P
RINCIPAL
A
MOUNT
S
ECURITY
D
ESCRIPTION
R
ATE
M
ATURITY
V
ALUE
$
a
a
a
a
a
FOREIGN
GOVERNMENT
BONDS,
FOREIGN
AGENCIES
AND
FOREIGN
GOVERNMENT
SPONSORED
CORPORATIONS
-
58.5%
AUSTRALIA
-
1.5%
6,300,000
AUD
Australia
Government
Bond
......................................
2.75%
6/21/2035
3,748,361
BELGIUM
-
2.4%
1,726,000
EUR
Kingdom
of
Belgium
Government
Bond
(a)
.............................
0.90%
6/22/2029
1,874,229
3,800,000
EUR
Kingdom
of
Belgium
Government
Bond
(a)
.............................
2.85%
10/22/2034
4,222,236
6,096,465
CANADA
-
0.9%
1,970,000
CAD
Canadian
Government
Bond
.....................................
3.25%
12/1/2034
1,387,473
1,460,000
CAD
Canadian
Government
Bond
.....................................
3.25%
6/1/2035
1,025,400
2,412,873
CZECH
REPUBLIC
-
2.8%
29,600,000
CZK
Czech
Republic
Government
Bond
.................................
2.75%
7/23/2029
1,345,631
112,600,000
CZK
Czech
Republic
Government
Bond
.................................
6.20%
6/16/2031
5,796,615
7,142,246
FRANCE
-
4.9%
1,800,000
EUR
French
Republic
Government
Bond
OAT
(a)
............................
0.50%
5/25/2029
1,929,333
660,000
EUR
French
Republic
Government
Bond
OAT
(a)
............................
0.00%
11/25/2029
686,584
5,996,886
EUR
French
Republic
Government
Bond
OAT
(a)
............................
0.70%
7/25/2030
6,796,611
2,700,000
EUR
French
Republic
Government
Bond
OAT
(a)
............................
1.50%
5/25/2031
2,882,030
12,294,558
GERMANY
-
4.7%
5,600,000
EUR
Bundesrepublik
Deutschland
Bundesanleihe
..........................
0.00%
2/15/2031
5,693,503
5,600,000
EUR
Bundesrepublik
Deutschland
Bundesanleihe
..........................
1.70%
8/15/2032
6,062,328
11,755,831
HUNGARY
-
5.1%
1,420,000,000
HUF
Hungary
Government
Bond
......................................
7.00%
10/24/2035
5,200,640
2,130,000,000
HUF
Hungary
Government
Bond
......................................
6.25%
9/23/2037
7,518,759
12,719,399
IRELAND
-
1.6%
680,000
EUR
Ireland
Government
Bond
.......................................
0.90%
5/15/2028
754,662
2,910,000
EUR
Ireland
Government
Bond
.......................................
1.10%
5/15/2029
3,191,719
3,946,381
ITALY
-
1.4%
3,130,000
EUR
Italy
Buoni
Poliennali
Del
Tesoro
...................................
3.60%
10/1/2035
3,598,558
JAPAN
-
6.8%
361,000,000
JPY
Japan
Government
Ten
Year
Bond
.................................
0.10%
12/20/2026
2,210,871
812,500,000
JPY
Japan
Government
Ten
Year
Bond
.................................
0.10%
12/20/2027
4,912,703
500,000,000
JPY
Japan
Government
Twenty
Year
Bond
...............................
1.90%
3/20/2031
3,077,939
910,000,000
JPY
Japan
Government
Twenty
Year
Bond
...............................
0.50%
3/20/2038
4,261,349
560,000,000
JPY
Japan
Government
Twenty
Year
Bond
...............................
0.30%
9/20/2039
2,403,838
16,866,700
MEXICO
-
3.4%
56,000,000
MXN
Mexican
Bonos
...............................................
8.50%
2/28/2030
3,224,709
93,000,000
MXN
Mexican
Bonos
...............................................
7.75%
5/29/2031
5,170,164
8,394,873
NEW
ZEALAND
-
1.7%
2,180,000
NZD
New
Zealand
Government
Bond
...................................
1.50%
5/15/2031
1,110,596
5,590,000
NZD
New
Zealand
Government
Bond
...................................
4.50%
5/15/2035
3,229,573
4,340,169
PERU
-
1.8%
13,900,000
PEN
Peru
Government
Bond
.........................................
6.15%
8/12/2032
4,409,093
POLAND
-
1.5%
14,000,000
PLN
Republic
of
Poland
Government
Bond
...............................
5.00%
10/25/2035
3,667,982
PORTUGAL
-
2.9%
4,670,000
EUR
Portugal
Obrigacoes
do
Tesouro
OT
(a)
...............................
0.48%
10/18/2030
4,863,302
2,140,000
EUR
Portugal
Obrigacoes
do
Tesouro
OT
(a)
...............................
3.00%
6/15/2035
2,419,722
7,283,024