0001752724-24-296064.txt : 20241226 0001752724-24-296064.hdr.sgml : 20241226 20241226125331 ACCESSION NUMBER: 0001752724-24-296064 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20241031 FILED AS OF DATE: 20241226 DATE AS OF CHANGE: 20241226 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TIAA-CREF FUNDS CENTRAL INDEX KEY: 0001084380 ORGANIZATION NAME: 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: 241580085 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 Nuveen International Bond Fund 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-P 1 primary_doc.xml NPORT-P false 0001084380 XXXXXXXX S000054622 C000171519 C000171516 C000171518 C000202768 C000171520 C000171517 TIAA-CREF Funds 811-09301 0001084380 549300L8R42TEBN5NG46 730 Third Avenue New York 10017 800-842-2733 Nuveen International Bond Fund S000054622 549300G6OT5H8V4S5S27 2024-10-31 2024-10-31 N 794073943.00 377177941.00 416896002.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2618700.00000000 AUD CAD CNY EUR GBP IDR JPY KRW USD N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos QJ1649335 30800000.00000000 PA 1452531.05000000 0.348415682336 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Ghana Government International Bond 213800PP4399SNNXZ126 Ghana Government International Bond 374422AL7 74400.00000000 PA USD 69007.22000000 0.016552622157 Long DBT NUSS GH Y 2 2026-07-03 Fixed 0.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 Hungary Government International Bond AX1722484 632000000.00000000 PA 1393457.05000000 0.334245721550 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 Ireland Government Bond AM0125113 225000.00000000 PA 215280.86000000 0.051638984055 Long DBT NUSS IE N 2 2037-05-15 Fixed 1.70000000 N N N N N N IFFIM 549300ILK2NRULX3HX87 International Finance Facility for Immunisation Co BX9184249 400000.00000000 PA 509034.92000000 0.122101175726 Long DBT NUSS GB N 2 2025-06-07 Fixed 2.75000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities JV8452080 30000000.00000000 PA 196704.05000000 0.047183002249 Long DBT NUSS JP N 2 2026-02-16 Fixed 0.14500000 N N N N N N Ghana Government International Bond 213800PP4399SNNXZ126 Ghana Government International Bond 374422AM5 562650.00000000 PA USD 482472.38000000 0.115729673032 Long DBT NUSS GH Y 2 2029-07-03 Fixed 5.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 Eni S.p.A ZP5396533 400000.00000000 PA 382243.24000000 0.091687912133 Long DBT CORP IT N 2 2030-01-23 Fixed 0.62500000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corp 552704AF5 1275000.00000000 PA USD 1249997.12000000 0.299834278573 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.87500000 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 Parkland Corp 70137WAL2 315000.00000000 PA USD 289526.67000000 0.069448176190 Long DBT CORP CA Y 2 2030-05-01 Fixed 4.62500000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 EUR250113 EUR250113 1.00000000 NC USD 796899.11000000 0.191150576205 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 145415537.25000000 EUR 159493855.24000000 USD 2025-01-13 796899.11000000 N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland BZ6363189 365000.00000000 PA 393978.73000000 0.094502880361 Long DBT NUSS DE N 2 2029-11-15 Fixed 2.10000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160CY8 400000.00000000 PA 443737.00000000 0.106438295851 Long DBT CORP US N 2 2032-06-01 Fixed 3.20000000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12593JBK1 1500000.00000000 PA USD 1366172.70000000 0.327701079752 Long ABS-MBS CORP US N 2 2048-08-10 Variable 4.34743600 N N N N N N Japan Government Five Year Bond 353800WZS8AXZXFUC241 Japan Government Five Year Bond ZH4376393 340000000.00000000 PA 2220299.18000000 0.532578669344 Long DBT NUSS JP N 2 2028-09-20 Fixed 0.30000000 N N N N N N New Zealand Government Bond 549300237GPHG2AI7C34 New Zealand Government International Bond QJ1094474 3980000.00000000 PA 2225349.86000000 0.533790165730 Long DBT NUSS NZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 IDR241119 IDR241119 1.00000000 NC USD 1620.99000000 0.000388823589 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 70727931099.00000000 IDR 4502870.07000000 USD 2024-11-19 1620.99000000 N N N REPUBLIC OF RWANDA 213800DQC28OBRZDYJ87 Rwanda International Government Bond 78347YAL7 1225000.00000000 PA USD 1029612.50000000 0.246971065939 Long DBT NUSS RW Y 2 2031-08-09 Fixed 5.50000000 N N N N N N Frost CMBS 635400USRLUMX8CQN243 Frost CMBS DAC BCC3320N6 1853635.76000000 PA 2364664.10000000 0.567207190439 Long ABS-MBS CORP IE Y 2 2033-11-20 Variable 7.88036000 N N N N N N Turkiye Government International Bond 5493000PCHOG3B6S3Q85 Turkiye Government International Bond 900123DN7 700000.00000000 PA USD 664666.80000000 0.159432279707 Long DBT NUSS TR N 2 2035-01-03 Fixed 6.50000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond BR8688722 14900000.00000000 PA 2183563.30000000 0.523766908179 Long DBT NUSS CN N 2 2028-10-14 Fixed 2.91000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 Kingdom of Belgium Government Bond AN7110397 525000.00000000 PA 471763.35000000 0.113160919686 Long DBT NUSS BE Y 2 2037-06-22 Fixed 1.45000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond BQ7821821 800000000.00000000 PA 490164.32000000 0.117574723108 Long DBT NUSS KR N 2 2041-09-10 Fixed 1.87500000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 Province of Ontario Canada 68333ZAL1 1100000.00000000 PA 499781.66000000 0.119881614983 Long DBT NUSS CA N 2 2051-12-02 Fixed 1.90000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland BR2469814 3245000.00000000 PA 1749131.49000000 0.419560629415 Long DBT NUSS DE N 2 2052-08-15 Fixed 0.00000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland ZM1985385 1110000.00000000 PA 1205868.95000000 0.289249343772 Long DBT NUSS DE N 2 2033-02-15 Fixed 2.30000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 QNB Finance Ltd BN6735318 16000000.00000000 PA 2261489.11000000 0.542458814464 Long DBT CORP KY N 2 2026-02-04 Fixed 3.15000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 French Republic Government Bond OAT ED3871594 1600000.00000000 PA 1989152.37000000 0.477133951982 Long DBT NUSS FR Y 2 2035-04-25 Fixed 4.75000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 IQVIA, Inc BO1068085 250000.00000000 PA 266498.72000000 0.063924508443 Long DBT CORP US Y 2 2026-03-15 Fixed 1.75000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 Engie S.A. ZI6606027 400000.00000000 PA 455352.99000000 0.109224599855 Long DBT CORP FR N 2 2042-09-06 Fixed 4.50000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724CD2 28006.00000000 PA USD 13400.87000000 0.003214439557 Long DBT NUSS UA Y 2 2030-02-01 Fixed 0.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley AP6382349 670000.00000000 PA 717383.17000000 0.172077248656 Long DBT CORP US N 2 2026-10-23 Fixed 1.34200000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond (Step Bond) ZO2104560 86000.00000000 PA USD 43471.45000000 0.010427408704 Long DBT NUSS EC Y 2 2040-07-31 Fixed 5.00000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 Fairfax Financial Holdings Ltd AR6731004 250000.00000000 PA 266255.33000000 0.063866126977 Long DBT CORP CA Y 2 2028-03-29 Fixed 2.75000000 N N N N N N MVW Owner Trust N/A MVW LLC 55389TAC5 133428.51000000 PA USD 126620.99000000 0.030372320528 Long ABS-O CORP US Y 2 2041-01-22 Fixed 1.94000000 N N N N N N EDP Servicios Financieros Espana SA 5299003GHAFB78O1NU77 EDP Servicios Financieros Espana SAU ZH1579908 500000.00000000 PA 564790.25000000 0.135475093858 Long DBT CORP ES N 2 2029-04-04 Fixed 4.12500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc BN6710287 500000.00000000 PA 499103.26000000 0.119718888549 Long DBT CORP US N 2 2028-01-26 Fixed 0.25000000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 Cyprus Government International Bond ZP4820368 1100000.00000000 PA 1076202.27000000 0.258146459749 Long DBT NUSS CY N 2 2030-01-21 Fixed 0.62500000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group plc YV6173723 500000.00000000 PA 541931.13000000 0.129991923021 Long DBT CORP GB N 2 2032-09-12 Fixed 3.57500000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 French Republic Government Bond OAT AS9078385 3775000.00000000 PA 3807549.76000000 0.913309252603 Long DBT NUSS FR Y 2 2028-11-25 Fixed 0.75000000 N N N N N N NAT GRID ELECTY EM 549300KXFU5Q7NZE9L79 National Grid Electricity Distribution East Midlands plc BY9532213 400000.00000000 PA 440303.74000000 0.105614766725 Long DBT CORP GB N 2 2028-09-20 Fixed 3.53000000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 United Kingdom Gilt YX3339711 1640000.00000000 PA 2081404.73000000 0.499262338812 Long DBT NUSS GB N 2 2034-07-31 Fixed 4.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc 00206RGE6 500000.00000000 PA 617704.03000000 0.148167415143 Long DBT CORP US N 2 2026-12-04 Fixed 2.90000000 N N N N N N Lseg Netherlands BV 213800JCR9B7CYW7U265 Lseg Netherlands BV YV8649936 400000.00000000 PA 432743.95000000 0.103801415202 Long DBT CORP NL N 2 2027-09-20 Fixed 2.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc BJ1618617 500000.00000000 PA 537622.77000000 0.128958485430 Long DBT CORP US N 2 2026-07-06 Fixed 1.25000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PLN241115 PLN241115 1.00000000 NC USD 47068.33000000 0.011290185027 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 11697645.53000000 PLN 2968138.74000000 USD 2024-11-15 47068.33000000 N N N Oportun Funding LLC N/A Oportun Issuance Trust 68377GAC0 355623.62000000 PA USD 347648.12000000 0.083389650735 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N NEMAK SAB DE CV 5493000MY3DAIB0BP706 Nemak SAB de C.V. 64045DAC8 200000.00000000 PA USD 159171.82000000 0.038180222222 Long DBT CORP MX Y 2 2031-06-28 Fixed 3.62500000 N N N N N N Danone SA 969500KMUQ2B6CBAF162 Danone S.A. ZK6511149 500000.00000000 PA 553719.63000000 0.132819606650 Long DBT CORP FR N 2 2031-05-22 Fixed 3.47000000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 Aflac, Inc 001055BE1 100000000.00000000 PA 630406.71000000 0.151214381278 Long DBT CORP US N 2 2030-03-12 Fixed 0.55000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724CC4 76905.00000000 PA USD 34607.25000000 0.008301170995 Long DBT NUSS UA Y 2 2036-02-01 Fixed 1.75000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 AXA S.A. BO8478089 500000.00000000 PA 465108.79000000 0.111564703851 Long DBT CORP FR N 2 2041-10-07 Fixed 1.37500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie, Inc 00287YDQ9 450000.00000000 PA 472735.32000000 0.113394064162 Long DBT CORP US N 2 2029-06-01 Fixed 2.12500000 N N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 Bank Hapoalim BM BR9645804 270000.00000000 PA USD 251445.60000000 0.060313747024 Long DBT CORP IL Y 2 2032-01-21 Fixed 3.25500000 N N N N Y Bank Hapoalim BM Bank Hapoalim BM 3.255 01/21/2032 USD XXXX N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 JPY250114 JPY250114 1.00000000 NC USD -39964.74000000 -0.00958626127 