000
0.368112929256
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
1.37500000
N
N
N
N
N
N
DIGITAL EURO FINCO
635400OUEAPTXSW3SC91
Digital Euro Finco LLC
JK7307651
250000.00000000
PA
287781.38000000
0.077780450749
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.62500000
N
N
N
N
N
N
HD SUPPLY INC
549300G8FYZDYZMZED76
HD Supply, Inc
42206JAT9
246250.00000000
PA
USD
236574.84000000
0.063940542960
Long
LON
CORP
US
N
2
2023-10-17
Variable
2.15363000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics, Inc
72749DAC0
449730.40000000
PA
USD
365617.32000000
0.098817650924
Long
LON
CORP
US
N
2
2025-07-02
Variable
3.57200000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AX0999661
1050000.00000000
PA
1442444.88000000
0.389858485448
Long
DBT
NUSS
IT
Y
2
2049-09-01
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200506
EUR200506
1.00000000
NC
USD
8489.92000000
0.002294623107
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
809469.62000000
USD
746340.00000000
EUR
2020-05-06
8489.92000000
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
UV3907192
13000000.00000000
PA
123967.51000000
0.033505464481
Long
DBT
NUSS
JP
N
2
2025-08-15
Fixed
0.44000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAE4
200000.00000000
PA
USD
198092.00000000
0.053539548145
Long
DBT
CORP
MX
Y
2
2047-11-10
Fixed
4.70000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
QZ0167556
3950000.00000000
PA
4283674.91000000
1.157775271500
Long
DBT
NUSS
IT
N
2
2026-12-01
Fixed
1.25000000
N
N
N
N
N
N
WESTERN AUST TREAS CORP
213800FKHP5ME5Y3CF47
Western Australian Treasury Corp
AX2380290
1715000.00000000
PA
1243346.10000000
0.336046828655
Long
DBT
NUSS
AU
N
2
2029-07-24
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
1229.76000000
0.000332374829
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
105305.85000000
USD
97094.21000000
EUR
2020-06-30
1229.76000000
N
N
N
UK TSY 0 1/2% 2022
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ0321229
3075000.00000000
PA
3914305.06000000
1.057943401120
Long
DBT
NUSS
GB
N
2
2022-07-22
Fixed
0.50000000
N
Y
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAN6
250000.00000000
PA
USD
280884.57000000
0.075916407319
Long
DBT
CORP
KY
Y
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
2092.92000000
0.000565666413
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
1506856.26000000
USD
1375223.07000000
EUR
2020-06-30
2092.92000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
BJ1411179
1250000.00000000
PA
USD
1328125.00000000
0.358960545505
Long
DBT
NUSS
IL
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
300000.00000000
PA
USD
297003.00000000
0.080272834934
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
EUR200630
EUR200630
1.00000000
NC
USD
-14564.85000000
-0.00393653195
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
1065314.14000000
EUR
1154339.99000000
USD
2020-06-30
-14564.85000000
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc
02376CBA2
339929.91000000
PA
USD
260318.33000000
0.070357842629
Long
LON
CORP
US
N
2
2023-12-14
Variable
2.81400000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ8043700
40500000.00000000
PA
6030046.90000000
1.629778013852
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200615
EUR200615
1.00000000
NC
USD
8408.96000000
0.002272741548
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
1800000.00000000
EUR
1982773.98000000
USD
2020-06-15
8408.96000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
N/A
16500000.00000000
PA
684525.91000000
0.185011044944
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
-8219.78000000
-0.00222161070
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
723949.80000000
EUR
786126.59000000
USD
2020-06-30
-8219.78000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
825000.00000000
PA
USD
625792.86000000
0.169136900818
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AN2049517
1800000.00000000
PA
1973330.09000000
0.533344109604
Long
DBT
NUSS
IT
N
2
2020-06-15
Fixed
0.35000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
BH8306210
800000.00000000
PA
1008024.70000000
0.272445060664
Long
DBT
NUSS
N/A
N
2
2023-07-24
Fixed
0.50000000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
5493007TBMWZWGZIB256
Endo Luxembourg Finance I Co Sarl
L2968EAB8
121562.50000000
PA
USD
110242.60000000
0.029795948298
Long
LON
CORP
IE
N
2
2024-04-29
Variable
5.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AZ6944724
185000000.00000000
PA
1721081.68000000
0.465167374089
Long
DBT
NUSS
JP
N
2
2039-06-20
Fixed
0.30000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
KRW200630
KRW200630
1.00000000
NC
USD
-141465.03000000
-0.03823462726
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
3811020000.00000000