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 2524728.51000000 USD 373720564.00000000 JPY 2025-01-14 -39964.74000000 N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638EB4 210000.00000000 PA USD 206605.79000000 0.049558112576 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.37500000 N N N N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 Dominican Republic Government International Bond 25714PET1 300000.00000000 PA USD 313118.31000000 0.075107055116 Long DBT NUSS DO Y 2 2031-02-03 Fixed 7.05000000 N N N N N N Italy Buoni Poliennali Del Tesoro N/A Italy Buoni Poliennali Del Tesoro T6052B2X5 900000.00000000 PA 1027501.59000000 0.246464726231 Long DBT CORP IT N 2 2031-10-30 Fixed 4.00000000 N N N N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638EC2 260000.00000000 PA USD 256761.42000000 0.061588842005 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.87500000 N N N N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 Dominican Republic Government International Bond 25714PEW4 15600000.00000000 PA 281110.33000000 0.067429365753 Long DBT NUSS DO Y 2 2035-09-15 Fixed 11.25000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 Honeywell International, Inc 438516CW4 500000.00000000 PA 547401.07000000 0.131303986455 Long DBT CORP US N 2 2036-03-01 Fixed 3.75000000 N N N N N N CREDIT AGRICOLE ASSRNCES 969500K2MUPSI57XK083 Credit Agricole Assurances S.A. BR6668346 500000.00000000 PA 461867.22000000 0.110787155018 Long DBT CORP FR N 2 2031-10-06 Fixed 1.50000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 Senegal Government International Bond BP9003099 825000.00000000 PA 643879.94000000 0.154446177682 Long DBT NUSS SN Y 2 2037-06-08 Fixed 5.37500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAD7 300000.00000000 PA USD 258813.84000000 0.062081151836 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development ZM2756512 31200000000.00010000 PA 1981497.51000000 0.475297796211 Long DBT NUSS N/A N 2 2028-01-12 Fixed 6.25000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 EUR250113 EUR250113 1.00000000 NC USD 1061.57000000 0.000254636646 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 964977.82000000 USD 885191.12000000 EUR 2025-01-13 1061.57000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc ZB9408673 400000.00000000 PA 435991.90000000 0.104580494393 Long DBT CORP US N 2 2028-05-14 Variable 4.14800000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 21987BBK3 200000.00000000 PA USD 208138.00000000 0.049925640687 Long DBT CORP CL Y 2 2036-01-26 Fixed 6.44000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 Tengizchevroil Finance Co International Ltd 88034QAB3 200000.00000000 PA USD 194798.20000000 0.046725849867 Long DBT CORP BM Y 2 2025-08-15 Fixed 2.62500000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 EUR250113 EUR250113 1.00000000 NC USD 3153.84000000 0.000756505215 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 761719.77000000 USD 700861.00000000 EUR 2025-01-13 3153.84000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BE3 500000.00000000 PA USD 471800.00000000 0.113169710847 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 American Tower Corp BP5739662 450000.00000000 PA 462244.19000000 0.110877578048 Long DBT CORP US N 2 2027-01-15 Fixed 0.45000000 N N N N N N Iberdrola Finanzas SA 5493004PZNZWWBOUV388 Iberdrola Finanzas S.A. YV9887378 400000.00000000 PA 427814.94000000 0.102619103552 Long DBT CORP ES N 2 2031-09-30 Fixed 3.00000000 N N N N N N JAPAN (5 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Five Year Bond BR9625400 268000000.00000000 PA 1749846.61000000 0.419732163802 Long DBT NUSS JP N 2 2026-09-20 Fixed 0.00500000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 Treasury Corp of Victoria AX6994815 2330000.00000000 PA 1390976.45000000 0.333650705050 Long DBT NUSS AU N 2 2029-10-22 Fixed 2.50000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AN0 400000.00000000 PA USD 408620.00000000 0.098014852154 Long DBT NUSS PY Y 2 2036-02-09 Fixed 6.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond EK7750491 1900000000.00000000 PA 1370718.71000000 0.328791521968 Long DBT NUSS KR N 2 2025-06-10 Fixed 2.25000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 MXN241115 MXN241115 1.00000000 NC USD 47067.97000000 0.011290098675 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 39458814.69000000 MXN 2013675.37000000 USD 2024-11-15 47067.97000000 N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 GBP250113 GBP250113 1.00000000 NC USD 481997.68000000 0.115615807704 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 30164327.23000000 GBP 39369415.10000000 USD 2025-01-13 481997.68000000 N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 Bank of Ireland Group plc BO3837669 600000.00000000 PA 627974.53000000 0.150630979186 Long DBT CORP IE N 2 2027-05-10 Fixed 0.37500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia Government International Bond AZ2272021 1700000.00000000 PA 1661228.15000000 0.398475433208 Long DBT NUSS RS Y 2 2029-06-26 Fixed 1.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond BJ8146422 600000.00000000 PA 506312.76000000 0.121448216718 Long DBT NUSS HU N 2 2035-06-05 Fixed 1.75000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 Colombia Government International Bond 195325EL5 200000.00000000 PA USD 202263.04000000 0.048516425926 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N Glencore Capital Finance DAC 213800HCUCI1HC7X6Q34 Glencore Capital Finance DAC ZB6532764 500000.00000000 PA 559250.78000000 0.134146352403 Long DBT CORP IE N 2 2031-04-29 Fixed 4.15400000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 038461AM1 675000.00000000 PA USD 534905.10000000 0.128306603429 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo S.p.A 46115HBQ9 200000.00000000 PA USD 175120.39000000 0.042005773420 Long DBT CORP IT Y 2 2032-06-01 Fixed 4.19800000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 New South Wales Treasury Corp AP6181865 1685000.00000000 PA 1043743.21000000 0.250360570740 Long DBT NUSS AU N 2 2029-04-20 Fixed 3.00000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland BT2450315 1000000.00000000 PA 924369.84000000 0.221726722147 Long DBT NUSS DE N 2 2032-02-15 Fixed 0.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I ZD8569471 175000.00000000 PA 192900.41000000 0.046270630822 Long DBT CORP US N 2 2034-03-26 Fixed 3.62500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc 92343VED2 700000.00000000 PA 719035.95000000 0.172473697648 Long DBT CORP US N 2 2029-10-26 Fixed 1.87500000 N N N N N N Bruegel 549300P1CR5XGGQ0OD33 Bruegel 2021 DAC BCC30XSY7 1132762.10000000 PA 1151413.34000000 0.276187186846 Long ABS-MBS CORP IE Y 2 2031-05-22 Variable 6.00800000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 GBP250113 GBP250113 1.00000000 NC USD -8079.49000000 -0.00193801090 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 1165336.22000000 USD 897664.93000000 GBP 2025-01-13 -8079.49000000 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 Bank of New York Mellon N/A 5600000.00000000 PA N/A 5600000.00000000 1.343260662883 Long RA CORP US N 2 Repurchase Y 4.8600 2026-03-31 5992800 USD 5712035.74 USD UST N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 NOK250113 NOK250113 1.00000000 NC USD 73198.17000000 0.017557896849 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 32984245.07000000 NOK 3072573.46000000 USD 2025-01-13 73198.17000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond BO9178522 12400000.00000000 PA 2206908.35000000 0.529366638061 Long DBT NUSS CN N 2 2051-04-12 Fixed 3.72000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development BT3827768 41300000.00000000 PA 476226.37000000 0.114231455258 Long DBT NUSS N/A N 2 2027-01-21 Fixed 5.50000000 N N N N N N CBQ Finance Ltd 213800FNEMX56U9OHK56 CBQ Finance Ltd ZD9989512 300000.00000000 PA USD 306513.88000000 0.073522863862 Long DBT CORP BM N 2 2029-03-28 Fixed 5.37500000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I BW6673931 400000.00000000 PA 431772.30000000 0.103568347484 Long DBT CORP US N 2 2025-05-25 Fixed 1.75000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 New Zealand Government International Bond JK5970583 1800000.00000000 PA 1068397.01000000 0.256274227834 Long DBT NUSS NZ N 2 2025-04-15 Fixed 2.75000000 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 Asian Infrastructure Investment Bank BS7653915 41700000.00000000 PA 458061.17000000 0.109874205509 Long DBT NUSS N/A N 2 2031-12-08 Fixed 6.00000000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 VZ Secured Financing BV BT3367682 1300000.00000000 PA 1290343.28000000 0.309512030292 Long DBT CORP NL Y 2 2032-01-15 Fixed 3.50000000 N N N N N N THALES SA 529900FNDVTQJOVVPZ19 Thales S.A. ZK9158351 600000.00000000 PA 664782.01000000 0.159459914897 Long DBT CORP FR N 2 2029-06-14 Fixed 3.62500000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724CA8 230715.00000000 PA USD 108089.98000000 0.025927324676 Long DBT NUSS UA Y 2 2034-02-01 Fixed 1.75000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BJ7876565 2760000.00000000 PA 1365536.70000000 0.327548523720 Long DBT NUSS GB N 2 2050-10-22 Fixed 0.62500000 N N N N N N Turkiye Government International Bond 5493000PCHOG3B6S3Q85 Turkiye Government International Bond ZD7301595 1000000.00000000 PA 1128987.56000000 0.270807960398 Long DBT NUSS TR N 2 2030-05-21 Fixed 5.87500000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 Taurus UK DAC BCC2QWFH4 347448.08000000 PA 447548.11000000 0.107352459091 Long ABS-MBS CORP IE Y 2 2031-05-17 Variable 6.28002000 N N N N N N BOI FINANCE BV 724500ZH3H2YACBUNF38 BOI Finance BV BU2015792 1000000.00000000 PA 1040035.72000000 0.249471262619 Long DBT CORP NL Y 2 2027-02-16 Fixed 7.50000000 N N N N N N Avolon TLB Borrower 1 US LLC 635400O84AGITYFZQB55 Avolon TLB Borrower US LLC 05400KAJ9 258157.02000000 PA USD 258215.11000000 0.061937535683 Long LON CORP US N 2 2030-06-22 Variable 6.50915000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group plc AR5040241 750000.00000000 PA 811927.50000000 0.194755405689 Long DBT CORP GB N 2 2026-03-02 Fixed 1.75000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAK8 300000.00000000 PA USD 251596.35000000 0.060349907121 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government International Bond AV1262212 27500000.00000000 PA 873395.15000000 0.209499526455 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N PROXIMUS SADP 549300CWRXC5EP004533 Proximus SADP BS3563688 800000.00000000 PA 627162.31000000 0.150436153618 Long DBT CORP BE N 2 2036-11-17 Fixed 0.75000000 N N N N N N HIGHLAND HOLDINGS SARL 549300WGY8GPJM4PQR36 Highland Holdings Sarl BS2119425 500000.00000000 PA 515233.90000000 0.123588112509 Long DBT CORP LU N 2 2026-12-15 Fixed 0.31800000 N N N N N N ENTEL CHILE SA 529900N4SUIP0URJT330 Empresa Nacional de Telecomunicaciones S.A. 29245VAE5 325000.00000000 PA USD 270293.99000000 0.064834872175 Long DBT CORP CL Y 2 2032-09-14 Fixed 3.05000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond ZO3452687 12700000.00000000 PA 2277554.55000000 0.546312399033 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N Goldman Sachs W22LROWP2IHZNBB6K528 PEN241119 PEN241119 1.00000000 NC USD 121.26000000 0.000029086390 N/A DFE CORP US N 2 Goldman Sachs W22LROWP2IHZNBB6K528 2886797.46000000 PEN 764932.71000000 USD 2024-11-19 121.26000000 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459058HS5 1600000.00000000 PA 1144689.19000000 0.274574278599 Long DBT NUSS N/A N 2 2025-01-16 Fixed 1.90000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 Avantor Funding, Inc BK4245605 500000.00000000 PA 541638.40000000 0.129921706469 Long DBT CORP US Y 2 2028-07-15 Fixed 3.87500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro BK4597278 2625000.00000000 PA 2716488.25000000 0.651598537037 Long DBT NUSS IT N 2 2027-09-15 Fixed 0.95000000 N N N N N N Cadent Finance PLC 5493005M8TJ0J6IMUF67 Cadent Finance plc ZB2787628 500000.00000000 PA 539149.89000000 0.129324792613 Long DBT CORP GB N 2 2033-04-16 Fixed 3.75000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank ZL9360419 33000000.00000000 PA 390575.00000000 0.093686434536 Long DBT NUSS N/A N 2 2033-04-17 Fixed 7.00000000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 Kia Corp 49374JAD5 250000.00000000 PA USD 238952.12000000 0.057316961269 Long DBT CORP KR Y 2 2027-02-14 Fixed 2.