KRW
2998937.67000000
USD
2020-06-30
-141465.03000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEC4
400000.00000000
PA
465970.40000000
0.125940697579
Long
DBT
CORP
US
N
2
2026-10-27
Fixed
1.37500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDX3
48650000.00000000
PA
796627.52000000
0.215309439355
Long
DBT
NUSS
DO
Y
2
2023-02-15
Fixed
8.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VDH4
200000.00000000
PA
220510.93000000
0.059598850802
Long
DBT
CORP
US
N
2
2022-06-02
Fixed
0.50000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
KRW200630
KRW200630
1.00000000
NC
USD
-104068.57000000
-0.02812725508
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
3725148000.00000000
KRW
2965572.85000000
USD
2020-06-30
-104068.57000000
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
C9413PAZ6
417721.51000000
PA
USD
403623.41000000
0.109089791572
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.71825000
N
N
N
N
N
N
COMMUNITY OF MADRID SPAI
959800KASH3LCM57Q344
Autonomous Community of Madrid Spain
AX0766318
1100000.00000000
PA
1278354.42000000
0.345508743493
Long
DBT
NUSS
ES
N
2
2029-04-30
Fixed
1.57100000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDB4
700000.00000000
PA
746225.64000000
0.201687011994
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.25000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AL7975124
278000000.00000000
PA
2736523.15000000
0.739617010983
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
0.60000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
AL0296213
400000.00000000
PA
420095.02000000
0.113541675326
Long
DBT
CORP
NL
Y
2
2024-11-15
Fixed
3.12500000
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
250000.00000000
PA
USD
256740.27000000
0.069390778256
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313312WG1
5555000.00000000
PA
USD
5555000.00000000
1.501384154566
Long
STIV
USGSE
US
N
2
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
QZ4675638
457700000.00000000
PA
4356879.03000000
1.177560601080
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR200630
EUR200630
1.00000000
NC
USD
-1549.21000000
-0.00041871455
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
193631.40000000
EUR
210910.83000000
USD
2020-06-30
-1549.21000000
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CAD200630
CAD200630
1.00000000
NC
USD
-72185.01000000
-0.01950988842
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
16328984.20000000
CAD
11660514.25000000
USD
2020-06-30
-72185.01000000
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
1700000.00000000
PA
USD
1749453.00000000
0.472835465951
Long
DBT
NUSS
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397669
500000.00000000
PA
581261.24000000
0.157101064878
Long
DBT
CORP
IE
N
2
2026-09-27
Fixed
1.50000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
AM7142053
1400000.00000000
PA
USD
220500.00000000
0.059595896684
Long
DBT
NUSS
LB
N
3
2027-03-23
Fixed
6.85000000
Y
Y
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHH8
500000.00000000
PA
604297.63000000
0.163327252263
Long
DBT
CORP
US
N
2
2029-09-05
Fixed
2.35000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
AQ3876663
875000.00000000
PA
1093739.94000000
0.295611847908
Long
DBT
NUSS
BE
N
2
2033-04-22
Fixed
1.25000000
N
N
N
N
N
N
ENEL CHILE SA
549300YM5CWCAUVOPB53
Enel Chile S.A.
29278DAA3
200000.00000000
PA
USD
216600.00000000
0.058541819600
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
EK6967278
500000.00000000
PA
554123.77000000
0.149766453275
Long
DBT
CORP
GB
Y
2
2025-01-15
Fixed
4.50000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
AP9713409
800000.00000000
PA
880977.15000000
0.238107134751
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
1.12500000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos S.A. de C.V.
82655AAC7
250000.00000000
PA
USD
252375.00000000
0.068210949776
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
QZ1467617
1000000.00000000
PA
1115750.21000000
0.301560699504
Long
DBT
CORP
NL
N
2
2024-02-12
Fixed
1.12500000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAW6
375000.00000000
PA
418500.84000000
0.113110806453
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
1.10000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
4488148V8
1350000.00000000
PA
1415698.48000000
0.382629570749
Long
DBT
NUSS
CA
N
2
2055-02-15
Fixed
4.00000000
N
N
N
N
N
N
ICICI BANK LTD/DUBAI
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
45112EAH2
475000.00000000
PA
USD
438147.51000000
0.118420833281
Long
DBT
CORP
IN
Y
2
2027-12-14
Fixed
3.80000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087XW9
1300000.00000000
PA
1537267.86000000
0.415486877826
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS.
AV6265517
400000.00000000
PA
435277.91000000
0.117645248768
Long
DBT
CORP
CZ
N
2
2022-11-21
Fixed
0.87500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBK1
400000.00000000
PA
434114.25000000
0.117330739193
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
1.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
AT6218768
250000.00000000
PA
283715.46000000
0.076681529441
Long
DBT
CORP
FR
Y
2
2027-02-01
Fixed
5.87500000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
500000.00000000
PA
650448.73000000
0.175800795063
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
1.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
1325000.00000000
PA
USD
998959.91000000
0.269995063892
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
EUR200630
EUR200630
1.00000000
NC
USD
25706.62000000
0.006947886937
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
3328004.73000000
USD
3056498.70000000
EUR
2020-06-30
25706.62000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
AS2798773
500000.00000000
PA
568657.17000000
0.153694485043
Long
DBT
CORP
US
N
2
2028-04-25
Fixed
1.66200000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BP3
670000.00000000
PA
742397.82000000
0.200652443444
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.90000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
ILS200630
ILS200630
1.00000000
NC
USD
-159786.09000000
-0.04318637329
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
12948611.28000000
ILS
3561720.86000000
USD
2020-06-30
-159786.09000000
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
BH4959673
1275000.00000000
PA
1403351.22000000
0.379292400539
Long
DBT
NUSS
PT
Y
2
2027-10-15
Fixed
0.70000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AT3440860
2220000000.00000000
PA
1890207.10000000
0.510877945776
Long
DBT
NUSS
KR
N
2
2023-09-10
Fixed
2.25000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK0718420
2150000.00000000
PA
1630526.03000000
0.440692339342
Long
DBT
NUSS
N/A
N
2
2024-08-27
Fixed
4.75000000
N
N
N
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
EUR200630
EUR200630
1.00000000
NC
USD
-2355.88000000
-0.00063673823
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
325660.37000000
USD
294652.60000000
EUR
2020-06-30
-2355.88000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
670000.00000000
PA
746557.10000000
0.201776597735
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.34200000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc
054561AM7
500000.00000000
PA
USD
519417.71000000
0.140386232114
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AC0
350000.00000000
PA
375994.47000000
0.101622347337
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.87500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087K60
1950000.00000000
PA
1430429.61000000
0.386611044226
Long
DBT
NUSS
CA
N
2
2022-02-01
Fixed
1.50000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom OAO Via Gaz Capital S.A.
AR4620241
300000.00000000
PA
327610.81000000
0.088545396759
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
2.50000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
950000.00000000
PA
USD
997500.00000000
0.269600485000
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BE6
1100000.00000000
PA
1178145.19000000
0.318424576065
Long
DBT
CORP
US
N
2
2023-06-23
Fixed
1.25000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AT4272809
557000000.00000000
PA
5284203.39000000
1.428194282493
Long
DBT
NUSS
JP
N
2
2028-06-20
Fixed
0.10000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AX5202350
1300000.00000000
PA
1614937.31000000
0.436479079721
Long
DBT
NUSS
GR
Y
2
2029-03-12
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
AZ2272021
1700000.00000000
PA
1607483.63000000
0.434464527597
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300O6E2WAK3IAXE34
Norway Government International Bond
BG0207897
29120000.00000000
PA
3050285.98000000
0.824419628671
Long
DBT
NUSS
NO
Y
2
2030-08-19
Fixed
1.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAN0
300000.00000000
PA
330293.44000000
0.089270447735
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
1.37500000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BB8
300000.00000000
PA
USD
285000.00000000
0.077028710000
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.87500000
N
N
N
N
N
N
FIRST ABU DHABI BANK PJS
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
ZP9927002
300000.00000000
PA
370409.40000000
0.100112835978
Long
DBT
CORP
AE
N
2
2023-02-19
Fixed
1.37500000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
ProLogis Euro Finance LLC
ZP7362558
540000.00000000
PA
559382.76000000
0.151187832979
Long
DBT
CORP
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
ZQ7314318
1100000.00000000
PA
1076559.89000000
0.290968489700
Long
DBT
NUSS
MA
Y
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
550000.00000000
PA
USD
532924.78000000
0.144036871335
Long
DBT
NUSS
EG
Y
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
JPY200630
JPY200630
1.00000000
NC
USD
-1175295.00000000
-0.31765423761
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
6864436194.00000000
JPY
62850949.93000000
USD
2020-06-30