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond (Step Bond) ZO2094456 441250.00000000 PA USD 304093.11000000 0.072942198663 Long DBT NUSS EC Y 2 2030-07-31 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp AS2798773 500000.00000000 PA 526332.79000000 0.126250380784 Long DBT CORP US N 2 2028-04-25 Fixed 1.66200000 N N N N N N Kingdom of Belgium N/A Kingdom of Belgium Government Bond N/A 285000.00000000 PA 312164.10000000 0.074878170695 Long DBT CORP BE N 2 2034-06-22 Fixed 3.00000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BR7415259 2150000.00000000 PA 1331134.56000000 0.319296552045 Long DBT CORP GB N 2 2053-07-31 Fixed 1.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG BM1389774 600000.00000000 PA 596879.68000000 0.143172320467 Long DBT CORP CH N 2 2028-11-05 Fixed 0.25000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond EI4133860 12750000000.00010000 PA 838629.22000000 0.201160293209 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.37500000 N N N N N N French Republic Government Bond OAT 969500KCGF3SUYJHPV70 French Republic Government Bond OAT ZK2178539 2500000.00000000 PA 2722986.00000000 0.653157139175 Long DBT NUSS FR N 2 2029-02-25 Fixed 2.75000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513EAB7 500000.00000000 PA 508598.03000000 0.121996379806 Long DBT CORP US N 2 2030-05-18 Fixed 2.15000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays plc ZN2142182 200000.00000000 PA 274308.47000000 0.065797817365 Long DBT CORP GB N 2 2032-11-14 Fixed 8.40700000 N N N N N N Spain Government Bond 9598007A56S18711AH60 Spain Government Bond ZF2464195 1625000.00000000 PA 1795575.05000000 0.430700952128 Long DBT NUSS ES Y 2 2034-04-30 Fixed 3.25000000 N N N N N N LA POSTE SA 9695000YG7TR7PAP0L59 La Poste S.A. BN4539977 300000.00000000 PA 238645.36000000 0.057243379369 Long DBT CORP FR N 2 2036-01-18 Fixed 0.62500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 Ecuador Government International Bond (Step Bond) ZO2104214 309125.00000000 PA USD 170719.48000000 0.040950136048 Long DBT NUSS EC Y 2 2035-07-31 Fixed 1.00000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV ZD0684401 400000.00000000 PA 433387.32000000 0.103955739062 Long DBT CORP NL N 2 2044-02-22 Fixed 3.62500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond AZ6421871 18900000.00000000 PA 3399377.91000000 0.815401897281 Long DBT NUSS CN N 2 2049-07-22 Fixed 3.86000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 Hellenic Republic Government International Bond AX5202350 575000.00000000 PA 655728.25000000 0.157288207815 Long DBT NUSS GR Y 2 2029-03-12 Fixed 3.87500000 N N N N N N BUNDESOBLIGATION 529900AQBND3S6YJLY83 Bundesobligation BX3039894 425000.00000000 PA 451188.09000000 0.108225573724 Long DBT NUSS DE N 2 2027-10-15 Fixed 1.30000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BJ8830264 1230000.00000000 PA 1396056.90000000 0.334869342306 Long DBT NUSS GB N 2 2028-01-31 Fixed 0.12500000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Thirty Year Bond BR9216051 278000000.00000000 PA 1300139.42000000 0.311861810562 Long DBT NUSS JP N 2 2051-09-20 Fixed 0.70000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724CB6 205080.00000000 PA USD 93824.10000000 0.022505396921 Long DBT NUSS UA Y 2 2035-02-01 Fixed 1.75000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 Adani Electricity Mumbai Ltd 00654GAB9 300000.00000000 PA USD 254249.34000000 0.060986274461 Long DBT CORP IN Y 2 2031-07-22 Fixed 3.86700000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 Israel Electric Corp Ltd 465077AL9 400000.00000000 PA USD 377260.00000000 0.090492592442 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 Cyprus Government International Bond ZS3023307 500000.00000000 PA 470002.48000000 0.112738543364 Long DBT NUSS CY N 2 2049-05-03 Fixed 2.75000000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 Cyprus Government International Bond BT4945783 1550000.00000000 PA 1474078.56000000 0.353584239937 Long DBT NUSS CY N 2 2032-01-20 Fixed 0.95000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander S.A. YX5303665 300000.00000000 PA 388393.40000000 0.093163138561 Long DBT CORP ES N 2 2029-06-11 Fixed 5.50000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 Eskom Holdings SOC Ltd BQ6082631 1250000.00000000 PA USD 1193687.50000000 0.286327404022 Long DBT CORP ZA N 2 2027-07-23 Fixed 4.31400000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic Government International Bond 25714PEF1 750000.00000000 PA USD 685246.44000000 0.164368676291 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 Republic of Cameroon International Bond BQ3349835 650000.00000000 PA 565974.97000000 0.135759270246 Long DBT NUSS CM Y 2 2032-07-07 Fixed 5.95000000 N N N N N N Spain Government Bond 9598007A56S18711AH60 Spain Government Bond ZL1845482 2175000.00000000 PA 2495540.13000000 0.598600158799 Long DBT NUSS ES Y 2 2039-07-30 Fixed 3.90000000 N N N N N N CLOVERIE PLC ZURICH INS 5493002N598MXOKUEF55 Cloverie plc for Zurich Insurance Co Ltd AV0889999 750000.00000000 PA 772645.33000000 0.185332871098 Long DBT CORP IE N 2 2028-12-15 Fixed 1.50000000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 Oriental Republic of Uruguay 760942BG6 1000000.00000000 PA USD 946667.64000000 0.227075250292 Long DBT NUSS UY N 2 2060-09-10 Fixed 5.25000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond BR7206518 1175000000.00000000 PA 818025.51000000 0.196218123003 Long DBT NUSS KR N 2 2031-12-10 Fixed 2.37500000 N N N N N N Bank Gospodarstwa Krajowego 259400BCOV9JJIGLYF05 Bank Gospodarstwa Krajowego 06237MAC7 1000000.00000000 PA USD 1008980.00000000 0.242021989935 Long DBT NUSS PL Y 2 2034-07-09 Fixed 5.75000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 HUF241115 HUF241115 1.00000000 NC USD 15131.23000000 0.003629497507 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 272795843.00000000 HUF 741511.88000000 USD 2024-11-15 15131.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG. ZP3884472 500000.00000000 PA 525258.11000000 0.125992599468 Long DBT CORP DE N 2 2027-01-20 Fixed 1.62500000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 Turkiye Government International Bond ZO8193765 42000000.00000000 PA 968999.80000000 0.232432020300 Long DBT NUSS TR N 2 2025-10-01 Fixed 12.60000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro BN4718670 975000.00000000 PA 974590.34000000 0.233773011812 Long DBT NUSS IT N 2 2028-03-15 Fixed 0.25000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 Celulosa Arauco y Constitucion S.A. 151191BB8 300000.00000000 PA USD 287731.14000000 0.069017486044 Long DBT CORP CL N 2 2027-11-02 Fixed 3.87500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDB4 700000.00000000 PA 712367.28000000 0.170874097276 Long DBT CORP US N 2 2027-05-20 Fixed 0.25000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Ten Year Bond ZP3165708 325000000.00000000 PA 2088295.65000000 0.500915249842 Long DBT NUSS JP N 2 2029-12-20 Fixed 0.10000000 N N N N N N Dominican Republic Central Bank Notes 549300DTVR57NON7XL66 Dominican Republic Central Bank Notes 25714PER5 43000000.00000000 PA 726311.94000000 0.174218974640 Long DBT NUSS DO Y 2 2025-12-05 Fixed 13.00000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 ZF North America Capital, Inc 98877DAD7 150000.00000000 PA USD 151296.45000000 0.036291173164 Long DBT CORP US Y 2 2028-04-14 Fixed 6.87500000 N N N N N N Sartorius Finance BV 529900JCAKTMRXK9EA58 Sartorius Finance BV ZI6854247 500000.00000000 PA 566852.02000000 0.135969646453 Long DBT CORP NL N 2 2029-09-14 Fixed 4.37500000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 Canada Housing Trust No 1 13509PJC8 3075000.00000000 PA 2214481.45000000 0.531183182226 Long DBT NUSS CA Y 2 2032-09-15 Fixed 3.55000000 N N N N N N Chile Government International Bond 549300FLZTJM5YJF8D34 Chile Government International Bond YW1328411 925000.00000000 PA 1020777.86000000 0.244851918728 Long DBT NUSS CL N 2 2031-07-09 Fixed 3.87500000 N N N N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 Jazz Financing Lux Sarl N/A 213182.76000000 PA USD 213449.24000000 0.051199637073 Long LON CORP LU N 2 2028-05-05 Variable 6.93516000 N N N N N N Japan Government Five Year Bond 353800WZS8AXZXFUC241 Japan Government Five Year Bond YX8917420 319000000.00000000 PA 2095709.59000000 0.502693616620 Long DBT NUSS JP N 2 2029-03-20 Fixed 0.50000000 N N N N N N John Deere Bank SA RUOKPID0PZ0UWJYU9J61 John Deere Bank S.A. YX9529554 400000.00000000 PA 439949.57000000 0.105529812684 Long DBT CORP LU N 2 2029-10-15 Fixed 3.30000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BN5660517 900000.00000000 PA 553070.80000000 0.132663973112 Long DBT NUSS GB N 2 2046-01-31 Fixed 0.87500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 Olympus Water US Holding Corp BR5436398 500000.00000000 PA 525153.65000000 0.125967542859 Long DBT CORP US Y 2 2028-10-01 Fixed 3.87500000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond ZP6061227 800000.00000000 PA 707270.63000000 0.169651574159 Long DBT NUSS RO Y 2 2032-01-28 Fixed 2.00000000 N N N N N N Japan Government Thirty Year Bond 353800WZS8AXZXFUC241 Japan Government Thirty Year Bond J2S39LU44 233000000.00000000 PA 1341217.42000000 0.321715107260 Long DBT CORP JP N 2 2053-12-20 Fixed 1.60000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond BT8260684 730000000.00000000 PA 482965.61000000 0.115847983114 Long DBT NUSS KR N 2 2052-03-10 Fixed 2.50000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 Kingdom of Belgium Government Bond BT5908418 3825000.00000000 PA 3467443.14000000 0.831728566204 Long DBT NUSS BE Y 2 2032-06-22 Fixed 0.35000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F