-1175295.00000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
AT1203872
750000.00000000
PA
949912.39000000
0.256738687771
Long
DBT
CORP
GB
N
2
2023-06-27
Variable
2.17500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
AP8870838
500000.00000000
PA
535426.63000000
0.144713061784
Long
DBT
CORP
GB
N
2
2023-11-14
Fixed
0.62500000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AV1227504
660000000.00000000
PA
6588903.09000000
1.780823527506
Long
DBT
NUSS
JP
N
2
2038-09-20
Fixed
0.70000000
N
Y
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAL2
2600000.00000000
PA
2047256.01000000
0.553324524528
Long
DBT
NUSS
CA
N
2
2027-06-18
Fixed
2.55000000
N
N
N
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp of Victoria
AX6994815
1050000.00000000
PA
749856.70000000
0.202668401003
Long
DBT
NUSS
AU
N
2
2029-10-22
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
JPY200630
JPY200630
1.00000000
NC
USD
14412.36000000
0.003895317539
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
3415162.76000000
USD
367694523.00000000
JPY
2020-06-30
14412.36000000
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
N/A
600000.00000000
PA
653830.24000000
0.176714736653
Long
DBT
CORP
CH
Y
2
2025-07-17
Fixed
1.25000000
N
N
N
N
N
N
HAMILTON HOLDCO LLC
254900D9C1TQ3VZLE866
Hamilton HoldCo LLC
40739EAB9
392248.24000000
PA
USD
374597.07000000
0.101244663410
Long
LON
CORP
US
N
2
2027-01-02
Variable
3.46000000
N
N
N
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
ZS1514182
1000000.00000000
PA
USD
1012500.00000000
0.273654627632
Long
DBT
NUSS
PA
Y
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
AW5616437
9000000.00000000
PA
909577.34000000
0.245837084721
Long
DBT
NUSS
N/A
N
2
2024-01-16
Fixed
1.68300000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VED2
400000.00000000
PA
488776.65000000
0.132104683606
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
1.87500000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
KRW200630
KRW200630
1.00000000
NC
USD
-82771.56000000
-0.02237118067
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
12791438422.00000000
KRW
10457783.94000000
USD
2020-06-30
-82771.56000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638CZ3
8300000.00000000
PA
2530309.18000000
0.683882287849
Long
DBT
NUSS
PE
Y
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
225000.00000000
PA
USD
216562.50000000
0.058531684243
Long
DBT
CORP
ID
Y
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
AT1832126
6750000.00000000
PA
712177.36000000
0.192484573095
Long
DBT
NUSS
SE
N
2
2025-05-12
Fixed
1.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AS9078385
3775000.00000000
PA
4465545.88000000
1.206930661695
Long
DBT
NUSS
FR
N
2
2028-11-25
Fixed
0.75000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
ZP9011815
250000.00000000
PA
USD
245440.13000000
0.066336619635
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
22800000000.00010000
PA
1432511.71000000
0.387173786251
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
EK7289029
4500000.00000000
PA
5171396.84000000
1.397705359594
Long
DBT
NUSS
FR
N
2
2025-05-25
Fixed
0.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
AR0149807
500000.00000000
PA
449298.33000000
0.121434634263
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Republic Government International Bond
040114HK9
410000.00000000
PA
USD
113365.00000000
0.030639858628
Long
DBT
NUSS
AR
N
3
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
1000000.00000000
PA
USD
604936.06000000
0.163499804682
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac, Inc
001055BC5
100000000.00000000
PA
898548.81000000
0.242856335812
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
1.12200000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
1200000.00000000
PA
USD
1087177.74000000
0.293838241590
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AZ6770640
5425000.00000000
PA
5921025.68000000
1.600312175469
Long
DBT
NUSS
GR
Y
2
2026-07-23
Fixed
1.87500000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397651
500000.00000000
PA
557641.99000000
0.150717344321
Long
DBT
CORP
IE
N
2
2023-09-27
Fixed
0.87500000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
QZ4138504
170000000.00000000
PA
1610527.01000000
0.435287080704
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.10000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BE2
250000.00000000
PA
USD
238752.50000000
0.064529112576
Long
DBT
CORP
CL
Y
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
CNY200529
CNY200529
1.00000000
NC
USD
-21285.92000000
-0.00575307704
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
46100000.00000000
CNY
6493680.28000000
USD
2020-05-29
-21285.92000000
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
QZ5113407
750000.00000000
PA
741687.43000000
0.200460441951
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
3.75000000
N
N
Y
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
AT6343244
500000.00000000
PA
542142.74000000
0.146528266309
Long
DBT
CORP
JP
N
2
2023-07-23
Fixed
0.81900000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
JK9352085
14000000.00000000
PA
130486.07000000
0.035267275947
Long
DBT
NUSS
JP
N
2