ZP2084801 5000000.00000000 PA 765612.37000000 0.183645889221 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I plc BQ1812974 600000.00000000 PA 662455.32000000 0.158901816477 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BM3 40600000.00000000 PA 923462.51000000 0.221509082737 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 Becton Dickinson & Co 075887CT4 600000.00000000 PA 657140.83000000 0.157627040520 Long DBT CORP US N 2 2031-02-08 Fixed 3.51900000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 Romanian Government International Bond ZM1054521 7590000.00000000 PA 1753173.24000000 0.420530115805 Long DBT NUSS RO N 2 2030-04-29 Fixed 8.00000000 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 Serbia Treasury Bonds BG1390940 101500000.00000000 PA 916103.29000000 0.219743841534 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.50000000 N N N N N N Diamond Resorts Owner Trust N/A Diamond Resorts Owner Trust 25273CAC4 303226.53000000 PA USD 293691.39000000 0.070447159145 Long ABS-O CORP US Y 2 2033-11-21 Fixed 2.70000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 Province of Quebec Canada 74814ZFB4 1000000.00000000 PA 710245.27000000 0.170365095033 Long DBT NUSS CA N 2 2027-09-01 Fixed 2.75000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 Thaioil Treasury Center Co Ltd 88322YAK7 300000.00000000 PA USD 258215.07000000 0.061937526088 Long DBT CORP TH Y 2 2030-06-18 Fixed 2.50000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Twenty Year Bond AL7975124 278000000.00000000 PA 1710143.02000000 0.410208544048 Long DBT NUSS JP N 2 2036-12-20 Fixed 0.60000000 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 Ireland Government Bond BN3323571 930000.00000000 PA 849750.20000000 0.203827860167 Long DBT NUSS IE N 2 2031-10-18 Fixed 0.00000000 N N N N N N Prologis Euro Finance LLC 549300MI5D1784PRQH06 ProLogis Euro Finance LLC 74341EAS1 600000.00000000 PA 662396.62000000 0.158887736227 Long DBT CORP US N 2 2034-05-05 Fixed 4.00000000 N N N N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple 05974EAA8 300000.00000000 PA USD 300750.00000000 0.072140293636 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 International Finance Corp ZO8190688 700000.00000000 PA 860086.08000000 0.206307106778 Long DBT NUSS N/A N 2 2025-12-15 Fixed 0.25000000 N N N N N N AMERICAN MEDICAL SYST EU 549300AA2JE6ZQ5D2493 American Medical Systems Europe BV BU9242704 500000.00000000 PA 492344.12000000 0.118097587321 Long DBT CORP NL N 2 2031-03-08 Fixed 1.62500000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 NZD250113 NZD250113 1.00000000 NC USD 60323.48000000 0.014469671023 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 5539244.95000000 NZD 3373821.16000000 USD 2025-01-13 60323.48000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JX21 300000.00000000 PA USD 257265.00000000 0.061709634720 Long DBT NUSS EG Y 2 2032-01-15 Fixed 7.05290000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland BP9803662 2550000.00000000 PA 2389263.26000000 0.573107741148 Long DBT NUSS DE N 2 2031-08-15 Fixed 0.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397D75 400000.00000000 PA 455887.26000000 0.109352754119 Long DBT CORP US N 2 2029-02-20 Fixed 5.12500000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 Mondelez International Holdings Netherlands BV BR2833373 600000.00000000 PA 452606.93000000 0.108565908003 Long DBT CORP NL N 2 2041-09-09 Fixed 1.25000000 N N N N N N Japan Government Forty Year Bond 353800WZS8AXZXFUC241 Japan Government Forty Year Bond ZK7862673 349000000.00000000 PA 1645847.66000000 0.394786146210 Long DBT NUSS JP N 2 2063-03-20 Fixed 1.30000000 N N N N N N Powszechna Kasa Oszczednosci Bank Polski SA P4GTT6GF1W40CVIMFR43 Powszechna Kasa Oszczednosci Bank Polski S.A. YV5604900 185000.00000000 PA 201310.19000000 0.048287867725 Long DBT CORP PL N 2 2027-09-12 Fixed 3.87500000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Ten Year Bond QZ4138504 284000000.00000000 PA 1857597.83000000 0.445578230802 Long DBT NUSS JP N 2 2026-09-20 Fixed 0.10000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDC3 500000.00000000 PA USD 461601.49000000 0.110723414900 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Hellenic Republic Government Bond 2138003EKTMKZ5598902 Hellenic Republic Government International Bond ZB6605172 650000.00000000 PA 722168.02000000 0.173224980939 Long DBT NUSS GR Y 2 2054-06-15 Fixed 4.12500000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond 445545AR7 285000.00000000 PA USD 293185.20000000 0.070325740374 Long DBT NUSS HU Y 2 2028-05-22 Fixed 6.12500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol S.A. 279158AS8 300000.00000000 PA USD 308216.70000000 0.073931315848 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638CZ3 6201000.00000000 PA 1474329.96000000 0.353644542746 Long DBT NUSS PE Y 2 2034-08-12 Fixed 5.40000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAZ1 600000.00000000 PA 738216.06000000 0.177074391804 Long DBT CORP US N 2 2031-06-02 Fixed 5.75000000 N N N N N N THERMO FISHER SC FNCE I 549300SM0PJC1F3RPL91 Thermo Fisher Scientific Finance I BV BR7759565 1100000.00000000 PA 1050490.78000000 0.251979096695 Long DBT CORP NL N 2 2030-10-18 Fixed 0.80000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 Hungary Government International Bond ZN3745520 550000.00000000 PA 620631.46000000 0.148869611851 Long DBT NUSS HU N 2 2027-02-22 Fixed 5.00000000 N N N N N N RTE RESEAU DE TRANSPORT 969500JRJW0K2ET1UP76 RTE Reseau de Transport d'Electricite SADIR ZJ3113876 200000.00000000 PA 221848.62000000 0.053214379350 Long DBT CORP FR N 2 2035-07-04 Fixed 3.75000000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 Organon Finance LLC 68622TAB7 750000.00000000 PA USD 684005.18000000 0.164070937768 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N ULTRATECH CEMENT LTD 335800PC9O9B4BQHG814 UltraTech Cement Ltd 90403YAA7 225000.00000000 PA USD 194723.50000000 0.046707931730 Long DBT CORP IN Y 2 2031-02-16 Fixed 2.80000000 N N N N N N Brazilian Government International Bond 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756CK4 750000.00000000 PA USD 755537.58000000 0.181229269740 Long DBT NUSS BR N 2 2032-01-22 Fixed 6.12500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro BM0807123 950000.00000000 PA 648335.50000000 0.155514923839 Long DBT NUSS IT Y 2 2051-09-01 Fixed 1.70000000 N N N N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 Volkswagen International Finance NV BX3336597 500000.00000000 PA 550345.58000000 0.132010280108 Long DBT CORP NL N 2 2027-09-28 Fixed 3.75000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays plc BQ8368673 400000.00000000 PA 392793.00000000 0.094218461706 Long DBT CORP GB N 2 2029-08-09 Fixed 0.57700000 N N N N N N Cepsa Finance SA 959800QEUH8V5SPPCB45 Cepsa Finance S.A. ZB1504768 500000.00000000 PA 543325.98000000 0.130326502867 Long DBT CORP ES N 2 2031-04-11 Fixed 4.12500000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 Power Finance Corp Ltd BN6685760 250000.00000000 PA USD 223726.31000000 0.053664777049 Long DBT CORP IN N 2 2031-05-16 Fixed 3.35000000 N N N N N N ALEN 2021-ACEN Mortgage Trust N/A Alen Mortgage Trust 01449NAE6 2000000.00000000 PA USD 1439500.40000000 0.345290046700 Long ABS-MBS CORP US Y 2 2034-04-15 Variable 7.16848000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Thirty Year Bond QZ4675638 457700000.00000000 PA 2255487.25000000 0.541019160457 Long DBT NUSS JP N 2 2046-09-20 Fixed 0.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BR2057668 1100000.00000000 PA 1060082.45000000 0.254279831160 Long DBT NUSS GB N 2 2033-07-31 Fixed 0.87500000 N N N N N N Haleon UK Capital PLC 5493004B26DRJNN0OV17 Haleon UK Capital plc YV6757780 700000.00000000 PA 759303.07000000 0.182132490203 Long DBT CORP GB N 2 2028-09-18 Fixed 2.87500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 RON241115 RON241115 1.00000000 NC USD 7389.46000000 0.001772494810 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 8326125.17000000 RON 1827327.63000000 USD 2024-11-15 7389.46000000 N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 Alfa Desarrollo S.p.A 01538TAA3 396415.78000000 PA USD 298096.78000000 0.071503871126 Long DBT CORP CL Y 2 2051-09-27 Fixed 4.55000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 CNY241217 CNY241217 1.00000000 NC USD 31334.29000000 0.007516092706 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 4996447.01000000 USD 35564430.00000000 CNY 2024-12-17 31334.29000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BZ6913918 1300000.00000000 PA 1537077.01000000 0.368695550599 Long DBT NUSS GB N 2 2038-01-29 Fixed 3.75000000 N N N N N N Japan Government Twenty Year Bond 353800WZS8AXZXFUC241 Japan Government Twenty Year Bond ZB3726658 212000000.00000000 PA 1360471.85000000 0.326333628404 Long DBT NUSS JP N 2 2044-03-20 Fixed 1.60000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland AO2235429 4675000.00000000 PA 4864574.35000000 1.166855601076 Long DBT NUSS DE N 2 2027-08-15 Fixed 0.50000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 Mexico Government International Bond ZF4261219 840000.00000000 PA 915252.08000000 0.219539663515 Long DBT NUSS MX N 2 2032-05-25 Fixed 4.48990000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt AR6412506 900000.00000000 PA 1053222.72000000 0.252634401612 Long DBT NUSS GB N 2 2028-10-22 Fixed 1.62500000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 Kingdom of Belgium Government Bond BG1378069 5150000.00000000 PA 3647180.72000000 0.874841855643 Long DBT NUSS BE Y 2 2040-06-22 Fixed 0.40000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BQ2520402 780000.00000000 PA 995515.12000000 0.238792196428 Long DBT NUSS GB N 2 2025-01-31 Fixed 0.25000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 Bangkok Bank PCL 059895AV4 430000.00000000 PA USD 371670.96000000 0.089151960732 Long DBT CORP TH Y 2 2036-09-23 Fixed 3.46600000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Twenty Year Bond AT5788530 256000000.00000000 PA 1512705.94000000 0.362849711377 Long DBT NUSS JP N 2 2038-06-20 Fixed 0.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A.S. ZP3178248 500000.00000000 PA 604301.30000000 0.144952529432 Long DBT CORP DK N 2 2028-01-14 Fixed 2.25000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond BM7280605 100000.00000000 PA 95151.14000000 0.022823711319 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.87500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc BO6068908 700000.00000000 PA 726361.29000000 0.174230812124 Long DBT CORP GB N 2 2031-09-23 Fixed 1.20000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 Asian Development Bank ZM9151501 720000.00000000 PA 470605.25000000 0.112883128584 Long DBT NUSS N/A N 2 2026-02-17 Fixed 3.90000000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 United Kingdom Gilt EH5295793 1200000.00000000 PA 1402341.13000000 0.336376727834 Long DBT NUSS GB N 2 2049-12-07 Fixed 4.25000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 Hellenic Republic Government International Bond ZJ7218432 750000.00000000 PA 875567.40000000 0.210020579664 Long DBT NUSS GR Y 2 2038-07-18 Fixed 4.37500000 N N N N N N China Government Bond 300300CHN201808MOF68 China Government Bond ZI4385590 13900000.00000000 PA 2008367.27000000 0.481742991145 Long DBT NUSS CN N 2 2033-08-25 Fixed 2.52000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 Millicom International Cellular S.A. 600814AR8 200000.00000000 PA USD 180433.22000000 0.043280151197 Long DBT CORP LU Y 2 2031-04-27 Fixed 4.50000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia Government International Bond 817477AH5 375000.00000000 PA USD 392162.20000000 0.094067152987 Long DBT NUSS RS Y 2 2033-09-26 Fixed 6.50000000 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 Ireland Government Bond ZM2350704 550000.00000000 PA 606598.87000000 0.145503642896 Long DBT NUSS IE N 2 2043-10-18 Fixed 3.00000000 N N N N N N STATE STR NAVIGATOR SECS L TR N/A State Street Navigator Securities Lending Government Money Market Portfolio 857509301 873885.75000000 NS USD 873885.75000000 0.209617205683 Long STIV RF US N 1 N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos EH6944449 38600000.00000000 PA 1687504.54000000 0.404778297682 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 GBP250113 GBP250113 1.00000000 NC USD 33051.19000000 0.007927922033 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 1638002.64000000 GBP 2138541.36000000 USD 2025-01-13 33051.19000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas S.A. 05565A5R0 500000.00000000 PA USD 522061.72000000 0.125225887870 Long DBT CORP FR Y 2 N/A Fixed 8.50000000 N N N N Y BNP Paribas SA BNP PARIBAS SA 8.5 12/30/2049 USD XXXX N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 Costa Rica Government International Bond 221597CR6 400000.00000000 PA USD 415082.35000000 0.099564962966 Long DBT NUSS CR Y 2 2034-04-03 Fixed 6.55000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt ZP4466964 1450000.00000000 PA 1124042.22000000 0.269621731704 Long DBT NUSS GB N 2 2041-10-22 Fixed 1.25000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 Republic of Poland Government International Bond 731011AW2 280000.00000000 PA USD 271169.36000000 0.065044845404 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N China Government Bond 300300CHN201808MOF68 China Government Bond ZH3763864 13800000.00000000 PA 1995177.16000000 0.478579106162 Long DBT NUSS CN N 2 2028-10-15 Fixed 2.55000000 N N N N N N Mercedes-Benz International Finance BV 529900RUGCXMPEENHQ31 Mercedes-Benz International Finance BV YX5582839 800000.00000000 PA 1030503.25000000 0.247184728339 Long DBT CORP NL N 2 2027-07-12 Fixed 5.00000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV ZF3624193 500000.00000000 PA 552512.71000000 0.132530105193 Long DBT CORP NL N 2 2035-01-23 Fixed 3.87500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro BN3326749 1150000.00000000 PA 911054.80000000 0.218532870459 Long DBT NUSS IT Y 2 2037-03-01 Fixed 0.95000000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 Organon Finance LLC 68622TAC5 100000.00000000 PA 104993.97000000 0.025184691025 Long DBT CORP US Y 2 2028-04-30 Fixed 2.87500000 N N N N N N Japan Government Thirty Year Bond 353800WZS8AXZXFUC241 Japan Government Thirty Year Bond YW1926073 174000000.00000000 PA 1145893.18000000 0.274863077242 Long DBT NUSS JP N 2 2054-06-20 Fixed 2.20000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Kenya Government International Bond 491798AJ3 1200000.00000000 PA USD 1183500.00000000 0.283883749021 Long DBT NUSS KE Y 2 2027-05-22 Fixed 7.00000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 Province of Ontario Canada 68333ZAP2 1300000.00000000 PA 858746.00000000 0.205985664501 Long DBT NUSS CA N 2 2031-06-02 Fixed 2.15000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AK0 800000.00000000 PA USD 734072.00000000 0.176080364522 Long DBT NUSS MA Y 2 2027-12-15 Fixed 2.37500000 N N N N N N APTIV PLC 254900HTTDFIJZ32GX53 Aptiv plc EK7591838 300000.00000000 PA 324226.69000000 0.077771599738 Long DBT CORP JE N 2 2025-03-10 Fixed 1.50000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 Protective Life Global Funding ZM2698375 500000.00000000 PA 650579.48000000 0.156053182779 Long DBT CORP US N 2 2028-01-13 Fixed 5.24800000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Twenty Year Bond AV1227504 660000000.00000000 PA 3990651.90000000 0.957229592237 Long DBT NUSS JP N 2 2038-09-20 Fixed 0.70000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 French Republic Government Bond OAT ZP7360719 910000.00000000 PA 511696.27000000 0.122739548363 Long DBT NUSS FR Y 2 2052-05-25 Fixed 0.75000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724CF7 88440.00000000 PA USD 42893.40000000 0.010288753020 Long DBT NUSS UA Y 2 2035-02-01 Fixed 0.00000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government International Bond BK8156469 12000000.00000000 PA 324130.33000000 0.077748486060 Long DBT NUSS TH N 2 2035-12-17 Fixed 1.58500000 N N N N N N Phoenix Newco Inc 254900PHGVI5379Z9791 Phoenix Newco, Inc 71911KAD6 232563.10000000 PA USD 232704.96000000 0.055818467647 Long LON CORP US N 2 2028-11-15 Variable 7.68516000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CBG8 400000.00000000 PA 463289.20000000 0.111128242481 Long DBT CORP US N 2 2032-11-29 Fixed 4.50000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Thirty Year Bond ZO8080129 73000000.00000000 PA 338395.90000000 0.081170339455 Long DBT NUSS JP N 2 2050-09-20 Fixed 0.60000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205AY0 1025000.00000000 PA USD 1001968.25000000 0.240340095657 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 AngloGold Ashanti Holdings plc 03512TAE1 250000.00000000 PA USD 226694.93000000 0.054376853918 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 Spain Government International Bond AZ1293424 1875000.00000000 PA 1844275.00000000 0.442382510542 Long DBT NUSS ES Y 2 2029-10-31 Fixed 0.60000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 Benin Government International Bond BQ5680468 1275000.00000000 PA 1154952.96000000 0.277036228330 Long DBT NUSS BJ Y 2 2035-01-22 Fixed 4.95000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities UV3907192 13000000.00000000 PA 85639.05000000 0.020542065548 Long DBT NUSS JP N 2 2025-08-15 Fixed 0.44000000 N N N N N N China Government Bond 300300CHN201808MOF68 China Government Bond ZD1484066 31000000.00000000 PA 4400420.56000000 1.055519971141 Long DBT NUSS CN N 2 2027-02-25 Fixed 2.04000000 N N N N N N Serbia Treasury Bonds 254900W94OCY91V32O78 Serbia Treasury Bonds ZH6015718 110000000.00000000 PA 1149986.06000000 0.275844828082 Long DBT NUSS RS N 2 2031-10-26 Fixed 7.00000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co 260543CZ4 800000.00000000 PA 819444.12000000 0.196558402111 Long DBT CORP US N 2 2027-03-15 Fixed 0.50000000 N N N N N N TEMASEK FINANCIAL I LTD 549300XMGMDF3VRJMF12 Temasek Financial I Ltd ZQ5981167 200000.00000000 PA 181834.50000000 0.043616273393 Long DBT CORP SG N 2 2031-11-20 Fixed 0.50000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets plc ZS4387933 1050000.00000000 PA 1001722.01000000 0.240281030567 Long DBT CORP GB N 2 2031-05-08 Fixed 1.23100000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal YX4979077 500000.00000000 PA 646878.07000000 0.155165333055 Long DBT CORP CA N 2 2028-10-10 Fixed 5.12500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale S.A. ZG1630638 400000.00000000 PA 457398.39000000 0.109715225813 Long DBT CORP FR N 2 2031-11-21 Fixed 4.87500000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities JV4448934 21000000.00000000 PA 138039.59000000 0.033111276994 Long DBT NUSS JP N 2 2026-01-19 Fixed 0.32000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724CG5 73700.00000000 PA USD 35560.25000000 0.008529765176 Long DBT NUSS UA Y 2 2036-02-01 Fixed 0.00000000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 Dana Financing Luxembourg Sarl BP4849710 500000.00000000 PA 497710.83000000 0.119384889183 Long DBT CORP LU Y 2 2029-07-15 Fixed 3.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond BO9153574 7440000000.00000000 PA 5072395.11000000 1.216705146047 Long DBT NUSS KR N 2 2031-06-10 Fixed 2.00000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Listrik Negara PT 71568PAK5 225000.00000000 PA USD 188845.85000000 0.045298071723 Long DBT CORP ID Y 2 2049-07-17 Fixed 4.87500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV YV4264995 500000.00000000 PA 543572.54000000 0.130385644715 Long DBT CORP NL N 2 2035-09-03 Fixed 3.75000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel S.A. ZN4370518 300000.00000000 PA 386135.05000000 0.092621432718 Long DBT CORP FR N 2 2025-09-25 Fixed 4.87500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro QZ0167556 2575000.00000000 PA 2722044.59000000 0.652931325064 Long DBT NUSS IT N 2 2026-12-01 Fixed 1.25000000 N N N N N N RWE AG 529900GB7KCA94ACC940 RWE AG. BW6393068 400000.00000000 PA 424329.40000000 0.101783034129 Long DBT CORP DE N 2 2030-05-24 Fixed 2.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond BX8915171 6750000.00000000 PA 969008.69000000 0.232434152726 Long DBT NUSS CN N 2 2027-07-25 Fixed 2.50000000 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 Erste Group Bank AG. BM5824776 600000.00000000 PA 615938.36000000 0.147743887455 Long DBT CORP AT N 2 N/A Fixed 4.25000000 N N N N Y Erste Group Bank AG Erste Group Bank AG 4.25 04/15/2173 EUR XXXX N N N GOODYEAR EUROPE BV 529900AJU331P2QORU39 Goodyear Europe BV BR5232441 295000.00000000 PA 295616.42000000 0.070908912194 Long DBT CORP NL Y 2 2028-08-15 Fixed 2.75000000 N N N N N N Abu Dhabi Commercial Bank PJSC 213800RWVKKIRX1AUH58 Abu Dhabi Commercial Bank PJSC YV5280164 200000.00000000 PA USD 200752.00000000 0.048153975820 Long DBT CORP AE N 2 2035-03-10 Fixed 5.36100000 N N N N N N Kazakhstan Government Bond - MEOKAM 5493007OEK8EF02UO833 Kazakhstan Government Bond-MEOKAM BX2799191 380000000.00000000 PA 780297.87000000 0.187168470375 Long DBT NUSS KZ N 2 2025-06-24 Fixed 13.85000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 Realty Income Corp 756109CR3 500000.00000000 PA 632591.64000000 0.151738476014 Long DBT CORP US N 2 2029-10-15 Fixed 5.00000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 Hellenic Republic Government International Bond BT5984799 1100000.00000000 PA 1091948.58000000 0.261923495250 Long DBT NUSS GR Y 2 2032-06-18 Fixed 1.75000000 N N N N N N Atom Mortgage Securities 635400S9JQ1OOL8ZRR06 Atom Mortgage Securities DAC BCC31RXV9 837843.25000000 PA 945686.71000000 0.226839956599 Long ABS-MBS CORP IE Y 2 2031-07-22 Variable 6.88035000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A.S. ZM1981384 300000.00000000 PA 339711.46000000 0.081485900169 Long DBT CORP DK N 2 2031-01-10 Fixed 4.12500000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond ZR8283619 4350000000.00000000 PA 2913981.85000000 0.698970927046 Long DBT NUSS KR N 2 2029-12-10 Fixed 1.37500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo S.p.A