2026-05-22
Fixed
0.02000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
GBP200630
GBP200630
1.00000000
NC
USD
-4986.56000000
-0.00134774836
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
798848.00000000
GBP
1001433.93000000
USD
2020-06-30
-4986.56000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
ZP6061227
800000.00000000
PA
739791.94000000
0.199948136164
Long
DBT
NUSS
RO
Y
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
AN5751838
500000.00000000
PA
568568.88000000
0.153670622360
Long
DBT
CORP
US
N
2
2028-05-18
Fixed
1.63800000
N
N
N
N
N
N
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
THB200529
THB200529
1.00000000
NC
USD
-12061.41000000
-0.00325991176
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
134667190.26000000
THB
4150118.35000000
USD
2020-05-29
-12061.41000000
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
NOK200630
NOK200630
1.00000000
NC
USD
-67154.22000000
-0.01815018574
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
38123286.22000000
NOK
3655310.38000000
USD
2020-06-30
-67154.22000000
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
JV4448934
21000000.00000000
PA
199179.51000000
0.053833476188
Long
DBT
NUSS
JP
N
2
2026-01-19
Fixed
0.32000000
N
N
N
N
N
N
THREE GORGES FNCE II
549300HI2I4NKV47SK07
Three Gorges Finance II Cayman Islands Ltd
AN4792692
200000.00000000
PA
219447.29000000
0.059311374251
Long
DBT
CORP
KY
N
2
2024-06-21
Fixed
1.30000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
ZP2080957
3800000000.00000000
PA
3154408.12000000
0.852561362448
Long
DBT
NUSS
KR
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AN8683541
900000.00000000
PA
1156178.29000000
0.312487446347
Long
DBT
NUSS
IT
Y
2
2048-03-01
Fixed
3.45000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
AR6982797
2075000.00000000
PA
2494093.50000000
0.674094052368
Long
DBT
NUSS
NL
Y
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AX3066666
4100000.00000000
PA
2807745.23000000
0.758866642372
Long
DBT
NUSS
N/A
N
2
2024-02-27
Fixed
2.20000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
Dell International LLC
24702NBE9
476196.48000000
PA
USD
463339.18000000
0.125229541501
Long
LON
CORP
US
N
2
2025-09-19
Variable
2.75000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAX4
150000.00000000
PA
189070.70000000
0.051101305683
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
1.70000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAP4
750000.00000000
PA
USD
739403.90000000
0.199843258197
Long
DBT
NUSS
SA
Y
2
2027-02-03
Fixed
2.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
650000.00000000
PA
USD
484256.50000000
0.130882994751
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
Banco General S.A.
059597AE4
300000.00000000
PA
USD
295503.00000000
0.079867420670
Long
DBT
CORP
PA
Y
2
2027-08-07
Fixed
4.12500000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
395841.29000000
PA
USD
370234.32000000
0.100065516026
Long
LON
CORP
CA
N
2
2026-11-19
Variable
2.15363000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
1250000.00000000
PA
USD
1123015.96000000
0.303524458626
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
AR7769417
1000000.00000000
PA
868429.70000000
0.234715857954
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAS8
375000.00000000
PA
USD
379317.88000000
0.102520585882
Long
DBT
NUSS
SA
Y
2
2025-10-22
Fixed
2.90000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AL4320316
3660000000.00000000
PA
3053470.22000000
0.825280252879
Long
DBT
NUSS
KR
N
2
2022-03-10
Fixed
1.87500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBB6
500000.00000000
PA
616470.99000000
0.166617421446
Long
DBT
CORP
US
N
2
2026-06-02
Fixed
3.00000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
CNY200529
CNY200529
1.00000000
NC
USD
-2692.62000000
-0.00072775103
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
12380000.00000000
CNY
1746879.65000000
USD
2020-05-29
-2692.62000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc
78571YBB5
341749.91000000
PA
USD
310749.78000000
0.083988262057
Long
LON
CORP
US
N
2
2024-02-22
Variable
2.40363000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
GBP200630
GBP200630
1.00000000
NC
USD
26164.67000000
0.007071686939
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
977880.74000000
USD
796962.78000000
GBP
2020-06-30
26164.67000000
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
ZP2206560
2350000.00000000
PA
2719856.67000000
0.735112458511
Long
DBT
NUSS
DE
N
2
2030-02-15
Fixed
0.00000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
JPY200630
JPY200630
1.00000000
NC
USD
-12944.48000000
-0.00349858454
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
3406933.94000000
USD
363879283.00000000
JPY
2020-06-30
-12944.48000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Government International Bond
91822Q2B2
1450000.00000000
PA
USD
1451970.07000000
0.392432917372
Long
DBT
NUSS
UZ
Y
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CQ0
200000.00000000
PA
USD
208374.95000000
0.056318784543
Long
DBT
NUSS
KR
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
PLN200529
PLN200529
1.00000000
NC
USD
-57999.16000000
-0.01567579114