ZI5122240 500000.00000000 PA 595096.71000000 0.142744643063 Long DBT CORP IT N 2 2031-08-29 Fixed 5.12500000 N N N N N N Ivory Coast Government International Bond 254900ICW11T82O6H590 Ivory Coast Government International Bond 221625AU0 500000.00000000 PA USD 497505.00000000 0.119335517158 Long DBT NUSS CI Y 2 2037-01-30 Fixed 8.25000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA ZK2163879 700000.00000000 PA 787311.07000000 0.188850712461 Long DBT CORP NL N 2 2029-04-25 Fixed 4.23300000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp BW9551233 400000.00000000 PA 433217.94000000 0.103915110224 Long DBT CORP US N 2 2028-06-15 Fixed 3.10000000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 Norway Government International Bond AS2564498 24975000.00000000 PA 2139268.72000000 0.513142056948 Long DBT NUSS NO Y 2 2028-04-26 Fixed 2.00000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 ZAR241115 ZAR241115 1.00000000 NC USD 1575.73000000 0.000377967165 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 6353694.75000000 ZAR 361490.40000000 USD 2024-11-15 1575.73000000 N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 EUR250113 EUR250113 1.00000000 NC USD 1693.21000000 0.000406146854 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 2742991.16000000 USD 2514980.51000000 EUR 2025-01-13 1693.21000000 N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 Canadian Government International Bond 135087N59 2275000.00000000 PA 1505534.17000000 0.361129433426 Long DBT CORP CA N 2 2032-06-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp BW0135945 500000.00000000 PA 518071.33000000 0.124268721099 Long DBT CORP US N 2 2033-04-27 Fixed 2.82400000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 21987BAW8 200000.00000000 PA USD 193252.23000000 0.046355021173 Long DBT CORP CL Y 2 2027-08-01 Fixed 3.62500000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 ORIX Corp BV8706426 500000.00000000 PA 534668.43000000 0.128249833875 Long DBT CORP JP N 2 2026-04-20 Fixed 1.91900000 N N N N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 OI European Group BV ZK6018079 250000.00000000 PA 280669.65000000 0.067323660733 Long DBT CORP NL Y 2 2028-05-15 Fixed 6.25000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 Banque Ouest Africaine de Developpement 06675QAC7 1250000.00000000 PA USD 1137500.00000000 0.272849822148 Long DBT NUSS N/A Y 2 2031-10-22 Fixed 4.70000000 N N N N N N Reckitt Benckiser Treasury Services PLC 213800LAXWIUOOBZ3908 Reckitt Benckiser Treasury Services plc YX7297238 200000.00000000 PA 222021.77000000 0.053255912490 Long DBT CORP GB N 2 2029-06-20 Fixed 3.62500000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 French Republic Government Bond OAT BJ7361725 2425000.00000000 PA 1728411.37000000 0.414590536178 Long DBT NUSS FR Y 2 2040-05-25 Fixed 0.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays plc BT3324469 400000.00000000 PA 413769.64000000 0.099250085876 Long DBT CORP GB N 2 2028-01-28 Fixed 0.87700000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 Avolon TLB Borrower US LLC 05400KAF7 334250.00000000 PA USD 334468.93000000 0.080228385111 Long LON CORP US N 2 2027-02-12 Variable 6.35915000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 Spain Government International Bond AT2820591 1095000.00000000 PA 1141746.22000000 0.273868354343 Long DBT NUSS ES Y 2 2028-07-30 Fixed 1.40000000 N N N N N N Hellenic Republic Government Bond 2138003EKTMKZ5598902 Hellenic Republic Government International Bond ZF6609647 725000.00000000 PA 792981.29000000 0.190210816653 Long DBT NUSS GR Y 2 2034-06-15 Fixed 3.37500000 N N N N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 Treasury Corp of Victoria ZS9578676 4575000.00000000 PA 2285144.64000000 0.548133018555 Long DBT NUSS AU N 2 2034-11-20 Fixed 2.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond ZQ8043700 40500000.00000000 PA 5876696.13000000 1.409631203419 Long DBT NUSS CN N 2 2026-12-05 Fixed 3.12000000 N N N N N N CA MAGNUM HOLDINGS 549300ZRDHFR078MFZ78 CA Magnum Holdings 12674CAA1 200000.00000000 PA USD 196143.08000000 0.047048443510 Long DBT CORP MU Y 2 2026-10-31 Fixed 5.37500000 N N N N N Hungary Government International Bond 5299003F3UFKGCCMAP43 Hungary Government International Bond ZF4258702 645000.00000000 PA 708990.71000000 0.170064166266 Long DBT NUSS HU N 2 2029-07-25 Fixed 4.00000000 N N N N N N Ghana Government International Bond 213800PP4399SNNXZ126 Ghana Government International Bond 374422AN3 125199.22000000 PA USD 94752.77000000 0.022728155114 Long DBT NUSS GH Y 2 2030-01-03 Fixed 0.00000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond BG6396942 15000000.00000000 PA 2519497.36000000 0.604346731058 Long DBT NUSS CN N 2 2050-03-16 Fixed 3.39000000 N N N N N N ALBION FINANCING 1SARL / N/A Albion Financing 1 SARL BR9345488 1000000.00000000 PA 1095597.99000000 0.262798871839 Long DBT CORP LU Y 2 2026-10-15 Fixed 5.25000000 N N N N N N ENN CLEAN ENERGY 3003009YZ3S5V395NR77 ENN Clean Energy International Investment Ltd 268733AA0 300000.00000000 PA USD 291722.77000000 0.069974950251 Long DBT CORP VG Y 2 2026-05-12 Fixed 3.37500000 N N N N N N EnBW International Finance BV 724500CNCIO1ZTJ0X675 EnBW International Finance BV ZG2008172 500000.00000000 PA 572199.04000000 0.137252225316 Long DBT CORP NL N 2 2034-05-23 Fixed 4.30000000 N N N N N N Nestle Holdings Inc 549300EAEU8YV8MQXP30 Nestle Holdings, Inc ZI8420674 400000.00000000 PA 519885.52000000 0.124703887181 Long DBT CORP US N 2 2026-09-21 Fixed 5.25000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 McKesson Corp 581557BH7 600000.00000000 PA 719464.00000000 0.172576373135 Long DBT CORP US N 2 2029-02-17 Fixed 3.12500000 N N N N N N India Government Bond 335800IV7VCDQGIOI391 India Government Bond ZI2598574 8150000.00000000 PA 98580.57000000 0.023646321751 Long DBT NUSS IN N 2 2033-08-14 Fixed 7.18000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 EUR250113 EUR250113 1.00000000 NC USD 123428.91000000 0.029606642761 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 15225771.24000000 EUR 16703848.00000000 USD 2025-01-13 123428.91000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 Serbia International Bond BO2494439 675000.00000000 PA 585941.03000000 0.140548488637 Long DBT NUSS RS Y 2 2033-03-03 Fixed 1.65000000 N N N N N N Volkswagen Financial Services Overseas AG 529900USFSZYPS075O24 Volkswagen Financial Services Overseas AG. YX4978087 500000.00000000 PA 548860.67000000 0.131654097752 Long DBT CORP DE N 2 2026-09-10 Fixed 3.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol S.A. 279158AN9 75000.00000000 PA USD 73073.29000000 0.017527942136 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 THB241119 THB241119 1.00000000 NC USD 13721.93000000 0.003291451569 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 65975751.89000000 THB 1971308.47000000 USD 2024-11-19 13721.93000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro EG9398371 1575000.00000000 PA 1923135.46000000 0.461298609431 Long DBT NUSS IT Y 2 2039-08-01 Fixed 5.00000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 KRW241119 KRW241119 1.00000000 NC USD 230642.27000000 0.055323694373 N/A DFE CORP US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 17249600000.00000000 KRW 12782215.64000000 USD 2024-11-19 230642.27000000 N N N Taurus CMBS 635400SG2ZVJCYHITE32 Taurus UK DAC BCC2QWFI2 1035395.28000000 PA 1335364.91000000 0.320311277535 Long ABS-MBS CORP IE Y 2 2031-05-17 Variable 6.63002000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland AZ4612356 645000.00000000 PA 633014.59000000 0.151839928174 Long DBT NUSS DE N 2 2029-08-15 Fixed 0.00000000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 CNH Industrial NV YX4985991 500000.00000000 PA 547685.21000000 0.131372142542 Long DBT CORP NL N 2 2031-06-11 Fixed 3.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond EK7732887 20900000.00000000 PA 1061003.97000000 0.254500874297 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Twenty Year Bond EF3295013 131800000.00000000 PA 887877.28000000 0.212973325659 Long DBT NUSS JP N 2 2026-03-20 Fixed 2.10000000 N N N N N N Bulgaria Government International Bond 529900PG0XCL4LICL838 Bulgaria Government International Bond ZH9728507 750000.00000000 PA 872211.52000000 0.209215611523 Long DBT NUSS BG N 2 2031-05-13 Fixed 4.37500000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 Japan Finance Organization for Municipalities JK9352085 14000000.00000000 PA 91483.88000000 0.021944053087 Long DBT NUSS JP N 2 2026-05-22 Fixed 0.02000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 British Telecommunications plc YX7286876 400000.00000000 PA 444708.99000000 0.106671445124 Long DBT CORP GB N 2 2034-01-20 Fixed 3.87500000 N N N N N N NE PROPERTY BV 7245006AG9J70KOIJH36 NE Property BV BT5130062 250000.00000000 PA 248543.49000000 0.059617623773 Long DBT CORP NL N 2 2030-01-20 Fixed 2.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale S.A. ZN2757146 600000.00000000 PA 670319.95000000 0.160788289353 Long DBT CORP FR N 2 2027-11-16 Fixed 4.00000000 N N N N N N National Grid North America Inc 5Q3U0WRKWZZGRMPYFT08 National Grid North America, Inc YV4272311 500000.00000000 PA 548220.85000000 0.131500625424 Long DBT CORP US N 2 2036-09-03 Fixed 4.06100000 N N N N N N Republic of Poland Government Bond 259400R9L8QEP0TPXS31 Republic of Poland Government International Bond EH5337827 9150000.00000000 PA 2300841.82000000 0.551898269343 Long DBT NUSS PL N 2 2029-04-25 Fixed 5.75000000 N N N N N N STATNETT SF 5967007LIEEXZXHAI017 Statnett SF ZK8299164 100000.00000000 PA 110101.17000000 0.026409744749 Long DBT CORP NO N 2 2033-06-08 Fixed 3.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 French Republic Government Bond OAT BQ3977775 1560000.00000000 PA 855620.23000000 0.205235892379 Long DBT NUSS FR Y 2 2053-05-25 Fixed 0.75000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 Hellenic Republic Government International Bond BJ9482271 2300000.00000000 PA 2319466.70000000 0.556365781603 Long DBT NUSS GR Y 2 2030-06-18 Fixed 1.50000000 N N N N N N Bank Gospodarstwa Krajowego 259400BCOV9JJIGLYF05 Bank Gospodarstwa Krajowego 06237MAB9 315000.00000000 PA USD 329521.50000000 0.079041655093 Long DBT NUSS PL Y 2 2028-10-31 Fixed 6.25000000 N N N N N N Bundesschatzanweisungen 529900AQBND3S6YJLY83 Bundesschatzanweisungen ZF5529093 950000.00000000 PA 1035399.46000000 0.248359172319 Long DBT NUSS DE N 2 2026-03-19 Fixed 2.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond 836205BC7 475000.00000000 PA USD 455658.00000000 0.109297761987 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.87500000 N N N N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 QazaqGaz NC JSC 48668NAA9 200000.00000000 PA USD 191848.00000000 0.046018191366 Long DBT CORP KZ Y 2 2027-09-26 Fixed 4.37500000 N N N N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 Republic of Uzbekistan International Bond 91822QVX2 1130000.00000000 PA USD 1178090.54000000 0.282586192803 Long DBT NUSS UZ Y 2 2028-10-12 Fixed 7.85000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 Orbia Advance Corp SAB de C.V. 68560EAA6 375000.00000000 PA USD 353980.39000000 0.084908559521 Long DBT CORP MX Y 2 2026-05-11 Fixed 1.87500000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 Banque Ouest Africaine de Developpement BN5341076 650000.00000000 PA 588184.43000000 0.141086608453 Long DBT NUSS N/A Y 2 2033-01-22 Fixed 2.75000000 N N N N N N Canadian Government Bond 4BFD7AQU0A75QLAHK410 Canadian Government International Bond 135087Q64 1825000.00000000 PA 1312476.93000000 0.314821184109 Long DBT NUSS CA N 2 2025-08-01 Fixed 3.50000000 N N N N N N REPUBLIC OF LITHUANIA 529900F7Y171QF1RSU09 Lithuania Government International Bond ZK9039973 1800000.00000000 PA 2060963.75000000 0.494359202322 Long DBT NUSS LT N 2 2033-06-14 Fixed 3.87500000 N N N N N N Last Mile Securities 635400UJZKP57EXKMQ33 Last Mile Securities BCC2R5UF9 1079777.72000000 PA 1173317.14000000 0.281441207008 Long ABS-MBS CORP IE Y 2 2031-08-17 Variable 5.89900000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 Iliad Holding SAS BR8159765 500000.00000000 PA 550018.55000000 0.131931836084 Long DBT CORP FR Y 2 2026-10-15 Fixed 5.12500000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 Liberty Mutual Group, Inc ZN5738408 800000.00000000 PA 911704.01000000 0.218688595147 Long DBT CORP US N 2 2030-12-02 Fixed 4.62500000 N N N N N N Japan Government Forty Year Bond 353800WZS8AXZXFUC241 Japan Government Forty Year Bond BP8093554 242000000.00000000 PA 951419.30000000 0.228215021356 Long DBT NUSS JP N 2 2061-03-20 Fixed 0.70000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc 00206REF5 400000.00000000 PA 411163.78000000 0.098625023513 Long DBT CORP US N 2 2036-09-04 Fixed 3.15000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 Mexico Government International Bond 91087BBA7 1025000.00000000 PA USD 960892.84000000 0.230487420217 Long DBT NUSS MX N 2 2054-05-07 Fixed 6.40000000 N N N N N N Panama Government International Bond 549300SHS4T08CL0LP14 Panama Government International Bond 698299BY9 800000.00000000 PA USD 842848.75000000 0.202172423327 Long DBT NUSS PA N 2 2038-03-01 Fixed 8.00000000 N N N N N N ELP 2021-ELP N/A ELP Commercial Mortgage Trust 26863LAN4 1498256.07000000 PA USD 1490088.63000000 0.357424543015 Long ABS-MBS CORP US Y 2 2038-11-15 Variable 7.58548000 N N N N N N Fannie Mae - CAS N/A Connecticut Avenue Securities Trust 20753XAB0 1100000.00000000 PA USD 1155301.84000000 0.277119913469 Long ABS-CBDO CORP US Y 2 2042-03-25 Variable 8.35682000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 Republic of Poland Government International Bond ZN9554595 5400000.00000000 PA 1355635.75000000 0.325173602888 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N Heineken NV 724500K5PTPSST86UQ23 Heineken NV ZG0293792 400000.00000000 PA 441658.07000000 0.105939627120 Long DBT CORP NL N 2 2026-11-15 Fixed 3.62500000 N N N N N N ROMANIA 315700IASY927EDWBK92 Romanian Government International Bond BO9736303 850000.00000000 PA 715168.35000000 0.171545984266 Long DBT NUSS RO Y 2 2033-04-14 Fixed 2.00000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets plc ZK9888114 300000.00000000 PA 396100.31000000 0.095011779460 Long DBT CORP GB N 2 2026-06-22 Fixed 6.62500000 N N N N N N Freddie Mac STACR REMIC Trust 2023-DNA2 5493000IRI80KQJUNK40 Structured Agency Credit Risk Debt Note (STACR) 35564KT66 1670000.00000000 PA USD 1753686.04000000 0.420653120103 Long ABS-CBDO CORP US Y 2 2043-04-25 Variable 8.10682000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 Canadian Government International Bond 135087XW9 1300000.00000000 PA 1099456.31000000 0.263724359246 Long DBT NUSS CA N 2 2037-06-01 Fixed 5.00000000 N N N N N N GTC AURORA LUXEM 549300UAWIR6P1PVC062 GTC Aurora Luxembourg S.A. BQ1077859 150000.00000000 PA 149860.38000000 0.035946705960 Long DBT CORP LU N 2 2026-06-23 Fixed 2.25000000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 CAD250113 CAD250113 1.00000000 NC USD 2346.84000000 0.000562931759 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 300000.00000000 CAD 218380.57000000 USD 2025-01-13 2346.84000000 N N N Oportun Funding LLC N/A Oportun Issuance Trust 68377GAB2 355623.59000000 PA USD 345656.74000000 0.082911982446 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.96000000 N N N N N N Ghana Government International Bond 213800PP4399SNNXZ126 Ghana Government International Bond 374422AP8 809100.00000000 PA USD 562526.78000000 0.134932159891 Long DBT NUSS GH Y 2 2035-07-03 Fixed 5.00000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 Hydro-Quebec 4488148V8 1350000.00000000 PA 930848.92000000 0.223280845950 Long DBT NUSS CA N 2 2055-02-15 Fixed 4.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional Serie F JV5341526 5500000.00000000 PA 902648.97000000 0.216516581034 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N Canadian Treasury Bill 4BFD7AQU0A75QLAHK410 Canadian Treasury Bill 1350Z7CH5 2800000.00000000 PA 2003970.27000000 0.480688291656 Long DBT NUSS CA N 2 2024-12-05 Fixed 0.00000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 FedEx Corp 31428XBL9 500000.00000000 PA 529416.47000000 0.126990056863 Long DBT CORP US N 2 2027-01-11 Fixed 1.62500000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 AXA S.A. ZF2097722 400000.00000000 PA 462552.58000000 0.110951550933 Long DBT CORP FR N 2 N/A Fixed 6.37500000 N N N N N N Ireland Government Bond 549300KXBEJAOJ9OVF93 Ireland Government Bond ZS5382107 1000000.00000000 PA 812818.69000000 0.194969173630 Long DBT NUSS IE N 2 2050-05-15 Fixed 1.50000000 N N N N N N Statkraft AS 529900TH4OAW7WYG1777 Statkraft AS. ZG5722027 500000.00000000 PA 546306.86000000 0.131041520518 Long DBT CORP NO N 2 2026-12-13 Fixed 3.12500000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 Cyprus Government International Bond AW9847533 575000.00000000 PA 606995.30000000 0.145598733758 Long DBT NUSS CY N 2 2034-02-26 Fixed 2.75000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 14686KAE7 205704.10000000 PA USD 196779.48000000 0.047201095490 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.27000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 China Government Bond ZK7111469 14300000.00000000 PA 2090649.29000000 0.501479812703 Long DBT NUSS CN N 2 2033-05-25 Fixed 2.67000000 N N N N N N United Kingdom Gilt ECTRVYYCEF89VWYS6K36 United Kingdom Gilt ZH3058893 760000.00000000 PA 997318.24000000 0.239224707172 Long DBT NUSS GB N 2 2034-01-31 Fixed 4.62500000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 Bharti Airtel Ltd 08860HAC8 200000.00000000 PA USD 178825.99000000 0.042894628190 Long DBT CORP IN Y 2 2031-06-03 Fixed 3.25000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 Indonesia Treasury Bond BY4236828 23600000000.00010000 PA 1512434.04000000 0.362784491274 Long DBT NUSS ID N 2 2043-06-15 Fixed 7.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc 00206RHH8 500000.00000000 PA 525168.90000000 0.125971200846 Long DBT CORP US N 2 2029-09-05 Fixed 2.35000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 Senegal Government International Bond AR4942801 525000.00000000 PA 528927.24000000 0.126872706253 Long DBT NUSS SN Y 2 2028-03-13 Fixed 4.75000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 ORLEN S.A. BP5482412 250000.00000000 PA 251090.74000000 0.060228627474 Long DBT CORP PL N 2 2028-05-27 Fixed 1.12500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt ZN9056328 660000.00000000 PA 785218.25000000 0.188348711964 Long DBT NUSS GB N 2 2033-01-31 Fixed 3.25000000 N N N N N N Japan Government Ten Year Bond 353800WZS8AXZXFUC241 Japan Government Ten Year Bond BN3610597 969400000.00000000 PA 6187626.48000000 1.484213437000 Long DBT NUSS JP N 2 2030-12-20 Fixed 0.10000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 Canadian Government International Bond 135087H23 2625000.00000000 PA 1823991.81000000 0.437517222820 Long DBT NUSS CA N 2 2028-06-01 Fixed 2.00000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 Angolan Government International Bond 035198AF7 1550000.00000000 PA USD 1402750.00000000 0.336474802653 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.75000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 Comision Federal de Electricidad 200447AP5 200000.00000000 PA USD 193040.83000000 0.046304313083 Long DBT CORP MX Y 2 2035-01-24 Fixed 6.45000000 N N N N N N BX Commercial Mortgage Trust 2024-PURE N/A BX Commercial Mortgage Trust 74625PAF1 300000.00000000 PA 216269.35000000 0.051876091150 Long ABS-MBS USGSE CA Y 2 2029-11-15 Variable 7.00626700 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 United Overseas Bank Ltd 91127KAE2 500000.00000000 PA USD 471066.12000000 0.112993676538 Long DBT CORP SG Y 2 2031-10-14 Fixed 2.00000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 Spain Government International Bond BN5127343 985000.00000000 PA 903280.88000000 0.216668156006 Long DBT NUSS ES Y 2 2031-04-30 Fixed 0.10000000 N N N N N N Taurus CMBS 635400SG2ZVJCYHITE32 Taurus UK DAC BCC2QWFJ0 297812.64000000 PA 384858.79000000 0.092315298816 Long ABS-MBS CORP IE Y 2 2031-05-17 Variable 7.58002000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 Bundesrepublik Deutschland BV9824384 7600000.00000000 PA 6798779.68000000 1.630809517813 Long DBT NUSS DE N 2 2038-05-15 Fixed 1.00000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 UBS AG. BO7978899 500000.00000000 PA 456452.11000000 0.109488243545 Long DBT CORP CH N 2 2031-03-31 Fixed 0.50000000 N N N N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 The Procter & Gamble Company AV2317205 500000.00000000 PA 465118.67000000 0.111567073747 Long DBT CORP US N 2 2038-10-30 Fixed 1.87500000 N N N N N N Federal Home Loan Bank Discount Notes 2549001DPIFGXC1TOL40 Federal Home Loan Bank (FHLB) 313384M89 169000.00000000 PA USD 168978.90000000 0.040532626647 Long STIV USGSE US N 2 N N N Republic of Poland Government International Bond 259400R9L8QEP0TPXS31 Republic of Poland Government International Bond ZF1455780 700000.00000000 PA 776368.04000000 0.186225830009 Long DBT NUSS PL N 2 2044-01-11 Fixed 4.12500000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 Spain Government International Bond BJ9478998 4275000.00000000 PA 3367922.26000000 0.807856694197 Long DBT NUSS ES Y 2 2040-10-31 Fixed 1.20000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CCD5 400000.00000000 PA 437098.34000000 0.104845893916 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BM3107737 450000.00000000 PA 446282.36000000 0.107048846201 Long DBT NUSS GB N 2 2031-07-31 Fixed 0.25000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 Bank Leumi Le-Israel BM 06326BAA7 300000.00000000 PA USD 286115.10000000 0.068629849801 Long DBT CORP IL Y 2 2031-01-29 Fixed 3.27500000 N N N N Y Bank Leumi Le-Israel BM Bank Leumi Le-Israel BM 3.275 01/29/2031 USD XXXX N N N Airbus SE MINO79WLOO247M1IL051 Airbus SE LW0609567 400000.00000000 PA 392954.95000000 0.094257308325 Long DBT CORP NL N 2 2031-05-13 Fixed 1.37500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 Colombian TES EK6999263 5710000000.00000000 PA 1151460.28000000 0.276198446249 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE S.A. ZO4152757 800000.00000000 PA 828931.54000000 0.198834130340 Long DBT CORP FR N 2 2027-09-15 Fixed 0.