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
23337150.56000000
PLN
5565419.45000000
USD
2020-05-29
-57999.16000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
LW2824164
5764500000.00000000
PA
4760392.65000000
1.286620719032
Long
DBT
NUSS
KR
N
2
2021-09-10
Fixed
1.37500000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ5541813
3035000.00000000
PA
4717761.68000000
1.275098583505
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
AW5986319
1800000.00000000
PA
2171927.25000000
0.587020190462
Long
DBT
NUSS
PT
Y
2
2029-06-15
Fixed
1.95000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
AW9847533
575000.00000000
PA
666244.89000000
0.180070120775
Long
DBT
NUSS
CY
N
2
2034-02-26
Fixed
2.75000000
N
N
N
N
N
N
AMPHENOL TECH HLDS GMBH
N/A
Amphenol Technologies Holding GmbH
AU5909711
1000000.00000000
PA
1186487.30000000
0.320679249651
Long
DBT
CORP
DE
N
2
2028-10-08
Fixed
2.00000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
1350000.00000000
PA
USD
1292625.00000000
0.349365741277
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBL9
500000.00000000
PA
539159.51000000
0.145721970314
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
1.62500000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2A1
200000.00000000
PA
USD
186882.63000000
0.050509922492
Long
DBT
CORP
IN
Y
2
2030-02-13
Fixed
3.24900000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AT5788530
256000000.00000000
PA
2471256.49000000
0.667921752647
Long
DBT
NUSS
JP
N
2
2038-06-20
Fixed
0.50000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
74814ZFB4
1000000.00000000
PA
796156.47000000
0.215182125762
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
2.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
300000.00000000
PA
USD
265995.22000000
0.071892170746
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
EUR200630
EUR200630
1.00000000
NC
USD
802295.83000000
0.216841448503
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
125297624.07000000
EUR
138283808.13000000
USD
2020-06-30
802295.83000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
250000.00000000
PA
USD
223750.00000000
0.060474294254
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
ZQ5585729
325000.00000000
PA
340163.40000000
0.091938062776
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.87500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
925000.00000000
PA
USD
962000.00000000
0.260005680772
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
AR1346840
120000000.00000000
PA
1327054.70000000
0.358671268914
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
5.87500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122AY4
600000.00000000
PA
679567.27000000
0.183670842689
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.00000000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483AH2
400000.00000000
PA
USD
389385.75000000
0.105241691280
Long
DBT
CORP
KR
Y
2
2025-01-17
Fixed
2.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK8589658
200000.00000000
PA
193250.67000000
0.052231051988
Long
DBT
CORP
MX
N
2
2022-04-21
Fixed
1.87500000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
JK5970583
1800000.00000000
PA
1236184.96000000
0.334111343124
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A.
N/A
243374.69000000
PA
USD
169753.85000000
0.045880421344
Long
LON
CORP
LU
N
2
2024-09-24
Variable
4.20013000
N
N
N
N
N
N
EMBOTELLADORA ANDINA SA
254900NNPKP1J9XTSA53
Embotelladora Andina S.A.
29081PAF2
425000.00000000
PA
USD
408535.50000000
0.110417412471
Long
DBT
CORP
CL
Y
2
2050-01-21
Fixed
3.95000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
ZP3165708
325000000.00000000
PA
3069423.74000000
0.829592109250
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
0.10000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC
65409YBE4
491139.26000000
PA
USD
471439.66000000
0.127418908255
Long
LON
CORP
US
N
2
2023-10-04
Variable
2.86350000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058HS5
1600000.00000000
PA
1206043.32000000
0.325964775943
Long
DBT
NUSS
N/A
N
2
2025-01-16
Fixed
1.90000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd
23330JAB7
400000.00000000
PA
USD
384106.40000000
0.103814808753
Long
DBT
CORP
AE
Y
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
475000.00000000
PA
USD
450501.51000000
0.121759825152
Long
DBT
CORP
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
AU5731727
500000.00000000
PA
546428.74000000
0.147686669997
Long
DBT
CORP
JP
N
2
2023-10-09
Fixed
0.98000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAF9
200000.00000000
PA
USD
179012.20000000
0.048382732773
Long
DBT
CORP
IN
Y
2
2024-07-24
Fixed
3.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAS9
600000.00000000
PA
675915.36000000
0.182683818421
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.95000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AZ4598605
335000000.00000000
PA
3168518.59000000
0.856375086314
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
L8030PAF5
419570.12000000
PA
USD
379710.96000000
0.102626826041
Long
LON
CORP
LU
N
2
2025-04-25
Variable
2.15363000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
N/A
229000000.00000000