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt AL0832686 3895000.00000000 PA 3652781.69000000 0.876185348978 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale S.A. BN3325683 500000.00000000 PA 488290.92000000 0.117125354442 Long DBT CORP FR N 2 2029-06-12 Fixed 0.50000000 N N N N N N Toronto Dominion Bank PT3QB789TSUIDF371261 JPY250114 JPY250114 1.00000000 NC USD 1066850.59000000 0.255903291200 N/A DFE CORP US N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 6327448411.00000000 JPY 43136289.91000000 USD 2025-01-14 1066850.59000000 N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 Pacific Life Global Funding II ZG3792220 400000.00000000 PA 522212.54000000 0.125262064758 Long DBT CORP US N 2 2028-11-30 Fixed 5.37500000 N N N N N N MBANK SA 259400DZXF7UJKK2AY35 mBank S.A. BR3963468 300000.00000000 PA 308827.42000000 0.074077808018 Long DBT CORP PL N 2 2027-09-21 Fixed 0.96600000 N N N N N N French Republic Government Bond OAT 969500KCGF3SUYJHPV70 French Republic Government Bond OAT ZH2111115 2150000.00000000 PA 2420541.78000000 0.580610456417 Long DBT NUSS FR N 2 2033-11-25 Fixed 3.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 Connecticut Avenue Securities Trust 20753YCK6 2090000.00000000 PA USD 2173073.74000000 0.521250798658 Long ABS-CBDO CORP US Y 2 2042-03-25 Variable 7.95682000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 AXA S.A. YX3884930 400000.00000000 PA 435447.42000000 0.104449891078 Long DBT CORP FR N 2 2034-05-31 Fixed 3.37500000 N N N N N N PROLOGIS INTL FUND II 213800JNRWW2C9DWI388 ProLogis International Funding II S.A. AV3878585 500000.00000000 PA 513034.51000000 0.123060549282 Long DBT CORP LU N 2 2030-11-14 Fixed 2.37500000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 CNH241217 CNH241217 1.00000000 NC USD -419566.16000000 -0.10064048539 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 275564430.00000000 CNY 38400091.14000000 USD 2024-12-17 -419566.16000000 N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 Australia Government Bond BK4676338 2050000.00000000 PA 1294641.11000000 0.310542942074 Long DBT NUSS AU N 2 2025-11-21 Fixed 0.25000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 Thailand Government International Bond ZO8401234 29000000.00000000 PA 762262.68000000 0.182842405862 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.00000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Thirty Year Bond BX7150259 143000000.00000000 PA 777178.51000000 0.186420235807 Long DBT NUSS JP N 2 2052-06-20 Fixed 1.30000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 Republic of South Africa Government International Bond EJ7498649 7800000.00000000 PA 353853.66000000 0.084878161052 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 Engie S.A. ZG4247943 300000.00000000 PA 330829.96000000 0.079355512744 Long DBT CORP FR N 2 2026-12-06 Fixed 3.62500000 N N N N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 Republic of Uzbekistan International Bond 91824PAB3 7970000000.00000000 PA 615185.05000000 0.147563192510 Long DBT NUSS UZ Y 2 2027-05-29 Fixed 16.62500000 N N N N N N Bulgaria Government International Bond 529900PG0XCL4LICL838 Bulgaria Government International Bond YV4281114 675000.00000000 PA 749092.49000000 0.179683299049 Long DBT NUSS BG N 2 2032-09-05 Fixed 3.62500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 United Kingdom Gilt BR1814184 1735000.00000000 PA 1919223.44000000 0.460360241113 Long DBT CORP GB N 2 2029-01-31 Fixed 0.50000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 Kingdom of Belgium Government Bond BH4726262 2125000.00000000 PA 2151778.36000000 0.516142718969 Long DBT NUSS BE Y 2 2027-10-22 Fixed 0.00000000 N N N N N N SWEIHAN PV POWER CO PJSC 353800EF1E1IC18GBC48 Sweihan PV Power Co PJSC 870674AA6 283173.00000000 PA USD 238430.25000000 0.057191781369 Long DBT CORP AE Y 2 2049-01-31 Fixed 3.62500000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 EUR250113 EUR250113 1.00000000 NC USD -379.18000000 -0.00009095313 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 390000.00000000 EUR 425241.18000000 USD 2025-01-13 -379.18000000 N N N CANADA HOUSING TRUST 549300M44WH89JG50067 Canada Housing Trust No 1 13509PHX4 3050000.00000000 PA 2100137.54000000 0.503755740022 Long DBT NUSS CA Y 2 2026-12-15 Fixed 1.10000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 Chubb INA Holdings, Inc 171239AA4 750000.00000000 PA 778207.36000000 0.186667023974 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 CAD250113 CAD250113 1.00000000 NC USD 206537.47000000 0.049541724796 N/A DFE CORP US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 22911376.98000000 CAD 16705304.55000000 USD 2025-01-13 206537.47000000 N N N Thunder Logistics 2024-1 DAC N/A Thunder Logistics DAC BCC3HF8V6 390000.00000000 PA 426883.17000000 0.102395601769 Long ABS-MBS CORP IE Y 2 2036-11-17 Variable 0.00001000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 Hellenic Republic Government International Bond BN7651852 1300000.00000000 PA 1224305.99000000 0.293671799232 Long DBT NUSS GR Y 2 2031-06-18 Fixed 0.75000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Twenty Year Bond AZ6944724 185000000.00000000 PA 1039119.93000000 0.249251593926 Long DBT NUSS JP N 2 2039-06-20 Fixed 0.30000000 N N N N N N Kazakhstan Government Bond - MEUKAM 5493007OEK8EF02UO833 Kazakhstan Government Bond-MEUKAM EK9418907 74000000.00000000 PA 146688.43000000 0.035185856735 Long DBT NUSS KZ N 2 2025-05-27 Fixed 7.20000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 Malaysia Government Bond ZL8877116 4355000.00000000 PA 1027417.74000000 0.246444613301 Long DBT NUSS MY N 2 2053-03-31 Fixed 4.45700000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 Stryker Corp AV5130316 450000.00000000 PA 475228.24000000 0.113992035836 Long DBT CORP US N 2 2030-11-30 Fixed 2.62500000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 Australia Government Bond BJ3916126 1950000.00000000 PA 1058735.28000000 0.253956688219 Long DBT NUSS AU N 2 2030-12-21 Fixed 1.00000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I BY6602951 600000.00000000 PA 768363.52000000 0.184305802001 Long DBT CORP US N 2 2025-09-02 Fixed 4.12500000 N N N N N N ICBC STANDARD BANK PLC F01VVKN4DRF2NWKGQ283 ICBC Standard Bank plc 85312EDG5 3000000000.00000000 PA 697477.79000000 0.167302585453 Long DBT CORP GB Y 2 2034-06-26 Fixed 14.25000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 Korea Treasury Bond AT7624253 1940000000.00000000 PA 1292707.29000000 0.310079080585 Long DBT NUSS KR N 2 2038-09-10 Fixed 2.37500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 Ivory Coast Government International Bond ZQ0630702 1000000.00000000 PA 1020254.99000000 0.244726498960 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.87500000 N N N N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 Italy Buoni Poliennali Del Tesoro YV6828441 625000.00000000 PA 686444.64000000 0.164656086099 Long DBT NUSS IT Y 2 2054-10-01 Fixed 4.30000000 N N N N N N Cassia S.r.l. 815600A9D6ADF4638276 Cassia SRL BCC35W5M5 893385.00000000 PA 967883.55000000 0.232164267672 Long ABS-MBS CORP IT Y 2 2034-05-22 Variable 7.03800000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 Bank of Ireland Group plc ZJ3118511 320000.00000000 PA 374716.78000000 0.089882555410 Long DBT CORP IE N 2 2031-07-04 Fixed 5.00000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 Coty, Inc BP9627566 750000.00000000 PA 815798.08000000 0.195683833878 Long DBT CORP US Y 2 2026-04-15 Fixed 3.87500000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200KF7 600000.00000000 PA 544419.91000000 0.130588901641 Long DBT CORP US N 2 2032-02-11 Fixed 0.65000000 N N N N N N KFW 549300GDPG70E3MBBU98 Kreditanstalt fuer Wiederaufbau BN3324462 3050000.00000000 PA 2822877.88000000 0.677118002201 Long DBT CORP DE N 2 2031-01-10 Fixed 0.00000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 AUD250113 AUD250113 1.00000000 NC USD 233857.89000000 0.056095018632 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 15314649.71000000 AUD 10318678.65000000 USD 2025-01-13 233857.89000000 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 Koninklijke KPN NV ZF8930983 600000.00000000 PA 663615.02000000 0.159179991368 Long DBT CORP NL N 2 2036-02-16 Fixed 3.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley ZD8245684 500000.00000000 PA 552953.30000000 0.132635788625 Long DBT CORP US N 2 2030-03-21 Variable 3.79000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 Lebanon Government International Bond AM7142053 1400000.00000000 PA USD 118083.00000000 0.028324330152 Long DBT NUSS LB N 2 2027-03-23 Fixed 6.85000000 Y N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724CE0 104654.00000000 PA USD 38355.69000000 0.009200301709 Long DBT NUSS UA Y 2 2034-02-01 Fixed 0.00000000 N N N N N N CIA CERVECERIAS UNIDAS 529900BJW9B0O6LI2R39 Cia Cervecerias Unidas S.A. 204429AA2 200000.00000000 PA USD 172730.44000000 0.041432500952 Long DBT CORP CL Y 2 2032-01-19 Fixed 3.35000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 Japan Government Ten Year Bond ZR8859251 322000000.00000000 PA 2071538.00000000 0.496895626262 Long DBT NUSS JP N 2 2029-09-20 Fixed 0.10000000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 African Development Bank BQ0644667 695000.00000000 PA 839447.99000000 0.201356689911 Long DBT NUSS N/A N 2 2026-06-22 Fixed 0.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc YV2870843 500000.00000000 PA 544455.79000000 0.130597508104 Long DBT CORP JP N 2 2030-08-27 Fixed 3.46000000 N N N N N N Bimbo Bakeries USA Inc 549300HOXXHHT7926W92 Bimbo Bakeries USA, Inc 09031WAC7 200000.00000000 PA USD 205884.40000000 0.049385074218 Long DBT CORP US Y 2 2029-01-15 Fixed 6.05000000 N N N N N N Bank Gospodarstwa Krajowego 259400BCOV9JJIGLYF05 Bank Gospodarstwa Krajowego ZD4770776 800000.00000000 PA 884246.27000000 0.212102362641 Long DBT NUSS PL N 2 2039-03-13 Fixed 4.37500000 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 Asian Infrastructure Investment Bank BO5191362 7000000.00000000 PA 985113.59000000 0.236297202485 Long DBT NUSS N/A N 2 2025-03-24 Fixed 2.50000000 N N N N N N Queensland Treasury Corp 98INKCEEHOU5YJS0HQ88 Queensland Treasury Corp BG2284225 4800000.00000000 PA 2316116.64000000 0.555562209493 Long DBT NUSS AU Y 2 2034-07-20 Fixed 1.75000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 EUR250113 EUR250113 1.00000000 NC USD 4351.32000000 0.001043742319 N/A DFE CORP US N 2 Bank of America, N.A. B4TYDEB6GKMZO031MB27 1055601.32000000 USD 971244.73000000 EUR 2025-01-13 4351.32000000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 Asian Development Bank QZ6604008 52500000.00000000 PA 618200.24000000 0.148286440031 Long DBT NUSS IN N 2 2026-10-06 Fixed 6.20000000 N N N N N N 2024-10-31 TIAA-CREF Funds Gina Spunder Gina Spunder Director, Fund Financial Reporting