PA
2558770.31000000
0.691574653214
Long
DBT
NUSS
JP
N
2
2031-09-20
Fixed
1.80000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
AM6641311
3200000.00000000
PA
1328385.17000000
0.359030863258
Long
DBT
NUSS
IL
N
2
2047-03-31
Fixed
3.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BU5
350000.00000000
PA
396812.72000000
0.107249024327
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
1.40000000
N
N
N
N
N
N
ALLERGAN FUNDING SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
018489AG9
150000.00000000
PA
184260.15000000
0.049801128627
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
2.62500000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
AX6139411
500000.00000000
PA
546061.12000000
0.147587311069
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
AZ1508110
350000.00000000
PA
380464.78000000
0.102830565627
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW97
500000.00000000
PA
USD
468070.25000000
0.126508237006
Long
DBT
NUSS
EG
Y
2
2023-11-20
Fixed
4.55000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AQ9421480
2025000.00000000
PA
2541357.43000000
0.686868366605
Long
DBT
NUSS
FR
N
2
2034-05-25
Fixed
1.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ0637715
49600000.00000000
PA
7398099.92000000
1.999530151896
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142DM2
600000.00000000
PA
735168.27000000
0.198698468320
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
2.55000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
1075000.00000000
PA
USD
804000.39000000
0.217302150461
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AF0
500000.00000000
PA
USD
458803.11000000
0.124003549850
Long
DBT
NUSS
GH
Y
2
2022-09-15
Fixed
9.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
N/A
13800000.00000000
PA
607850.46000000
0.164287497567
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
AZ1285602
1100000.00000000
PA
1116197.59000000
0.301681615659
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.12500000
N
N
N
N
N
N
PELABUHAN INDONESIA III
254900Y6SH3NRN1A8R64
Pelabuhan Indonesia III Persero PT
69370TAB9
225000.00000000
PA
USD
225562.50000000
0.060964169822
Long
DBT
CORP
ID
Y
2
2023-05-02
Fixed
4.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile-CODELCO
21987BAW8
425000.00000000
PA
USD
429602.33000000
0.116111274712
Long
DBT
CORP
CL
Y
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
COCA-COLA EUROPEAN PARTN
549300LTH67W4GWMRF57
Coca-Cola European Partners plc
AV4989795
1000000.00000000
PA
1141864.15000000
0.308618675333
Long
DBT
CORP
GB
N
2
2027-11-08
Fixed
1.50000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
EJ2182826
1050000.00000000
PA
1386287.28000000
0.374680424098
Long
DBT
CORP
GB
N
2
2022-06-08
Fixed
4.12500000
N
N
N
N
N
N
PROLOGIS INTL FUND II
213800JNRWW2C9DWI388
ProLogis International Funding II S.A.
AV3878585
500000.00000000
PA
571957.87000000
0.154586585616
Long
DBT
CORP
LU
N
2
2030-11-14
Fixed
2.37500000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
EK6943477
575000.00000000
PA
949844.37000000
0.256720303586
Long
DBT
NUSS
PT
Y
2
2045-02-15
Fixed
4.10000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AU6526555
13000000000.00010000
PA
895798.32000000
0.242112943894
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AX4147556
1100000.00000000
PA
1333966.30000000
0.360539309729
Long
DBT
NUSS
ES
Y
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
AUD200630
AUD200630
1.00000000
NC
USD
43228.88000000
0.011683736354
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
1305299.15000000
USD
2069056.00000000
AUD
2020-06-30
43228.88000000
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
ZAR200529
ZAR200529
1.00000000
NC
USD
-7022.40000000
-0.00189798741
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
7449374.31000000
ZAR
393573.20000000
USD
2020-05-29
-7022.40000000
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV6469648
1400000.00000000
PA
1540353.60000000
0.416320879832
Long
DBT
CORP
JP
N
2
2022-11-21
Fixed
1.12500000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
EC5478622
4325000.00000000
PA
1168580.92000000
0.315839581749
Long
DBT
NUSS
PL
N
2
2022-09-23
Fixed
5.75000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
N/A
500000.00000000
PA
540454.14000000
0.146071877959
Long
DBT
CORP
JP
N
2
2024-09-07
Fixed
0.87200000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
NZD200630
NZD200630
1.00000000
NC
USD
-101780.00000000
-0.02750870913
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
5522251.30000000
NZD
3284463.88000000
USD
2020-06-30
-101780.00000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
AX5190043
200000.00000000
PA
USD
203773.27000000
0.055075060072
Long
DBT
NUSS
IN
N
2
2024-03-12
Fixed
3.87500000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
AR6731004
250000.00000000
PA
270834.60000000
0.073200139864
Long
DBT
CORP
CA
Y
2
2028-03-29
Fixed
2.75000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAF7
350000.00000000
PA
USD
323575.00000000
0.087454613467
Long
LON
CORP
US
N
2
2027-02-05
Variable
2.25000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
AW9463752
630000.00000000
PA
888071.72000000
0.240024627997
Long
DBT
NUSS
BE
Y
2
2050-06-22
Fixed
1.70000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AU2700592
5525000.00000000
PA
6365076.10000000
1.720328424689
Long
DBT
NUSS
IT
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
AV5130316
450000.00000000
PA
560629.95000000
0.151524918722
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac, Inc
001055BE1
100000000.00000000
PA
898448.49000000
0.242829221706
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
0.55000000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZS6405030
31000000.00000000
PA
1177981.47000000
0.318380326450
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AN6136328
1850000.00000000
PA
2783492.45000000
0.752311693750
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
ZS3023307
500000.00000000
PA
587026.35000000
0.158659236760
Long
DBT
NUSS
CY
N
2
2049-05-03
Fixed
2.75000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AS1597283
3300000.00000000
PA
3606375.27000000
0.974717315175
Long
DBT
NUSS
IT
N
2
2021-04-15
Fixed
0.05000000
N
N
N
N
N
N
TEMASEK FINANCIAL I LTD
549300XMGMDF3VRJMF12
Temasek Financial I Ltd
ZQ5981167
400000.00000000
PA
431743.89000000
0.116690087358
Long
DBT
CORP
SG
N
2
2031-11-20
Fixed
0.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AZ1293424
1525000.00000000
PA
1652679.63000000
0.446679929623
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
SEK200630
SEK200630
1.00000000
NC
USD
-12651.52000000
-0.00341940443
N/A
DFE
CORP
US
N
2
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
6814296.37000000
SEK
686258.56000000
USD
2020-06-30
-12651.52000000
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon plc
00185AAE4
600000.00000000
PA
714190.75000000
0.193028744444
Long
DBT
CORP
IE
N
2
2026-05-14
Fixed
2.87500000
N
N
N
N
N
N
SHINHAN BANK
5493003P813VL21KG928
Shinhan Bank Co Ltd
ZQ0129879
300000.00000000
PA
320637.92000000
0.086660790718
Long
DBT
CORP
KR
N
2
2024-10-16
Fixed
0.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
1100000.00000000
PA
USD
477813.94000000
0.129141724274
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
DIGITAL EURO FINCO
635400OUEAPTXSW3SC91
Digital Euro Finco LLC
AW6616550
600000.00000000
PA
692214.13000000
0.187088987641
Long
DBT
CORP
US
N
2
2026-01-16
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
941241.27000000
0.254395090621
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIKA SLOVENIJA
485100000LWQHIX4XX88
Slovenia Government International Bond
BH2919505
1100000.00000000
PA
1207240.44000000
0.326288328959
Long
DBT
NUSS
SI
N
2
2023-03-31
Fixed
0.20000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
AU5565588
1300000.00000000
PA
1463532.35000000
0.395557926189
Long
DBT
NUSS
CY
N
2
2028-09-25
Fixed
2.37500000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAE0
261086.08000000
PA
USD
245047.56000000
0.066230517317
Long
LON
CORP
US
N
2
2025-01-15
Variable
2.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZP6261280
1725000.00000000
PA
1456023.26000000
0.393528398063
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AN9
75000.00000000
PA
USD
77345.25000000
0.020904578358
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank
AU8210364
750000.00000000
PA
USD
755942.00000000
0.204313112614
Long
DBT
NUSS
N/A
N
2
2023-10-11
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
BG0923303
1000000.00000000
PA
1049164.15000000
0.283564073870
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
0.38900000
N
N
N
N
N
N
JAPAN (2 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Two Year Bond
BG3829135
867000000.00000000
PA
8120746.39000000
2.194844276003
Long
DBT
NUSS
JP
N
2
2022-03-01
Fixed
0.10000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital, Inc
74949LAA0
750000.00000000
PA
845334.12000000
0.228473672922
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.30000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
1000000.00000000
PA
USD
750250.00000000
0.202774700623
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance plc
ZS0942095
350000.00000000
PA
361493.38000000
0.097703048193
Long
DBT
CORP
GB
Y
2
2026-05-01
Fixed
2.87500000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
AUD200630
AUD200630
1.00000000
NC
USD
-591755.41000000
-0.15993738901
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
12579662.52000000
AUD
7607165.97000000
USD
2020-06-30
-591755.41000000
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAD3
200000.00000000
PA
USD
190760.82000000
0.051558104853
Long
DBT
CORP
ID
Y
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
EJ7498649
7800000.00000000
PA
316560.62000000
0.085558793668
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAM4
350000.00000000
PA
USD
323970.50000000
0.087561507695
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AM2027846
1577000.00000000
PA
1013869.68000000
0.274024819504
Long
DBT
NUSS
N/A
N
2
2022-01-25
Fixed
3.37500000
N
N
N
N
N
N
ALLERGAN FUNDING SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
018489AB0
1200000.00000000
PA
1345852.21000000
0.363751788025
Long
DBT
CORP
LU
N
2
2024-06-01
Fixed
1.25000000
N
N
N
N
N
N
2020-04-30
TIAA-CREF Funds
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer