# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001752724-23-046225
**Filing Date:** 2023-2
**Character Count:** 327038
**Document Hash:** f4441ac66d12d1f96b3e1238d0fd570e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046225.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046225

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649
- **IRS NUMBER:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 23682105

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **DATE OF NAME CHANGE:** 20031119

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS
- **DATE OF NAME CHANGE:** 20031015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **DATE OF NAME CHANGE:** 20030718

## Series and Classes Contracts Data

### Loomis Sayles Global Allocation Fund (Series ID: S000006698)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018226 | Class Y      | LSWWX           |
| C000027670 | Class A      | LGMAX           |
| C000027671 | Class C      | LGMCX           |
| C000182249 | Class N      | LGMNX           |

## Nport-Ex

**PORTFOLIO OF INVESTMENTS – as of December 31, 2022 (Unaudited)** 

**Loomis Sayles Global Allocation Fund** 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – 67.3% of Net Assets** | **Common Stocks – 67.3% of Net Assets** |  |
|  | **France – 4.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454627 | Dassault Systemes SE | $16348228 |
| 98236 | LVMH Moet Hennessy Louis Vuitton SE | 71485586 |
| 422203 | Vinci S.A. | 42088097 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;129921911 |
|  | **Japan – 1.8%** |  |
| 2082561 | Nomura Research Institute Ltd. | 49510649 |
|  | **Netherlands – 3.1%** |  |
| 155597 | ASML Holding NV | 84839519 |
|  | **Sweden – 2.4%** |  |
| 5499996 | Atlas Copco AB, Class A | 65166124 |
|  | **Taiwan – 1.7%** |  |
| 3095000 | Taiwan Semiconductor Manufacturing Co. Ltd. | 44950105 |
|  | **United Kingdom – 3.6%** |  |
| 677658 | Halma PLC | 16138385 |
| 251268 | Linde PLC | 81958596 |
|  |  | 98096981 |
|  | **United States – 50.0%** |  |
| 267538 | Accenture PLC, Class A | 71389840 |
| 88260 | Adobe, Inc.(a) | 29702138 |
| 651656 | Airbnb, Inc., Class A(a) | 55716588 |
| 772781 | Alphabet, Inc., Class A(a) | 68182468 |
| 700701 | Amazon.com, Inc.(a) | 58858884 |
| 63195 | BlackRock, Inc. | 44781873 |
| 114606 | Costco Wholesale Corp. | 52317639 |
| 315239 | Cummins, Inc. | 76379257 |
| 275302 | Danaher Corp. | 73070657 |
| 169360 | Estee Lauder Cos., Inc. (The), Class A | 42019910 |
| 145377 | Goldman Sachs Group, Inc. (The) | 49919554 |
| 237362 | Home Depot, Inc. (The) | 74973161 |
| 298070 | IQVIA Holdings, Inc.(a) | 61071562 |
| 351466 | JPMorgan Chase & Co. | 47131591 |
| 231036 | Mastercard, Inc., Class A | 80338148 |
| 36006 | Mettler-Toledo International, Inc.(a) | 52044873 |
| 198484 | NIKE, Inc., Class B | 23224613 |
| 314759 | NVIDIA Corp. | 45998880 |
| 121353 | Roper Technologies, Inc. | 52435418 |
| 239457 | S&P Global, Inc. | 80203727 |
| 435711 | Salesforce, Inc.(a) | 57770921 |
| 94942 | Schneider Electric SE | 13333140 |
| 187848 | Sherwin-Williams Co. (The) | 44581966 |
| 175477 | Texas Instruments, Inc. | 28992310 |
| 127099 | UnitedHealth Group, Inc. | 67385348 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares** |  | **Description** | **Value (†)** |
| **Common Stocks – continued** | **Common Stocks – continued** | **Common Stocks – continued** |  |
|  |  | **United States – continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392531 |  | Zions Bancorp N.A. | $19296824 |
|  |  |  | 1371121290 |
|  |  | Total Common Stocks <br>(Identified Cost $1,777,881,310) | 1843606579 |
| **Principal<br>Amount (‡)** |  |  |  |
| **Bonds and Notes – 31.7%** | **Bonds and Notes – 31.7%** | **Bonds and Notes – 31.7%** |  |
| **Non-Convertible Bonds – 29.1%** | **Non-Convertible Bonds – 29.1%** | **Non-Convertible Bonds – 29.1%** |  |
|  |  | **Australia – 1.0%** |  |
| $2990000 |  | AngloGold Ashanti Holdings PLC, <br>3.375%, 11/01/2028 | 2606400 |
| 10700000 |  | Australia Government Bond, Series 164, <br>0.500%, 9/21/2026, (AUD) | 6505883 |
| 800000 |  | FMG Resources August 2006 Pty Ltd., <br>4.375%, 4/01/2031, 144A | 665347 |
| 670000 |  | GAIF Bond Issuer Pty Ltd., <br>3.400%, 9/30/2026, 144A | 615160 |
| 3560000 |  | Glencore Funding LLC, <br>1.625%, 9/01/2025, 144A | 3225823 |
| 5000000 |  | Macquarie Group Ltd., (fixed rate to 1/14/2032, variable rate thereafter), <br>2.871%, 1/14/2033, 144A | 3835913 |
| 4000000 |  | Macquarie Group Ltd., (fixed rate to 9/23/2026, variable rate thereafter), <br>1.629%, 9/23/2027, 144A | 3407165 |
| 11610000 |  | New South Wales Treasury Corp., <br>2.000%, 3/08/2033, (AUD) | 6117338 |
| 95000 |  | Sydney Airport Finance Co. Pty Ltd., <br>3.375%, 4/30/2025, 144A | 90076 |
| 1370000 |  | Westpac Banking Corp., <br>1.953%, 11/20/2028 | 1165039 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28234144 |
|  |  | **Belgium – 0.1%** |  |
| 2745000 |  | Anheuser-Busch InBev S.A., EMTN, <br>2.000%, 1/23/2035, (EUR) | 2377129 |
|  |  | **Brazil – 0.8%** |  |
| 1035000 |  | Braskem Netherlands Finance BV, <br>4.500%, 1/10/2028 | 928095 |
| 1785000 |  | Braskem Netherlands Finance BV, <br>4.500%, 1/31/2030 | 1518069 |
| 53329 | (††) | Brazil Notas do Tesouro Nacional, Series F, <br>10.000%, 1/01/2031, (BRL) | 8818448 |
| 2685000 |  | Brazilian Government International Bond, <br>4.500%, 5/30/2029 | 2487799 |
| 1085000 |  | Brazilian Government International Bond, <br>4.625%, 1/13/2028 | 1038884 |
| 2980000 |  | BRF S.A., <br>4.875%, 1/24/2030 | 2513172 |
| 650000 |  | Centrais Eletricas Brasileiras S.A., <br>4.625%, 2/04/2030, 144A | 568750 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Brazil – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | Embraer Netherlands Finance BV, <br>5.050%, 6/15/2025 | $1067561 |
| 575000 | Raizen Fuels Finance S.A., <br>5.300%, 1/20/2027, 144A | 558469 |
| 2515000 | Suzano Austria GmbH, <br>2.500%, 9/15/2028 | 2116045 |
| 1185000 | Suzano Austria GmbH, <br>3.125%, 1/15/2032 | 923831 |
| 550000 | Suzano Austria GmbH, <br>3.750%, 1/15/2031 | 461410 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000533 |
|  | **Canada – 1.4%** |  |
| 790000 | 1011778 BC ULC/New Red Finance, Inc., <br>4.000%, 10/15/2030, 144A | 639750 |
| 339847 | Air Canada Pass Through Trust, Series 2015-2, Class A, <br>4.125%, 6/15/2029, 144A | 274256 |
| 711704 | Air Canada Pass Through Trust, Series 2017-1, Class AA, <br>3.300%, 7/15/2031, 144A | 602023 |
| 505000 | Antares Holdings LP, <br>3.750%, 7/15/2027, 144A | 408240 |
| 1210000 | Antares Holdings LP, <br>3.950%, 7/15/2026, 144A | 1039112 |
| 1010000 | Antares Holdings LP, <br>6.000%, 8/15/2023, 144A | 995626 |
| 2835000 | Bell Telephone Co. of Canada/Bell Canada (The), MTN, <br>3.600%, 9/29/2027, (CAD) | 1983998 |
| 1735000 | Brookfield Finance I UK PLC/ Brookfield Finance ,Inc., <br>2.340%, 1/30/2032 | 1320836 |
| 1015000 | Brookfield Finance, Inc., <br>3.900%, 1/25/2028 | 930660 |
| 2715000 | Brookfield Renewable Partners ULC, MTN, <br>4.250%, 1/15/2029, (CAD) | 1928472 |
| 1220000 | Canada Housing Trust No. 1, <br>1.550%, 12/15/2026, 144A, (CAD) | 828861 |
| 2465000 | Canadian Pacific Railway Co., <br>1.750%, 12/02/2026 | 2196654 |
| 800000 | CPPIB Capital, Inc., <br>0.375%, 6/20/2024, 144A, (EUR) | 820786 |
| 4695000 | Enbridge Gas, Inc., MTN, <br>2.900%, 4/01/2030, (CAD) | 3103312 |
| 4770000 | Enbridge, Inc., MTN, <br>2.990%, 10/03/2029, (CAD) | 3094652 |
| 2965000 | Federation des Caisses Desjardins du Quebec, (fixed rate to 5/26/2025, variable rate thereafter), <br>2.856%, 5/26/2030, (CAD) | 2054850 |
| 162257 | Institutional Mortgage Securities Canada, Inc., Series 2014-5A, Class A2, <br>2.616%, 7/12/2047, 144A, (CAD) | 117597 |
| 4670000 | Ontario Power Generation, Inc., MTN, <br>2.977%, 9/13/2029, (CAD) | 3115725 |
| 705000 | Open Text Corp., <br>6.900%, 12/01/2027, 144A | 705000 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Canada – continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355000 | Province of Quebec Canada, <br>2.300%, 9/01/2029, (CAD) | $1579694 |
| 2960000 | Shaw Communications, Inc., <br>3.300%, 12/10/2029, (CAD) | 1931936 |
| 7170000 | Toronto-Dominion Bank (The), <br>1.950%, 1/12/2027 | 6388614 |
| 1675000 | Toronto-Dominion Bank (The), MTN, <br>1.150%, 6/12/2025 | 1528042 |
| 1580000 | Videotron Ltd., <br>5.125%, 4/15/2027, 144A | 1492357 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39081053 |
|  | **Chile – 0.6%** |  |
| 575000 | Antofagasta PLC, <br>2.375%, 10/14/2030 | 460268 |
| 975000 | Antofagasta PLC, <br>5.625%, 5/13/2032 | 956275 |
| 2525000 | Banco Santander Chile, <br>3.177%, 10/26/2031, 144A | 2148068 |
| 950000 | Celulosa Arauco y Constitucion S.A., <br>4.500%, 8/01/2024 | 935334 |
| 1005000 | Chile Government International Bond, <br>2.550%, 1/27/2032 | 822268 |
| 2580000 | Colbun S.A., <br>3.150%, 3/06/2030 | 2229873 |
| 1960000 | Corp. Nacional del Cobre de Chile, <br>3.000%, 9/30/2029, 144A | 1711970 |
| 595000 | Empresa Nacional de Telecomunicaciones S.A., <br>3.050%, 9/14/2032, 144A | 473025 |
| 1980000 | Empresa Nacional del Petroleo, <br>3.450%, 9/16/2031, 144A | 1671437 |
| 525000 | Enel Chile S.A., <br>4.875%, 6/12/2028 | 511612 |
| 2690000 | Engie Energia Chile S.A., <br>3.400%, 1/28/2030 | 2196362 |
| 800000 | Inversiones CMPC S.A., <br>4.375%, 5/15/2023, 144A | 795200 |
| 1120000 | Transelec S.A., <br>4.250%, 1/14/2025, 144A | 1088770 |
|  |  | 16000462 |
|  | **China – 0.2%** |  |
| 920000 | Alibaba Group Holding Ltd., <br>3.400%, 12/06/2027 | 846276 |
| 795000 | Baidu, Inc., <br>3.875%, 9/29/2023 | 784069 |
| 2750000 | Shimao Group Holdings Ltd., <br>3.450%, 1/11/2031(b) | 492250 |
| 2750000 | Sunac China Holdings Ltd., <br>5.950%, 4/26/2024(b) | 590782 |
| 625000 | Tencent Holdings Ltd., <br>2.880%, 4/22/2031, 144A | 520120 |

---

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---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **China – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | Tencent Holdings Ltd., <br>2.985%, 1/19/2023, 144A | $499560 |
| 1175000 | Tencent Holdings Ltd., <br>3.280%, 4/11/2024, 144A | 1146394 |
| 1270000 | Weibo Corp., <br>3.500%, 7/05/2024 | 1230191 |
|  |  | 6109642 |
|  | **Colombia – 0.4%** |  |
| 1395000 | Colombia Government International Bond, <br>3.125%, 4/15/2031 | 1035388 |
| 575000 | Colombia Government International Bond, <br>3.875%, 4/25/2027 | 508848 |
| 29559900000 | Colombian TES, Series B, <br>7.500%, 8/26/2026, (COP) | 5205868 |
| 2536000 | Ecopetrol S.A., <br>5.875%, 5/28/2045 | 1765204 |
| 1300000 | Empresas Publicas de Medellin ESP, <br>4.250%, 7/18/2029, 144A | 1031875 |
| 7073300000 | Republic of Colombia, Series B, <br>6.250%, 11/26/2025, (COP) | 1248141 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10795324 |
|  | **Czech – 0.1%** |  |
| 1525000 | CEZ A/S, EMTN, <br>0.875%, 12/02/2026, (EUR) | 1400630 |
| 1120000 | CEZ A/S, EMTN, <br>3.000%, 6/05/2028, (EUR) | 1079286 |
|  |  | 2479916 |
|  | **Denmark – 0.1%** |  |
| 2055000 | Orsted A/S, EMTN, <br>2.125%, 5/17/2027, (GBP) | 2225798 |
|  | **Dominican Republic – 0.2%** |  |
| 2160000 | Dominican Republic International Bond, <br>4.500%, 1/30/2030, 144A | 1838849 |
| 1155000 | Dominican Republic International Bond, <br>4.875%, 9/23/2032, 144A | 958720 |
| 590000 | Dominican Republic International Bond, <br>5.950%, 1/25/2027, 144A | 577834 |
| 995000 | Dominican Republic International Bond, <br>6.000%, 7/19/2028, 144A | 958245 |
| 425000 | Dominican Republic International Bond, <br>8.625%, 4/20/2027, 144A | 441978 |
|  |  | 4775626 |
|  | **Ecuador – 0.1%** |  |
| 4275000 | Ecuador Government International Bond, <br>5.500%, 7/31/2030 | 2746780 |

---

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| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **France – 0.3%** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | BNP Paribas S.A., <br>4.375%, 5/12/2026, 144A | $195314 |
| 890000 | BNP Paribas S.A., (fixed rate to 6/09/2025, variable rate thereafter), <br>2.219%, 6/09/2026, 144A | 817143 |
| 250000 | Credit Agricole S.A., <br>3.250%, 10/04/2024, 144A | 240627 |
| 4500000 | Credit Agricole S.A., (fixed rate to 1/26/2026, variable rate thereafter), <br>1.247%, 1/26/2027, 144A | 3935433 |
| 1400000 | Engie S.A., <br>1.250%, 10/24/2041, (EUR) | 883142 |
| 1015000 | Societe Generale S.A., <br>4.750%, 11/24/2025, 144A | 974242 |
|  |  | 7045901 |
|  | **Germany – 0.4%** |  |
| 1635000 | Deutsche Bank AG, (fixed rate to 1/07/2027, variable rate thereafter), <br>2.552%, 1/07/2028 | 1389823 |
| 305000 | Deutsche Bank AG, (fixed rate to 10/07/2031, variable rate thereafter), <br>3.742%, 1/07/2033 | 216604 |
| 2255000 | Deutsche Bank AG, (fixed rate to 10/14/2030, variable rate thereafter), <br>3.729%, 1/14/2032 | 1653397 |
| 3220000 | Fraport AG Frankfurt Airport Services Worldwide, <br>1.875%, 3/31/2028, (EUR) | 2957064 |
| 3790000 | Kreditanstalt fuer Wiederaufbau, EMTN, <br>1.250%, 8/28/2023, (NOK) | 381565 |
| 1450000 | Siemens Financieringsmaatschappij NV, <br>2.350%, 10/15/2026, 144A | 1319282 |
| 490000 | Volkswagen Group of America Finance LLC, <br>1.625%, 11/24/2027, 144A | 410253 |
| 730000 | Volkswagen Group of America Finance LLC, <br>4.350%, 6/08/2027, 144A | 699728 |
| 2100000 | Vonovia SE, EMTN, <br>0.750%, 9/01/2032, (EUR) | 1489168 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10516884 |
|  | **Guatemala – 0.1%** |  |
| 1050000 | CT Trust, <br>5.125%, 2/03/2032, 144A | 923832 |
| 1026000 | Millicom International Cellular S.A., <br>6.250%, 3/25/2029, 144A | 980879 |
| 1035000 | Millicom International Cellular S.A., <br>6.625%, 10/15/2026 | 1023180 |
|  |  | 2927891 |
|  | **Hong Kong – 0.1%** |  |
| 355000 | AIA Group Ltd., <br>3.200%, 3/11/2025, 144A | 340402 |
| 1405000 | AIA Group Ltd., <br>3.600%, 4/09/2029 | 1277602 |

---

------

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| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Hong Kong – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135000 | AIA Group Ltd., <br>3.900%, 4/06/2028, 144A | $1065683 |
|  |  | 2683687 |
|  | **India – 0.5%** |  |
| 1195000 | Adani Ports & Special Economic Zone Ltd., <br>3.100%, 2/02/2031, 144A | 876556 |
| 2480000 | Adani Ports & Special Economic Zone Ltd., <br>4.200%, 8/04/2027 | 2176877 |
| 2940000 | Bharti Airtel Ltd., <br>3.250%, 6/03/2031 | 2484913 |
| 2790000 | Export-Import Bank of India, <br>2.250%, 1/13/2031, 144A | 2191986 |
| 1250000 | Power Finance Corp. Ltd., <br>3.950%, 4/23/2030, 144A | 1095813 |
| 2400000 | Shriram Finance Ltd., <br>4.150%, 7/18/2025, 144A | 2211168 |
| 2420000 | Shriram Finance Ltd., EMTN, <br>4.400%, 3/13/2024 | 2328330 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13365643 |
|  | **Indonesia – 0.3%** |  |
| 1475000 | Indonesia Government International Bond, <br>2.850%, 2/14/2030 | 1324211 |
| 300000 | Indonesia Government International Bond, <br>4.125%, 1/15/2025, 144A | 296712 |
| 50092000000 | Indonesia Treasury Bond, Series FR75, <br>7.500%, 5/15/2038, (IDR) | 3311314 |
| 43840000000 | Indonesia Treasury Bond, Series FR82, <br>7.000%, 9/15/2030, (IDR) | 2842933 |
|  |  | 7775170 |
|  | **Ireland – 0.3%** |  |
| 645000 | AerCap Ireland Capital DAC/AerCap Global Aviation Trust, <br>3.000%, 10/29/2028 | 540365 |
| 3245000 | AerCap Ireland Capital DAC/AerCap Global Aviation Trust, <br>3.300%, 1/30/2032 | 2536814 |
| 1250000 | Bank of Ireland Group PLC, <br>4.500%, 11/25/2023, 144A | 1236972 |
| 375000 | Ireland Government Bond, <br>3.400%, 3/18/2024, (EUR) | 404630 |
| 3710000 | Ireland Government Bond, Zero Coupon, <br>0.029%, 10/18/2031, (EUR)(c) | 3060884 |
|  |  | 7779665 |
|  | **Israel – 0.9%** |  |
| 10950000 | State of Israel, Series 0330, <br>1.000%, 3/31/2030, (ILS) | 2596668 |
| 2750000 | Teva Pharmaceutical Finance Co. LLC, <br>6.150%, 2/01/2036 | 2417433 |
| 4570000 | Teva Pharmaceutical Finance Netherlands III BV, <br>3.150%, 10/01/2026 | 3996465 |

---

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| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount (‡)** |  | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  |  | **Israel – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17791000 |  | Teva Pharmaceutical Finance Netherlands III BV, <br>4.100%, 10/01/2046 | $10877867 |
| 4675000 |  | Teva Pharmaceutical Finance Netherlands III BV, <br>4.750%, 5/09/2027 | 4225731 |
| 510000 |  | Teva Pharmaceutical Finance Netherlands III BV, <br>5.125%, 5/09/2029 | 454179 |
|  |  |  | 24568343 |
|  |  | **Italy – 0.6%** |  |
| 200000 |  | Intesa Sanpaolo SpA, <br>5.710%, 1/15/2026, 144A | 192200 |
| 530000 |  | Intesa Sanpaolo SpA, EMTN, <br>3.928%, 9/15/2026, (EUR) | 557903 |
| 6965000 |  | Italy Buoni Poliennali Del Tesoro, <br>1.350%, 4/01/2030, (EUR) | 6122724 |
| 3305000 |  | Italy Buoni Poliennali Del Tesoro, <br>2.000%, 2/01/2028, (EUR) | 3233299 |
| 3335000 |  | Republic of Italy, <br>2.500%, 11/15/2025, (EUR) | 3477632 |
| 1975000 |  | Republic of Italy Government International Bond, <br>2.375%, 10/17/2024 | 1858850 |
| 830000 |  | UniCredit SpA, (fixed rate to 4/02/2029, variable rate thereafter), <br>7.296%, 4/02/2034, 144A | 760688 |
| 1460000 |  | UniCredit SpA, (fixed rate to 6/19/2027, variable rate thereafter), <br>5.861%, 6/19/2032, 144A | 1284610 |
| 200000 |  | UniCredit SpA, (fixed rate to 6/30/2030, variable rate thereafter), <br>5.459%, 6/30/2035, 144A | 162490 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17650396 |
|  |  | **Japan – 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1026922400 | (†††) | Japan Government CPI Linked Bond, Series 23, <br>0.100%, 3/10/2028, (JPY) | 8098895 |
| 2375000 |  | Mitsubishi UFJ Financial Group, Inc., (fixed rate to 1/19/2027, variable rate thereafter), <br>2.341%, 1/19/2028 | 2090437 |
| 2020000 |  | Mizuho Financial Group, Inc., <br>2.564%, 9/13/2031 | 1539264 |
| 2000000 |  | Mizuho Financial Group, Inc., (fixed rate to 7/10/2023, variable rate thereafter), <br>1.241%, 7/10/2024 | 1951589 |
| 2000000 |  | Nomura Holdings, Inc., <br>1.851%, 7/16/2025 | 1822915 |
| 2385000 |  | Nomura Holdings, Inc., <br>2.710%, 1/22/2029 | 1987225 |
| 3050000 |  | Sumitomo Mitsui Financial Group, Inc., <br>1.402%, 9/17/2026 | 2655993 |
| 1445000 |  | Sumitomo Mitsui Financial Group, Inc., <br>3.040%, 7/16/2029 | 1249430 |
|  |  |  | 21395748 |
|  |  | **Korea – 0.9%** |  |
| 1650000 |  | Kia Corp., <br>1.750%, 10/16/2026, 144A | 1417878 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Korea – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060000 | Kia Corp., <br>2.750%, 2/14/2027, 144A | $935143 |
| 1515000 | Korea East-West Power Co. Ltd., <br>1.750%, 5/06/2025, 144A | 1397124 |
| 2400000 | Korea National Oil Corp., <br>2.125%, 4/18/2027, 144A | 2116014 |
| 4500000000 | Republic of Korea, Series 2312, <br>0.875%, 12/10/2023, (KRW) | 3464471 |
| 4500000000 | Republic of Korea, Series 2509, <br>1.125%, 9/10/2025, (KRW) | 3319957 |
| 13130550000 | Republic of Korea, Series 3012, <br>1.500%, 12/10/2030, (KRW) | 8752215 |
| 770000 | Shinhan Bank Co. Ltd., <br>3.875%, 3/24/2026, 144A | 718398 |
| 2765000 | SK Hynix, Inc., <br>2.375%, 1/19/2031, 144A | 2027201 |
| 140000 | SK Telecom Co. Ltd., <br>6.625%, 7/20/2027, 144A | 147454 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24295855 |
|  | **Luxembourg – 0.1%** |  |
| 920000 | ArcelorMittal S.A., <br>6.750%, 3/01/2041 | 887156 |
| 1905000 | Blackstone Property Partners Europe Holdings S.a.r.l., EMTN, <br>1.625%, 4/20/2030, (EUR) | 1392080 |
| 280000 | Logicor Financing S.a.r.l., EMTN, <br>0.875%, 1/14/2031, (EUR) | 193946 |
| 1490000 | Logicor Financing S.a.r.l., EMTN, <br>1.625%, 1/17/2030, (EUR) | 1159422 |
| 100000 | Logicor Financing S.a.r.l., EMTN, <br>2.000%, 1/17/2034, (EUR) | 67620 |
|  |  | 3700224 |
|  | **Mexico – 1.6%** |  |
| 620000 | Alfa SAB de CV, <br>6.875%, 3/25/2044 | 605488 |
| 770000 | America Movil SAB de CV, <br>2.125%, 3/10/2028, (EUR) | 757367 |
| 860000 | America Movil SAB de CV, <br>2.875%, 5/07/2030 | 730088 |
| 730000 | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santander, <br>5.375%, 4/17/2025, 144A | 722335 |
| 1905000 | Cemex SAB de CV, <br>3.875%, 7/11/2031, 144A | 1607886 |
| 855000 | Cemex SAB de CV, <br>5.450%, 11/19/2029 | 820796 |
| 400000 | Cemex SAB de CV, <br>7.375%, 6/05/2027, 144A | 410500 |
| 1775000 | Coca-Cola Femsa SAB de CV, <br>2.750%, 1/22/2030 | 1528719 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount (‡)** |  | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  |  | **Mexico – continued** |  |
| $800000 |  | Gruma SAB de CV, <br>4.875%, 12/01/2024 | $791000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 |  | Grupo Televisa SAB, EMTN, <br>7.250%, 5/14/2043, (MXN) | 314967 |
| 1515000 |  | Kimberly-Clark de Mexico SAB de CV, <br>2.431%, 7/01/2031 | 1211106 |
| 840000 |  | Kimberly-Clark de Mexico SAB de CV, <br>2.431%, 7/01/2031, 144A | 671504 |
| 1707184 | (††††) | Mexican Fixed Rate Bonds, Series M, <br>5.750%, 3/05/2026, (MXN) | 7924193 |
| 1294043 | (††††) | Mexican Fixed Rate Bonds, Series M 20, <br>8.500%, 5/31/2029, (MXN) | 6452119 |
| 637836 | (††††) | Mexican Fixed Rate Bonds, Series M 30, <br>8.500%, 11/18/2038, (MXN) | 3096892 |
| 724558 | (††††) | Mexican Fixed Rate Bonds, Series M-20, <br>7.500%, 6/03/2027, (MXN) | 3504605 |
| 2665000 |  | Mexico Government International Bond, <br>3.250%, 4/16/2030 | 2321611 |
| 1880000 |  | Mexico Government International Bond, <br>3.500%, 2/12/2034 | 1504505 |
| 196000 |  | Mexico Government International Bond, <br>4.000%, 3/15/2115, (EUR) | 146624 |
| 810000 |  | Mexico Government International Bond, <br>4.875%, 5/19/2033 | 743533 |
| 1850000 |  | Orbia Advance Corp. SAB de CV, <br>1.875%, 5/11/2026, 144A | 1617289 |
| 1240000 |  | Orbia Advance Corp. SAB de CV, <br>4.000%, 10/04/2027 | 1143067 |
| 3505000 |  | Petroleos Mexicanos, <br>5.950%, 1/28/2031 | 2652752 |
| 100000 |  | Sigma Alimentos S.A. de CV, <br>2.625%, 2/07/2024, 144A, (EUR) | 104397 |
| 835000 |  | Sigma Alimentos S.A. de CV, <br>4.125%, 5/02/2026 | 791165 |
| 2090000 |  | Sigma Finance Netherlands BV, <br>4.875%, 3/27/2028 | 1980302 |
| 1010000 |  | Unifin Financiera SAB de CV, <br>7.250%, 9/27/2023(b) | 30229 |
| 2195000 |  | Unifin Financiera SAB de CV, <br>9.875%, 1/28/2029(b) | 54875 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44239914 |
|  |  | **Netherlands – 0.1%** |  |
| 870000 |  | Cooperatieve Rabobank U.A., <br>4.375%, 8/04/2025 | 848911 |
| 1725000 |  | ING Groep NV, (fixed rate to 7/01/2025, variable rate thereafter), <br>1.400%, 7/01/2026, 144A | 1550809 |
|  |  |  | 2399720 |
|  |  | **New Zealand – 0.6%** |  |
| 5000000 |  | Fonterra Co-operative Group Ltd., MTN, <br>5.500%, 2/26/2024, (AUD) | 3437910 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **New Zealand – continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575000 | New Zealand Government Bond, Series 0429, <br>3.000%, 4/20/2029, (NZD) | $2086143 |
| 10700000 | New Zealand Government Bond, Series 0524, <br>0.500%, 5/15/2024, (NZD) | 6384059 |
| 6310000 | New Zealand Government Bond, Series 0531, <br>1.500%, 5/15/2031, (NZD) | 3187749 |
|  |  | 15095861 |
|  | **Nigeria – 0.1%** |  |
| 1975000 | Nigeria Government International Bond, <br>6.125%, 9/28/2028, 144A | 1526951 |
|  | **Norway – 0.7%** |  |
| 3660000 | DNB Bank ASA, (fixed rate to 5/25/2026, variable rate thereafter), <br>1.535%, 5/25/2027, 144A | 3181198 |
| 2790000 | Equinor ASA, <br>3.625%, 4/06/2040 | 2293087 |
| 16500000 | Norway Government Bond, Series 478, <br>1.500%, 2/19/2026, 144A, (NOK) | 1605772 |
| 41750000 | Norway Government Bond, Series 479, <br>1.750%, 2/17/2027, 144A, (NOK) | 4048144 |
| 36610000 | Norway Government Bond, Series 480, <br>2.000%, 4/26/2028, 144A, (NOK) | 3537756 |
| 46500000 | Norway Government Bond, Series 482, <br>1.375%, 8/19/2030, 144A, (NOK) | 4169840 |
| 455000 | Var Energi ASA, <br>8.000%, 11/15/2032, 144A | 469887 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19305684 |
|  | **Panama – 0.0%** |  |
| 1485000 | Telecomunicaciones Digitales S.A., <br>4.500%, 1/30/2030, 144A | 1333901 |
|  | **Paraguay – 0.1%** |  |
| 1420000 | Paraguay Government International Bond, <br>4.950%, 4/28/2031, 144A | 1372257 |
| 800000 | Republic of Paraguay, <br>5.000%, 4/15/2026, 144A | 795798 |
|  |  | 2168055 |
|  | **Peru – 0.3%** |  |
| 3220000 | Corp. Financiera de Desarrollo S.A., <br>2.400%, 9/28/2027, 144A | 2690761 |
| 2005000 | Peruvian Government International Bond, <br>2.392%, 1/23/2026 | 1845527 |
| 2455000 | Peruvian Government International Bond, <br>3.000%, 1/15/2034 | 1933689 |
| 1050000 | Transportadora de Gas del Peru S.A., <br>4.250%, 4/30/2028, 144A | 983226 |
|  |  | 7453203 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Philippines – 0.0%** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060000 | Philippine Government International Bond, <br>2.457%, 5/05/2030 | $927288 |
|  | **Poland – 0.2%** |  |
| 12970000 | Republic of Poland Government Bond, Series 0725, <br>3.250%, 7/25/2025, (PLN) | 2715460 |
| 26400000 | Republic of Poland Government Bond, Series 1030, <br>1.250%, 10/25/2030, (PLN) | 4043740 |
|  |  | 6759200 |
|  | **Portugal – 0.1%** |  |
| 3590000 | EDP Finance BV, <br>1.710%, 1/24/2028, 144A | 2974171 |
|  | **Qatar – 0.1%** |  |
| 1770000 | Ooredoo International Finance Ltd., <br>2.625%, 4/08/2031, 144A | 1519297 |
| 1600000 | QatarEnergy Trading LLC, <br>2.250%, 7/12/2031, 144A | 1323939 |
|  |  | 2843236 |
|  | **Romania – 0.0%** |  |
| 1100000 | Romania Government International Bond, <br>2.000%, 4/14/2033, 144A, (EUR) | 752325 |
|  | **Singapore – 0.5%** |  |
| 1450000 | BOC Aviation Ltd., <br>3.250%, 4/29/2025, 144A | 1374701 |
| 860000 | BOC Aviation USA Corp., <br>1.625%, 4/29/2024, 144A | 816292 |
| 4510000 | Republic of Singapore, <br>2.750%, 7/01/2023, (SGD) | 3347295 |
| 10055000 | Singapore Government Bond, <br>2.125%, 6/01/2026, (SGD) | 7329925 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12868213 |
|  | **South Africa – 0.7%** |  |
| 1400000 | Anglo American Capital PLC, <br>2.625%, 9/10/2030, 144A | 1137759 |
| 1400000 | Anglo American Capital PLC, <br>5.625%, 4/01/2030, 144A | 1389830 |
| 1420000 | MTN (Mauritius) Investments Ltd., <br>4.755%, 11/11/2024 | 1380666 |
| 930000 | MTN (Mauritius) Investments Ltd., <br>4.755%, 11/11/2024, 144A | 904239 |
| 116835000 | Republic of South Africa Government Bond, Series 2035, <br>8.875%, 2/28/2035, (ZAR) | 5789749 |
| 39185000 | Republic of South Africa Government Bond, Series R213, <br>7.000%, 2/28/2031, (ZAR) | 1860170 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **South Africa – continued** |  |
| $7585000 | Republic of South Africa Government International Bond, <br>5.750%, 9/30/2049 | $5549945 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18012358 |
|  | **Spain – 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | Banco Santander S.A., (fixed rate to 9/14/2026, variable rate thereafter), <br>1.722%, 9/14/2027 | 1708333 |
| 600000 | CaixaBank S.A., (fixed rate to 4/17/2025, variable rate thereafter), EMTN, <br>2.250%, 4/17/2030, (EUR) | 585282 |
| 500000 | CaixaBank S.A., (fixed rate to 7/14/2023, variable rate thereafter), EMTN, <br>2.750%, 7/14/2028, (EUR) | 524900 |
| 3700000 | Cellnex Telecom S.A., EMTN, <br>1.750%, 10/23/2030, (EUR) | 3066741 |
| 700000 | Naturgy Finance BV, EMTN, <br>1.500%, 1/29/2028, (EUR) | 665000 |
| 430000 | Spain Government Bond, <br>1.600%, 4/30/2025, 144A, (EUR) | 446993 |
| 2525000 | Spain Government Bond, <br>1.950%, 7/30/2030, 144A, (EUR) | 2457977 |
|  |  | 9455226 |
|  | **Supranationals – 0.4%** |  |
| 1495000 | Corporacion Andina de Fomento, <br>2.375%, 5/12/2023 | 1477968 |
| 10030000 | International Bank for Reconstruction & Development, <br>1.200%, 7/22/2026, (CAD) | 6742990 |
| 16750000 | Nordic Investment Bank, EMTN, <br>1.500%, 3/13/2025, (NOK) | 1644751 |
|  |  | 9865709 |
|  | **Sweden – 0.2%** |  |
| 1900000 | Heimstaden Bostad Treasury BV, EMTN, <br>1.375%, 7/24/2028, (EUR) | 1518142 |
| 2560000 | Sweden Government Bond, Series 1058, <br>2.500%, 5/12/2025, 144A, (SEK) | 243704 |
| 38000000 | Sweden Government Bond, Series 1062, <br>0.125%, 5/12/2031, 144A, (SEK) | 3020948 |
|  |  | 4782794 |
|  | **Switzerland – 0.3%** |  |
| 930000 | Credit Suisse AG, <br>2.950%, 4/09/2025 | 837003 |
| 325000 | Credit Suisse Group AG, (fixed rate to 11/15/2032, variable rate thereafter), <br>9.016%, 11/15/2033, 144A | 332757 |
| 4110000 | Credit Suisse Group AG, (fixed rate to 5/14/2031, variable rate thereafter), <br>3.091%, 5/14/2032, 144A | 2839790 |
| 2290000 | Credit Suisse Group AG, (fixed rate to 6/05/2025, variable rate thereafter), <br>2.193%, 6/05/2026, 144A | 1955870 |
| 295000 | Credit Suisse Group AG, (fixed rate to 7/15/2025, variable rate thereafter), <br>6.373%, 7/15/2026, 144A | 276960 |
| 345000 | Credit Suisse Group AG, (fixed rate to 8/11/2027, variable rate thereafter), <br>6.442%, 8/11/2028, 144A | 314247 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Switzerland – continued** |  |
| $500000 | Credit Suisse Group AG, (fixed rate to 8/12/2032, variable rate thereafter), <br>6.537%, 8/12/2033, 144A | $439240 |
| 1375000 | Novartis Capital Corp., <br>2.000%, 2/14/2027 | 1250532 |
| 340000 | Willow No. 2 (Ireland) PLC for Zurich Insurance Co. Ltd., EMTN, (fixed rate to 10/01/2025, variable rate thereafter), <br>4.250%, 10/01/2045 | 307700 |
|  |  | 8554099 |
|  | **Taiwan – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925000 | TSMC Arizona Corp., <br>2.500%, 10/25/2031 | 1575364 |
| 3180000 | TSMC Arizona Corp., <br>4.125%, 4/22/2029 | 3020229 |
|  |  | 4595593 |
|  | **Tanzania – 0.0%** |  |
| 985000 | HTA Group Ltd., <br>7.000%, 12/18/2025, 144A | 906200 |
|  | **Thailand – 0.0%** |  |
| 950000 | Thaioil Treasury Center Co. Ltd., <br>3.625%, 1/23/2023, 144A | 949069 |
|  | **Trinidad And Tobago – 0.0%** |  |
| 415000 | Trinidad Generation Unlimited, <br>5.250%, 11/04/2027, 144A | 400475 |
|  | **Turkey – 0.6%** |  |
| 2045000 | Aydem Yenilenebilir Enerji A/S, <br>7.750%, 2/02/2027, 144A | 1664794 |
| 2250000 | TC Ziraat Bankasi A/S, <br>5.375%, 3/02/2026, 144A | 2031367 |
| 2830000 | Turk Telekomunikasyon AS, <br>6.875%, 2/28/2025 | 2664671 |
| 525000 | Turk Telekomunikasyon AS, <br>6.875%, 2/28/2025, 144A | 494330 |
| 2875000 | Turkcell Iletisim Hizmetleri AS, <br>5.800%, 4/11/2028 | 2472212 |
| 6970000 | Turkey Government International Bond, <br>5.250%, 3/13/2030 | 5593425 |
| 1345000 | Turkey Government International Bond, <br>7.625%, 4/26/2029 | 1265457 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16186256 |
|  | **United Arab Emirates – 0.1%** |  |
| 1610000 | Abu Dhabi Crude Oil Pipeline LLC, <br>3.650%, 11/02/2029 | 1505350 |
| 1295000 | Abu Dhabi Government International Bond, <br>3.125%, 4/16/2030, 144A | 1200791 |
|  |  | 2706141 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United Kingdom – 0.4%** |  |
| $200000 | Ashtead Capital, Inc., <br>5.500%, 8/11/2032, 144A | $191294 |
| 95000 | Avon Products, Inc., <br>8.450%, 3/15/2043 | 90953 |
| 1350000 | CK Hutchison International 19 Ltd., <br>3.625%, 4/11/2029, 144A | 1246201 |
| 1420000 | Diageo Capital PLC, <br>2.125%, 4/29/2032 | 1130887 |
| 1125000 | Lloyds Banking Group PLC, (fixed rate to 7/09/2024, variable rate thereafter), <br>3.870%, 7/09/2025 | 1088853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395000 | Nationwide Building Society, (fixed rate to 7/18/2029, variable rate thereafter), <br>3.960%, 7/18/2030, 144A | 1207797 |
| 1190000 | NatWest Markets PLC, <br>0.800%, 8/12/2024, 144A | 1102506 |
| 235000 | Network Rail Infrastructure Finance PLC, EMTN, <br>4.750%, 1/22/2024, (GBP) | 285432 |
| 955000 | Santander U.K. Group Holdings PLC, (fixed rate to 1/11/2027, variable rate thereafter), <br>2.469%, 1/11/2028 | 815531 |
| 1455000 | Standard Chartered PLC, (fixed rate to 11/18/2030, variable rate thereafter), <br>3.265%, 2/18/2036, 144A | 1075858 |
| 2200000 | Standard Chartered PLC, (fixed rate to 3/30/2025, variable rate thereafter), <br>3.971%, 3/30/2026, 144A | 2101314 |
| 250000 | Standard Chartered PLC, EMTN, <br>3.125%, 11/19/2024, (EUR) | 262622 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10599248 |
|  | **United States – 11.1%** |  |
| 165000 | AES Corp. (The), <br>3.950%, 7/15/2030, 144A | 145530 |
| 315000 | Aircastle Ltd., Series A (fixed rate to 6/15/2026, variable rate thereafter), <br>5.250%, 144A(d) | 242550 |
| 1915000 | Albemarle Corp., <br>5.050%, 6/01/2032 | 1804864 |
| 480000 | Allison Transmission, Inc., <br>4.750%, 10/01/2027, 144A | 445123 |
| 1145000 | Ally Financial, Inc., Series B, (fixed rate to 5/15/2026, variable rate thereafter), <br>4.700%(d) | 765719 |
| 965000 | Ally Financial, Inc., Series C, (fixed rate to 5/15/2028, variable rate thereafter), <br>4.700%(d) | 604331 |
| 1313306 | American Airlines Pass Through Trust, Series 2016-1, Class B, <br>5.250%, 7/15/2025 | 1277886 |
| 976644 | American Airlines Pass Through Trust, Series 2016-3, Class B, <br>3.750%, 4/15/2027 | 867573 |
| 286103 | American Airlines Pass Through Trust, Series 2017-1B, Class B, <br>4.950%, 8/15/2026 | 269025 |
| 343364 | American Airlines Pass Through Trust, Series 2017-2, Class B, <br>3.700%, 4/15/2027 | 308532 |
| 3975000 | Apple, Inc., <br>2.513%, 8/19/2024, (CAD) | 2835666 |
| 260000 | Aptiv PLC, <br>1.600%, 9/15/2028, (EUR) | 242278 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United States – continued** | **United States – continued** |
| $2330000 | Ares Capital Corp., <br>3.200%, 11/15/2031 | $1709871 |
| 1300000 | Ashland LLC, <br>3.375%, 9/01/2031, 144A | 1039052 |
| 2865000 | Bank of America Corp., (fixed rate to 9/15/2026, variable rate thereafter), <br>1.978%, 9/15/2027, (CAD) | 1884235 |
| 910000 | Bank of America Corp., (fixed rate to 9/21/2031, variable rate thereafter), <br>2.482%, 9/21/2036 | 668632 |
| 665000 | Barings BDC, Inc., <br>3.300%, 11/23/2026 | 563640 |
| 7800000 | Bausch Health Cos., Inc., <br>4.875%, 6/01/2028, 144A | 4961126 |
| 4695000 | Bausch Health Cos., Inc., <br>5.000%, 1/30/2028, 144A | 2253574 |
| 370000 | Bausch Health Cos., Inc., <br>7.000%, 1/15/2028, 144A | 178839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140000 | Beazer Homes USA, Inc., <br>7.250%, 10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014012 |
| 500000 | Block, Inc., <br>3.500%, 6/01/2031 | 398963 |
| 25000 | Boeing Co. (The), <br>3.250%, 2/01/2035 | 19012 |
| 165000 | Boeing Co. (The), <br>3.550%, 3/01/2038 | 121566 |
| 25000 | Boeing Co. (The), <br>3.625%, 3/01/2048 | 16357 |
| 80000 | Boeing Co. (The), <br>3.750%, 2/01/2050 | 55144 |
| 635000 | Boeing Co. (The), <br>3.850%, 11/01/2048 | 435862 |
| 640000 | Boeing Co. (The), <br>3.950%, 8/01/2059 | 429773 |
| 875000 | BPR Trust, Series 2021-NRD, Class F, <br>1-month SOFR + 6.870%, 11.196%, 12/15/2038, 144A(e) | 769566 |
| 690000 | Broadcom, Inc., <br>3.187%, 11/15/2036, 144A | 495619 |
| 545000 | Carnival Corp., <br>5.750%, 3/01/2027, 144A | 389152 |
| 490000 | Catalent Pharma Solutions, Inc., <br>3.125%, 2/15/2029, 144A | 390150 |
| 10570000 | CCO Holdings LLC/CCO Holdings Capital Corp., <br>4.250%, 2/01/2031, 144A | 8486442 |
| 3810000 | CCO Holdings LLC/CCO Holdings Capital Corp., <br>4.250%, 1/15/2034, 144A | 2811951 |
| 1575000 | CCO Holdings LLC/CCO Holdings Capital Corp., <br>4.750%, 2/01/2032, 144A | 1276853 |
| 595000 | CCO Holdings LLC/CCO Holdings Capital Corp., <br>5.125%, 5/01/2027, 144A | 554582 |
| 240000 | CCO Holdings LLC/CCO Holdings Capital Corp., <br>5.500%, 5/01/2026, 144A | 232344 |
| 370000 | Celanese U.S. Holdings LLC, <br>6.330%, 7/15/2029 | 359507 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United States – continued** | **United States – continued** |
| $270000 | Celanese U.S. Holdings LLC, <br>6.379%, 7/15/2032 | $256756 |
| 2510000 | Centene Corp., <br>2.500%, 3/01/2031 | 1964008 |
| 160000 | Centene Corp., <br>2.625%, 8/01/2031 | 125728 |
| 975000 | Centene Corp., <br>3.000%, 10/15/2030 | 799256 |
| 165000 | Charles River Laboratories International, Inc., <br>3.750%, 3/15/2029, 144A | 145926 |
| 175000 | Charles River Laboratories International, Inc., <br>4.000%, 3/15/2031, 144A | 151375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6405000 | Charter Communications Operating LLC / Charter Communications Operating Capital, <br>4.400%, 12/01/2061 | 4097108 |
| 150000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>2.300%, 2/01/2032 | 110482 |
| 360000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>2.800%, 4/01/2031 | 280263 |
| 1075000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>3.950%, 6/30/2062 | 634143 |
| 180000 | Charter Communications Operating LLC/Charter Communications Operating Capital, <br>4.400%, 4/01/2033 | 154019 |
| 4025000 | CommScope Technologies LLC, <br>5.000%, 3/15/2027, 144A | 2733786 |
| 7265000 | CommScope, Inc., <br>4.750%, 9/01/2029, 144A | 5857043 |
| 1565000 | CommScope, Inc., <br>7.125%, 7/01/2028, 144A | 1118770 |
| 2087000 | Continental Resources, Inc., <br>2.875%, 4/01/2032, 144A | 1545816 |
| 4565000 | Continental Resources, Inc., <br>5.750%, 1/15/2031, 144A | 4249377 |
| 20100000 | CSC Holdings LLC, <br>4.625%, 12/01/2030, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11107945 |
| 2060000 | CSC Holdings LLC, <br>5.000%, 11/15/2031, 144A | 1150922 |
| 595000 | CSC Holdings LLC, <br>5.375%, 2/01/2028, 144A | 479719 |
| 495000 | CSC Holdings LLC, <br>5.750%, 1/15/2030, 144A | 279175 |
| 1115000 | CSC Holdings LLC, <br>6.500%, 2/01/2029, 144A | 911513 |
| 490000 | Dana, Inc., <br>5.375%, 11/15/2027 | 454532 |
| 80000 | Darling Ingredients, Inc., <br>6.000%, 6/15/2030, 144A | 78200 |
| 2235000 | DCP Midstream Operating LP, <br>3.250%, 2/15/2032 | 1848636 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United States – continued** | **United States – continued** |
| $380000 | DCP Midstream Operating LP, <br>5.125%, 5/15/2029 | $366219 |
| 940000 | DH Europe Finance II S.a.r.l., <br>0.750%, 9/18/2031, (EUR) | 785057 |
| 50000 | Dillard's, Inc., <br>7.000%, 12/01/2028 | 49490 |
| 8000 | Dillard's, Inc., <br>7.750%, 7/15/2026 | 8256 |
| 355000 | DIRECTV Financing LLC/DIRECTV Financing Co-Obligor, Inc., <br>5.875%, 8/15/2027, 144A | 317604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475000 | DISH DBS Corp., <br>5.125%, 6/01/2029 | 1596647 |
| 4115000 | DISH DBS Corp., <br>5.250%, 12/01/2026, 144A | 3466209 |
| 1960000 | DISH DBS Corp., <br>7.750%, 7/01/2026 | 1580524 |
| 160000 | Edison International, <br>4.950%, 4/15/2025 | 157344 |
| 575000 | EnLink Midstream Partners LP, <br>5.450%, 6/01/2047 | 461869 |
| 280000 | EPR Properties, <br>3.600%, 11/15/2031 | 202860 |
| 70000 | EQT Corp., <br>3.125%, 5/15/2026, 144A | 64332 |
| 1555000 | EQT Corp., <br>3.625%, 5/15/2031, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317763 |
| 360000 | EQT Corp., <br>5.000%, 1/15/2029 | 337953 |
| 190000 | EQT Corp., <br>5.700%, 4/01/2028 | 188979 |
| 115000 | Everi Holdings, Inc., <br>5.000%, 7/15/2029, 144A | 98781 |
| 3780000 | Expedia Group, Inc., <br>2.950%, 3/15/2031 | 3039616 |
| 170000 | Ford Motor Co., <br>3.250%, 2/12/2032 | 127490 |
| 1755000 | Ford Motor Co., <br>6.625%, 10/01/2028 | 1735011 |
| 2710000 | Freeport-McMoRan, Inc., <br>4.375%, 8/01/2028 | 2529433 |
| 6640000 | Freeport-McMoRan, Inc., <br>5.400%, 11/14/2034 | 6270698 |
| 2710000 | General Motors Co., <br>5.200%, 4/01/2045 | 2202608 |
| 405000 | General Motors Co., <br>6.250%, 10/02/2043 | 374434 |
| 315000 | Georgia-Pacific LLC, <br>8.875%, 5/15/2031 | 383973 |
| 460000 | GLP Capital LP/GLP Financing II, Inc., <br>3.250%, 1/15/2032 | 367717 |
| 855000 | Go Daddy Operating Co. LLC/GD Finance Co., Inc., <br>3.500%, 3/01/2029, 144A | 715799 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United States – continued** | **United States – continued** |
| $975000 | Goodyear Tire & Rubber Co. (The), <br>7.000%, 3/15/2028 | $970427 |
| 830000 | HCA, Inc., <br>3.500%, 9/01/2030 | 715855 |
| 610000 | Hess Midstream Operations LP, <br>4.250%, 2/15/2030, 144A | 521502 |
| 660000 | Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow, <br>4.875%, 7/01/2031, 144A | 538661 |
| 470000 | Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow, <br>5.000%, 6/01/2029, 144A | 404200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | Hyundai Capital America, <br>2.650%, 2/10/2025 | 940395 |
| 1395000 | Hyundai Capital America, <br>6.375%, 4/08/2030, 144A | 1413552 |
| 9810000 | Icahn Enterprises LP/Icahn Enterprises Finance Corp., <br>4.375%, 2/01/2029 | 8295826 |
| 1180000 | Icahn Enterprises LP/Icahn Enterprises Finance Corp., <br>5.250%, 5/15/2027 | 1080408 |
| 1210000 | iHeartCommunications, Inc., <br>4.750%, 1/15/2028, 144A | 985351 |
| 665000 | iHeartCommunications, Inc., <br>5.250%, 8/15/2027, 144A | 563310 |
| 1980000 | iHeartCommunications, Inc., <br>8.375%, 5/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683846 |
| 1135000 | Iron Mountain, Inc., <br>4.875%, 9/15/2029, 144A | 989947 |
| 795000 | JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc., <br>3.750%, 12/01/2031, 144A | 649436 |
| 730000 | JELD-WEN, Inc., <br>4.875%, 12/15/2027, 144A | 549449 |
| 1135000 | John Deere Capital Corp., MTN, <br>0.450%, 6/07/2024 | 1066704 |
| 345000 | Lithia Motors, Inc., <br>3.875%, 6/01/2029, 144A | 284346 |
| 870000 | Marriott Ownership Resorts, Inc., <br>4.500%, 6/15/2029, 144A | 721775 |
| 44000 | Masco Corp., <br>6.500%, 8/15/2032 | 45041 |
| 615000 | Medtronic Global Holdings SCA, <br>1.125%, 3/07/2027, (EUR) | 596720 |
| 2119637 | Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., <br>6.500%, 6/20/2027, 144A | 2107347 |
| 435000 | Molina Healthcare, Inc., <br>3.875%, 5/15/2032, 144A | 361241 |
| 490000 | MSCI, Inc., <br>3.250%, 8/15/2033, 144A | 378407 |
| 2135000 | Nationstar Mortgage Holdings, Inc., <br>5.500%, 8/15/2028, 144A | 1740903 |
| 1365000 | Navient Corp., <br>5.000%, 3/15/2027 | 1194939 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United States – continued** | **United States – continued** |
| $191000 | Navient Corp., Series A, <br>5.625%, 8/01/2033 | $136066 |
| 4600000 | NCL Corp. Ltd., <br>5.875%, 3/15/2026, 144A | 3613162 |
| 615000 | NCL Corp. Ltd., <br>5.875%, 2/15/2027, 144A | 532319 |
| 790000 | NCL Finance Ltd., <br>6.125%, 3/15/2028, 144A | 583195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620000 | Netflix, Inc., <br>4.875%, 6/15/2030, 144A | 2443409 |
| 310000 | Netflix, Inc., <br>5.375%, 11/15/2029, 144A | 300700 |
| 20000 | NGPL PipeCo LLC, <br>7.768%, 12/15/2037, 144A | 20810 |
| 475000 | Novelis Corp., <br>4.750%, 1/30/2030, 144A | 421118 |
| 30000 | Occidental Petroleum Corp., <br>6.125%, 1/01/2031 | 30276 |
| 2355000 | Occidental Petroleum Corp., <br>6.625%, 9/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433610 |
| 50000 | Occidental Petroleum Corp., <br>7.875%, 9/15/2031 | 55200 |
| 1845000 | Occidental Petroleum Corp., <br>8.875%, 7/15/2030 | 2083013 |
| 1170000 | OneMain Finance Corp., <br>5.625%, 3/15/2023 | 1165794 |
| 860000 | OneMain Finance Corp., <br>6.875%, 3/15/2025 | 826181 |
| 2310000 | OneMain Finance Corp., <br>7.125%, 3/15/2026 | 2196533 |
| 130000 | OneMain Finance Corp., <br>8.250%, 10/01/2023 | 130642 |
| 1490000 | Oracle Corp., <br>3.950%, 3/25/2051 | 1061534 |
| 1000000 | Ovintiv, Inc., <br>6.500%, 8/15/2034 | 1006247 |
| 45000 | Ovintiv, Inc., <br>6.500%, 2/01/2038 | 44583 |
| 230000 | Ovintiv, Inc., <br>6.625%, 8/15/2037 | 231322 |
| 30000 | Ovintiv, Inc., <br>7.200%, 11/01/2031 | 31488 |
| 115000 | Ovintiv, Inc., <br>7.375%, 11/01/2031 | 122404 |
| 130000 | Ovintiv, Inc., <br>8.125%, 9/15/2030 | 142656 |
| 8630000 | Owl Rock Capital Corp., <br>4.250%, 1/15/2026 | 7922499 |
| 1550000 | Owl Rock Technology Finance Corp., <br>2.500%, 1/15/2027 | 1263543 |
| 2120000 | Owl Rock Technology Finance Corp., <br>4.750%, 12/15/2025, 144A | 1919617 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United States – continued** | **United States – continued** |
| $320000 | Pacific Gas & Electric Co., <br>5.450%, 6/15/2027 | $315555 |
| 1265000 | Pilgrim's Pride Corp., <br>3.500%, 3/01/2032, 144A | 988800 |
| 315000 | Pilgrim's Pride Corp., <br>4.250%, 4/15/2031, 144A | 267925 |
| 1060000 | Post Holdings, Inc., <br>4.500%, 9/15/2031, 144A | 891100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165000 | Prologis Euro Finance LLC, <br>0.250%, 9/10/2027, (EUR) | 1939679 |
| 1530000 | Prologis Euro Finance LLC, <br>0.375%, 2/06/2028, (EUR) | 1356547 |
| 365000 | Prologis LP, <br>2.250%, 6/30/2029, (GBP) | 369830 |
| 1100000 | Realty Income Corp., EMTN, <br>1.625%, 12/15/2030, (GBP) | 993514 |
| 5850000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>2.875%, 10/15/2026, 144A | 5014400 |
| 6794000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>3.625%, 3/01/2029 | 5383824 |
| 130000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>3.625%, 3/01/2029, 144A | 103017 |
| 9741000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>3.875%, 3/01/2031, 144A | 7435066 |
| 4510000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br>4.000%, 10/15/2033, 144A | 3368339 |
| 2175000 | Royal Caribbean Cruises Ltd., <br>4.250%, 7/01/2026, 144A | 1758156 |
| 4130000 | Royal Caribbean Cruises Ltd., <br>5.500%, 4/01/2028, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295926 |
| 1605000 | SBA Communications Corp., <br>3.125%, 2/01/2029 | 1334541 |
| 1020000 | Scientific Games International, Inc., <br>7.000%, 5/15/2028, 144A | 972988 |
| 525000 | Scientific Games International, Inc., <br>7.250%, 11/15/2029, 144A | 504000 |
| 435000 | Sensata Technologies BV, <br>4.000%, 4/15/2029, 144A | 375188 |
| 140000 | Silgan Holdings, Inc., <br>3.250%, 3/15/2025, (EUR) | 144915 |
| 315000 | Southwestern Energy Co., <br>4.750%, 2/01/2032 | 269196 |
| 2255000 | Summit Materials LLC/Summit Materials Finance Corp., <br>5.250%, 1/15/2029, 144A | 2099461 |
| 380000 | Synchrony Bank, <br>5.400%, 8/22/2025 | 374870 |
| 765000 | Synchrony Bank, <br>5.625%, 8/23/2027 | 746984 |
| 410000 | T-Mobile USA, Inc., <br>2.400%, 3/15/2029 | 346010 |
| 735000 | T-Mobile USA, Inc., <br>2.700%, 3/15/2032 | 593840 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **United States – continued** | **United States – continued** |
| $6900000 | T-Mobile USA, Inc., <br>3.375%, 4/15/2029 | $6077310 |
| 2420000 | T-Mobile USA, Inc., <br>3.500%, 4/15/2031 | 2090395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805000 | T-Mobile USA, Inc., <br>3.875%, 4/15/2030 | 2540810 |
| 255000 | Tapestry, Inc., <br>3.050%, 3/15/2032 | 198468 |
| 165000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp., <br>4.875%, 2/01/2031 | 148987 |
| 165000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp., <br>5.500%, 3/01/2030 | 155252 |
| 100000 | Thermo Fisher Scientific, Inc., EMTN, <br>1.500%, 10/01/2039, (EUR) | 72581 |
| 245000 | Thermo Fisher Scientific, Inc., EMTN, <br>1.875%, 10/01/2049, (EUR) | 167032 |
| 90000 | Time Warner Cable LLC, <br>4.500%, 9/15/2042 | 65889 |
| 85000 | Time Warner Cable LLC, <br>5.500%, 9/01/2041 | 70539 |
| 400000 | TopBuild Corp., <br>4.125%, 2/15/2032, 144A | 325044 |
| 10000000 | Travel & Leisure Co., <br>4.500%, 12/01/2029, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8148301 |
| 615000 | Travel & Leisure Co., <br>4.625%, 3/01/2030, 144A | 510001 |
| 65000 | Travel & Leisure Co., <br>6.625%, 7/31/2026, 144A | 63587 |
| 5000 | TRI Pointe Group, Inc./TRI Pointe Homes, Inc., <br>5.875%, 6/15/2024 | 4976 |
| 775000 | TriNet Group, Inc., <br>3.500%, 3/01/2029, 144A | 637205 |
| 55429 | U.S. Airways Pass Through Trust, Series 2012-1A, Class A, <br>5.900%, 4/01/2026 | 53611 |
| 227562 | U.S. Airways Pass Through Trust, Series 2012-2A, Class A, <br>4.625%, 12/03/2026 | 207276 |
| 5320000 | U.S. Treasury Bond, <br>2.250%, 2/15/2052 | 3699478 |
| 22 | U.S. Treasury Inflation Indexed Note, <br>0.375%, 7/15/2027(f) | 21 |
| 7317621 | U.S. Treasury Inflation Indexed Note, <br>0.625%, 4/15/2023(f) | 7242873 |
| 5930000 | U.S. Treasury Note, <br>0.125%, 1/31/2023(g) | 5912129 |
| 1940000 | U.S. Treasury Note, <br>0.500%, 11/30/2023 | 1866492 |
| 2910000 | U.S. Treasury Note, <br>0.875%, 1/31/2024 | 2792122 |
| 17750000 | U.S. Treasury Note, <br>2.250%, 3/31/2024 | 17221660 |
| 13115000 | Uber Technologies, Inc., <br>4.500%, 8/15/2029, 144A | 11426509 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **United States – continued** | **United States – continued** | **United States – continued** |
| $8655000 | Uber Technologies, Inc., <br>6.250%, 1/15/2028, 144A | $| 8308799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555000 | Uber Technologies, Inc., <br>7.500%, 9/15/2027, 144A |  | 1556088 |
| 140000 | Uber Technologies, Inc., <br>8.000%, 11/01/2026, 144A |  | 140482 |
| 291597 | United Airlines Pass Through Trust, Series 2016-2, Class B, <br>3.650%, 4/07/2027 |  | 261224 |
| 1991766 | United Airlines Pass Through Trust, Series 2020-1, Class A, <br>5.875%, 4/15/2029 |  | 1961949 |
| 3095000 | Verizon Communications, Inc., <br>2.500%, 5/16/2030, (CAD) |  | 1934489 |
| 895000 | VICI Properties LP/VICI Note Co., Inc., <br>4.250%, 12/01/2026, 144A |  | 834967 |
| 740000 | VICI Properties LP/VICI Note Co., Inc., <br>4.500%, 9/01/2026, 144A |  | 696397 |
| 640000 | VICI Properties LP/VICI Note Co., Inc., <br>4.625%, 6/15/2025, 144A |  | 613600 |
| 525000 | VICI Properties LP/VICI Note Co., Inc., <br>5.625%, 5/01/2024, 144A |  | 519887 |
| 1270000 | Warnermedia Holdings, Inc., <br>4.279%, 3/15/2032, 144A |  | 1047140 |
| 130000 | Western Digital Corp., <br>2.850%, 2/01/2029 |  | 100577 |
| 90000 | Western Digital Corp., <br>3.100%, 2/01/2032 |  | 64689 |
| 360000 | Western Midstream Operating LP, <br>4.300%, 2/01/2030 |  | 314251 |
| 820000 | Western Midstream Operating LP, <br>5.300%, 3/01/2048 |  | 674226 |
| 150000 | Western Midstream Operating LP, <br>5.450%, 4/01/2044 |  | 124608 |
| 115000 | Western Midstream Operating LP, <br>5.500%, 8/15/2048 |  | 95447 |
| 475000 | Western Midstream Operating LP, <br>5.500%, 2/01/2050 |  | 391305 |
| 60000 | Weyerhaeuser Co., <br>6.950%, 10/01/2027 |  | 64233 |
| 89000 | Weyerhaeuser Co., <br>7.375%, 3/15/2032 |  | 98379 |
| 1595000 | Yum! Brands, Inc., <br>4.625%, 1/31/2032 |  | 1409863 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;304278393 |
|  | **Uruguay – 0.1%** | **Uruguay – 0.1%** | **Uruguay – 0.1%** |
| 1415000 | Uruguay Government International Bond, <br>4.375%, 1/23/2031 |  | 1405492 |
| 86955000 | Uruguay Government International Bond, <br>8.250%, 5/21/2031, (UYU) |  | 1879033 |
|  |  |  | 3284525 |
|  | Total Non-Convertible Bonds <br>(Identified Cost $941,577,317) |  | 796755622 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal<br>Amount (‡)** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Convertible Bonds – 2.6%** | **Convertible Bonds – 2.6%** |  |
|  | **United States – 2.6%** | **United States – 2.6%** |
| $40000 | Bentley Systems, Inc., <br>0.375%, 7/01/2027 | $32560 |
| 13075000 | BioMarin Pharmaceutical, Inc., <br>1.250%, 5/15/2027 | 14049883 |
| 8470000 | DISH Network Corp., <br>Zero Coupon, 0.000%-9.514%, 12/15/2025(h) | 5421732 |
| 23580000 | DISH Network Corp., <br>3.375%, 8/15/2026 | 14772870 |
| 700000 | Ionis Pharmaceuticals, Inc., <br>Zero Coupon, 0.000%-0.979%, 4/01/2026(h) | 646187 |
| 305000 | JetBlue Airways Corp., <br>0.500%, 4/01/2026 | 222369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340000 | Livongo Health, Inc., <br>0.875%, 6/01/2025 | 4674529 |
| 4380000 | NCL Corp. Ltd., <br>1.125%, 2/15/2027 | 3000037 |
| 430000 | Nutanix, Inc., <br>0.250%, 10/01/2027 | 359695 |
| 135000 | Peloton Interactive, Inc., Zero Coupon, <br>1.146%, 2/15/2026(c) | 95565 |
| 230000 | Penn Entertainment, Inc., <br>2.750%, 5/15/2026 | 339020 |
| 565000 | RingCentral, Inc., <br>Zero Coupon,7.146%-8.016%, 3/15/2026(h) | 443525 |
| 620000 | Snap, Inc., <br>Zero Coupon, 6.697%-7.641%, 5/01/2027(h) | 433070 |
| 7365000 | Southwest Airlines Co., <br>1.250%, 5/01/2025 | 8845365 |
| 1025000 | Splunk, Inc., <br>1.125%, 6/15/2027 | 864895 |
| 655000 | Spotify USA, Inc., <br>Zero Coupon, 5.189%-5.873%, 3/15/2026(h) | 527275 |
| 15615000 | Teladoc Health, Inc., <br>1.250%, 6/01/2027 | 11995362 |
| 6678000 | Uber Technologies, Inc., <br>Zero Coupon, 0.000%-5.582%, 12/15/2025(h) | 5640172 |
| 120000 | Zillow Group, Inc., <br>1.375%, 9/01/2026 | 120900 |
|  | Total Convertible Bonds <br>(Identified Cost $92,271,282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72485011 |
| **Municipals – 0.0%** | **Municipals – 0.0%** |  |
|  | **United States – 0.0%** | **United States – 0.0%** |
| 120000 | Tobacco Settlement Financing Corp., Series A-1, <br>6.706%, 6/01/2046 <br>(Identified Cost $119,990) | 108101 |
|  | Total Bonds and Notes <br>(Identified Cost $1,033,968,589) | 869348734 |

---

------

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Preferred Stocks – 0.1%** | **Preferred Stocks – 0.1%** |  |
| **Convertible Preferred Stocks – 0.1%** | **Convertible Preferred Stocks – 0.1%** |  |
|  | **United States – 0.1%** | **United States – 0.1%** |
| 1970 | 2020 Cash Mandatory Exchangeable Trust, <br>5.250%, 144A | $2253720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31312 | El Paso Energy Capital Trust I, <br>4.750% | 1410264 |
|  |  | 3663984 |
|  | Total Convertible Preferred Stocks <br>(Identified Cost $3,442,459) | 3663984 |
|  | Total Preferred Stocks <br>(Identified Cost $3,442,459) | 3663984 |
| **Principal<br>Amount (‡)** |  |  |
| **Short-Term Investments – 0.6%** | **Short-Term Investments – 0.6%** |  |
| $12760189 | Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation, dated 12/30/2022 at 1.800% to be repurchased at $12,762,741 on 1/03/2023 collateralized by $14,876,100, U.S. Treasury Note, 1.250% due 3/31/2028 valued at $13,015,427 including accrued interest(i) | 12760189 |
| 4100000 | U.S. Treasury Bills, <br>4.220%, 3/23/2023(j) | 4061840 |
|  | Total Short-Term Investments <br>(Identified Cost $16,821,265) | 16822029 |
|  | Total Investments – 99.7% <br>(Identified Cost $2,832,113,623) | 2733441326 |
|  | Other assets less liabilities – 0.3% | 8120600 |
|  | Net Assets – 100.0% | $2741561926 |

---

------

---

| | |
|:---|:---|
| (†) | Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the Board's oversight.  |

---

Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most extensively. Shares of open-end investment companies are valued at net asset value per share.

Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished by an independent pricing service, if available.

Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service or bid prices obtained from broker-dealers. Forward foreign currency contracts are fair valued utilizing interpolated rates determined based on information provided by an independent pricing service.

The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's net asset value ("NAV") is calculated. Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may not always result in adjustments to the prices of investments held by a Fund.

The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period.

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted.  |

---

---

| | |
|:---|:---|
| (††) | Amount shown represents units. One unit represents a principal amount of 1,000.  |

---

---

| | |
|:---|:---|
| (†††) | Amount shown represents principal amount including inflation adjustments.  |

---

---

| | |
|:---|:---|
| (††††) | Amount shown represents units. One unit represents a principal amount of 100.  |

---

(a) Non-income producing security.

(b) The issuer is in default with respect to interest and/or principal payments. Income is not being accrued.

(c) Interest rate represents annualized yield at time of purchase; not a coupon rate.

(d) Perpetual bond with no specified maturity date.

(e) Variable rate security. Rate as of December 31, 2022 is disclosed.

(f) Treasury Inflation Protected Security (TIPS).

(g) Security (or a portion thereof) has been pledged as collateral for open derivative contracts.

(h) Interest rate represents annualized yield at time of purchase; not a coupon rate. The Fund's investment in
this security is comprised of various lots with differing annualized yields.

(i) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which
the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to
102% of the repurchase price, including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of
the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of
December 31, 2022, the Fund had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

(j) Interest rate represents discount rate at time of purchase; not a coupon rate.

---

| | |
|:---|:---|
| 144A | All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the value of Rule 144A holdings amounted to $285,879,185 or 10.4% of net assets.  |

---

CPI Consumer Price Index

EMTN Euro Medium Term Note

MTN Medium Term Note

------

SOFR Secured Overnight Financing Rate

AUD Australian Dollar

BRL Brazilian Real

CAD Canadian Dollar

COP Colombian Peso

---

| | |
|:---|:---|
| EUR | Euro  |

---

GBP British Pound

IDR Indonesian Rupiah

ILS Israeli Shekel

JPY Japanese Yen

KRW South Korean Won

MXN Mexican Peso

NOK Norwegian Krone

NZD New Zealand Dollar

PLN Polish Zloty

SEK Swedish Krona

SGD Singapore Dollar

UYU Uruguayan Peso

ZAR South African Rand

**Forward Foreign Currency Contracts** 

The Fund may enter into forward foreign currency contracts, including forward foreign cross currency contracts, to acquire exposure to foreign currencies or to hedge the Fund's investments against currency fluctuation. A contract can also be used to offset a previous contract. These contracts involve market risk in excess of the unrealized appreciation (depreciation). The U.S. dollar value of the currencies the Fund has committed to buy or sell represents the aggregate exposure to each currency the Fund has acquired or hedged through currency contracts outstanding at period end. Gains or losses are recorded for financial statement purposes as unrealized until settlement date. Contracts are traded over-the-counter directly with a counterparty. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar. Certain contracts may require the movement of cash and/or securities as collateral for the Fund's or counterparty's net obligations under the contracts.

At December 31, 2022, the Fund had the following open forward foreign currency contracts:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Delivery<br>Date** | **Currency<br>Bought/<br>Sold (B/S)** | | **Units<br>of<br>Currency** | **In Exchange<br>for** | **Notional<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Bank of America, N.A. | 3/15/2023 | COP | S | 30469789000 | $6182366 | $6201174 | $(18808) |
|  Bank of America, N.A. | 3/15/2023 | GBP | B | 1007000 | 1218369 | 1219530 | 1161 |
|  Bank of America, N.A. | 3/15/2023 | GBP | B | 7627000 | 9479026 | 9236700 | (242326) |
|  Bank of America, N.A. | 3/15/2023 | JPY | B | 8701840000 | 64092037 | 66926419 | 2834382 |
|  Bank of America, N.A. | 3/15/2023 | KRW | S | 19047379000 | 14592449 | 15092144 | (499695) |
|  Bank of America, N.A. | 3/15/2023 | MXN | S | 256059000 | 12709976 | 12973502 | (263526) |
|  Citibank N.A. | 3/15/2023 | CAD | B | 1865000 | 1370522 | 1378172 | 7650 |
|  Citibank N.A. | 3/15/2023 | CAD | S | 25702000 | 18823444 | 18992911 | (169467) |
|  HSBC Bank USA | 3/15/2023 | AUD | B | 3040000 | 2042241 | 2075627 | 33386 |
|  HSBC Bank USA | 3/15/2023 | AUD | S | 3040000 | 2037195 | 2075627 | (38432) |
|  Morgan Stanley Capital Services, Inc. | 3/15/2023 | EUR | B | 85114000 | 91193097 | 91547232 | 354135 |
|  Morgan Stanley Capital Services, Inc. | 3/15/2023 | NZD | S | 6003000 | 3836181 | 3814334 | 21847 |
|  UBS AG | 3/15/2023 | IDR | S | 100000000000 | 6407381 | 6417782 | (10401) |
|  UBS AG | 3/15/2023 | SEK | B | 7350000 | 725751 | 707183 | (18568) |
|  Total |  |  |  |  |  |  | $1991338 |

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------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 2022, the Fund had the following open forward cross currency contracts: | At December 31, 2022, the Fund had the following open forward cross currency contracts: | At December 31, 2022, the Fund had the following open forward cross currency contracts: | At December 31, 2022, the Fund had the following open forward cross currency contracts: | At December 31, 2022, the Fund had the following open forward cross currency contracts: | At December 31, 2022, the Fund had the following open forward cross currency contracts: | At December 31, 2022, the Fund had the following open forward cross currency contracts: | At December 31, 2022, the Fund had the following open forward cross currency contracts: |
| **Counterparty** | **Settlement<br>Date** | **Deliver/Units<br>of Currency** | **Deliver/Units<br>of Currency** | **Receive/Units<br>of Currency** | **Receive/Units<br>of Currency** | **Notional<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Morgan Stanley Capital Services, Inc. | 3/15/2023 | NOK | 30959000 | EUR | 2940426 | $3162674 | $(6959) |

---

**Futures Contracts** 

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date. When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.

Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.

**At December 31, 2022, open long futures contracts were as follows:** 

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Financial Futures** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Ultra 10 Year U.S. Treasury Note | 3/22/2023 | 110 | $13097408 | $13010938 | $(86470) |
|  Ultra Long U.S. Treasury Bond | 3/22/2023 | 189 | 25779391 | 25385062 | (394329) |
|  Total | Total | Total | Total | Total | $(480799) |

---

------

**Fair Value Measurements** 

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of the Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or
indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable
inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect the Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best
information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

The following is a summary of the inputs used to value the Fund's investments as of December 31, 2022, at value:

------

**Asset Valuation Inputs** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Level 1 | Level 2 | Level 3 | Total |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | $— | $129921911 | $— | $129921911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 49510649 |  | 49510649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 84839519 |  | 84839519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 65166124 |  | 65166124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 44950105 |  | 44950105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 81958596 | 16138385 |  | 98096981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 1357788150 | 13333140 |  | 1371121290 |
|  Total Common Stocks | 1439746746 | 403859833 |  | 1843606579 |
|  Bonds and Notes\* |  | 869348734 |  | 869348734 |
|  Preferred Stocks\* | 1410264 | 2253720 |  | 3663984 |
|  Short-Term Investments |  | 16822029 |  | 16822029 |
|  Total Investments | 1441157010 | 1292284316 |  | 2733441326 |
|  Forward Foreign Currency Contracts (unrealized appreciation) |  | 3252561 |  | 3252561 |
|  Total | $1441157010 | $1295536877 | $— | $2736693887 |

---

**Liability Valuation Inputs** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Level 1 | Level 2 | Level 3 | Total |
|  Forward Foreign Currency Contracts (unrealized depreciation) | $— | $(1268182) | $– $| (1268182) |
|  Futures Contracts (unrealized depreciation) | (480799) |  | – | (480799) |
|  Total | $(480799) | $(1268182) | $– $| (1748981) |

---

\* Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

------

**Derivatives** 

Derivative instruments are defined as financial instruments whose value and performance are based on the value and performance of an underlying asset, reference rate or index. Derivative instruments that the Fund used at period end include forward foreign currency contracts and futures contracts.

The Fund is subject to the risk that changes in foreign currency exchange rates will have an unfavorable effect on the value of Fund assets denominated in foreign currencies. The Fund may enter into forward foreign currency contracts for hedging purposes to protect the value of the Fund's holdings of foreign securities. The Fund may also use forward foreign currency contracts to gain exposure to foreign currencies, regardless of whether securities denominated in such currencies are held in the Fund. As of December 31, 2022, the Fund engaged in forward foreign currency transactions for hedging purposes and to gain exposure to foreign currencies.

The Fund is subject to the risk that changes in interest rates will affect the value of the Fund's investments in fixed-income securities. The Fund will be subject to increased interest rate risk to the extent that it invests in fixed-income securities with longer maturities or durations, as compared to investing in fixed-income securities with shorter maturities or durations. The Fund may use futures contracts to hedge against changes in interest rates and to manage duration without having to buy or sell portfolio securities. The Fund may also use futures contracts to gain investment exposure. As of December 31, 2022, the Fund used futures contracts to manage duration.

The following is a summary of derivative instruments for the Fund, as of December 31, 2022:

---

| | |
|:---|:---|
| Assets | Unrealized<br>appreciation on<br>forward foreign currency<br>contracts |
|  Over-the-counter asset derivatives Foreign exchange contracts | $3252561 |

---

---

| | | |
|:---|:---|:---|
| Liabilities | Unrealized<br>depreciation<br>on<br>forward<br>foreign<br>currency<br>contracts | Unrealized<br>depreciation<br>on<br>futures<br>contracts |
|  Over-the-counter liability derivatives Foreign exchange contracts | $(1268182) | $— |
|  Exchange-traded/cleared liability derivatives Interest rate contracts |  | (480799) |
|  Total liability derivatives | $(1268182) | $(480799) |

---

The Fund's derivatives do not qualify for hedge accounting under authoritative guidance for derivative instruments. The Fund's investments in derivatives may represent an economic hedge; however, they are considered to be non-hedge transactions for the purpose of this disclosure.

Over-the-counter derivatives, including forward foreign currency contracts, are entered into pursuant to International Swaps and Derivatives Association, Inc. ("ISDA") agreements negotiated between the Fund and its counterparties. ISDA agreements typically contain, among other things, terms for the posting of collateral and master netting provisions in the event of a default or other termination event. Collateral is posted by the Fund or the counterparty to the extent of the net mark-to-market exposure to the other party of all open contracts under the agreement, subject to minimum transfer requirements. Master netting provisions allow the Fund and the counterparty, in the event of a default or other termination event, to offset amounts owed by each related to derivative contracts, including any posted collateral, to one net amount payable by either the Fund or the counterparty. The Fund's ISDA agreements typically contain provisions that allow a counterparty to terminate open contracts early if the NAV of the Fund declines beyond a certain threshold. As of December 31, 2022, the fair value of derivative positions subject to these provisions that are in a net liability position by counterparty, and the value of collateral pledged to counterparties for such contracts is as follows:

---

| | | |
|:---|:---|:---|
| Counterparty: | Derivatives | Collateral Pledged |
|  Citibank N.A. | $(161817) | $110000 |
|  HSBC Bank USA | (5046) | 60000 |
|  UBS AG | (28969) |  |

---

Timing differences may exist between when contracts under the ISDA agreement are marked-to-market and when collateral moves. The ISDA agreements include tri-party control agreements under which collateral is held for the benefit of the secured party at a third party custodian, State Street Bank.

Counterparty risk is managed based on policies and procedures established by the Fund's adviser. Such policies and procedures may include, but are not limited to, minimum counterparty credit rating requirements, monitoring of counterparty credit default swap spreads and posting of collateral. The Fund's risk of loss from counterparty credit risk on over-the-counter derivatives is generally limited to the Fund's aggregated unrealized gains and the amount of any collateral pledged to the counterparty, which may be offset by any collateral posted to the Fund by the counterparty. ISDA master agreements can help to manage counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under these ISDA agreements, collateral is routinely transferred if the total net exposure in respect of certain transactions, net of existing collateral already in place, exceeds a specified amount (typically $250,000, depending on the counterparty). With exchange-traded derivatives, there is minimal counterparty credit risk to the Fund because the exchange's clearinghouse, as counterparty to these instruments, stands between the buyer and the seller of the contract. Credit risk still exists in exchange-traded derivatives with respect to initial and variation margin that is held in a broker's customer accounts. While brokers typically are required to segregate customer margin for exchange-traded derivatives from their own assets, in the

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event that a broker becomes insolvent or goes into bankruptcy and at that time there is a shortfall in the aggregate amount of margin held by the broker for all its customers, U.S. bankruptcy laws will typically allocate that shortfall on a pro rata basis across all of the broker's customers, potentially resulting in losses to the Fund. The following table shows (i) the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the Fund would incur if parties (including OTC derivative counterparties and brokers holding margin for exchange-traded derivatives) to the relevant financial instruments failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the Fund, and (ii) the amount of loss that the Fund would incur after taking into account master netting provisions pursuant to ISDA agreements, as of December 31, 2022:

---

| | |
|:---|:---|
| Maximum Amount<br> of Loss - Gross | Maximum Amount<br> of Loss - Net |
| $5962438 | $4025042 |

---

Net loss amount reflects cash received as collateral of $750,000.

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Industry Summary at December 31, 2022 (Unaudited)

---

| | |
|:---|:---|
|  Semiconductors & Semiconductor Equipment | 7.6% |
|  IT Services | 7.3 |
|  Life Sciences Tools & Services | 6.8 |
|  Treasuries | 6.6 |
|  Capital Markets | 6.3 |
|  Software | 5.7 |
|  Machinery | 5.2 |
|  Chemicals | 5.1 |
|  Textiles, Apparel & Luxury Goods | 3.5 |
|  Banking | 2.8 |
|  Specialty Retail | 2.7 |
|  Interactive Media & Services | 2.5 |
|  Health Care Providers & Services | 2.5 |
|  Cable Satellite | 2.5 |
|  Banks | 2.4 |
|  Internet & Direct Marketing Retail | 2.2 |
|  Hotels, Restaurants & Leisure | 2.0 |
|  Finance Companies | 2.0 |
|  Other Investments, less than 2% each | 23.4 |
|  Short-Term Investments | 0.6 |
|  Total Investments | 99.7 |
|  Other assets less liabilities (including forward foreign currency and futures contracts) | 0.3 |
|  Net Assets | 100.0% |

---

------

Currency Exposure Summary at December 31, 2022 (Unaudited)

---

| | |
|:---|:---|
|  United States Dollar | 77.0% |
|  Euro | 9.8 |
|  Swedish Krona | 2.5 |
|  Japanese Yen | 2.0 |
|  Other, less than 2% each | 8.4 |
|  Total Investments | 99.7 |
|  Other assets less liabilities (including forward foreign currency and futures contracts) | 0.3 |
|  Net Assets | 100.0% |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LOOMIS SAYLES FUNDS II

- **b. Investment Company Act file number:** 811-06241

- **c. CIK number of Registrant:** 0000872649

- **d. LEI of Registrant:** 5493007QOEDY6IHOTU14

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

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

- **a. Name of Series:** Loomis Sayles Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000006698

- **c. LEI of Series:** 549300FX8N6EEUB2RZ68

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2758467373.91

**Total Liabilities:** $4024742.33

**Net Assets:** $2754442631.58

**Cash Not Reported:** $5585375.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -485.76000000 | **1-Year:** -20155.25000000 | **5-Year:** -81510.83000000 | **10-Year:** -70936.43000000 | **30-Year:** -11840.06000000

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

- **3-Month:** -387.75000000 | **1-Year:** -20471.26000000 | **5-Year:** -90857.60000000 | **10-Year:** -51247.72000000 | **30-Year:** -12707.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000182249 | 5.51%                | 8.05%                | -4.31%               |
| Class ID C000027671 | 5.43%                | 7.90%                | -4.36%               |
| Class ID C000027670 | 5.42%                | 8.04%                | -4.36%               |
| Class ID C000018226 | 5.46%                | 8.05%                | -4.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11503956.77             | $147708234.30                              |
| Month 2  | $21055756.98             | $203117887.58                              |
| Month 3  | $15948271.17             | $-155348368.42                             |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                         | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY BANK                               | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |      765000 | PA      | $746984.25    | 0.03%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $404200.00    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGMA FINANCE NL                             | Sigma Finance Netherlands BV                                                     | CUSIP: 000000000<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |     2090000 | PA      | $1980301.79   | 0.07%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      690000 | PA      | $495618.60    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                 | Dillard's Inc                                                                    | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8255.76      | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE          | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       98723 | NS      | $71839971.93  | 2.61%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                           | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |      115000 | PA      | $98781.15     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      435711 | NS      | $57770921.49  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      165000 | PA      | $121566.00    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                     | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      480000 | PA      | $445122.71    | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                     | QatarEnergy Trading LLC                                                          | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     1600000 | PA      | $1323939.20   | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       63195 | NS      | $44781872.85  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                     | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     2875000 | PA      | $2472212.50   | 0.09%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                              | Barings BDC Inc                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |      665000 | PA      | $563639.55    | 0.02%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                     | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAC4<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |      525000 | PA      | $494329.50    | 0.02%             | 2025-02-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      267538 | NS      | $71389839.92  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                        | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      810000 | PA      | $743532.91    | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                           | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $1708332.86   | 0.06%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                         | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1395000 | PA      | $1035388.17   | 0.04%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $5857043.00   | 0.21%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                              | RingCentral Inc                                                                  | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      565000 | PA      | $443525.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                      | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2480000 | PA      | $2176876.82   | 0.08%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                      | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      770000 | PA      | $757366.78    | 0.03%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $439240.00    | 0.02%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                       | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $285432.20    | 0.01%             | 2024-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      830000 | PA      | $760688.48    | 0.03%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      410000 | PA      | $346010.20    | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                      | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     4130000 | PA      | $3295925.85   | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRAPORT AG                                   | Fraport AG Frankfurt Airport Services Worldwide                                  | CUSIP: 000000000<br>LEI: 5299001ERX0K10IZUL40 | Long             | DBT              | CORP              | DE        |     3220000 | PA      | $2957064.14   | 0.11%             | 2028-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                        | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    10700000 | PA      | $6505882.55   | 0.24%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3810000 | PA      | $2811951.45   | 0.10%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                            | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $891100.18    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLOW NO.2 FOR ZURICH I                     | Willow No 2 Ireland PLC for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 549300B0B1XTFDS6V025 | Long             | DBT              | CORP              | IE        |      340000 | PA      | $307700.00    | 0.01%             | 2045-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $367717.01    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                           | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1155000 | PA      | $958720.52    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |       89000 | PA      | $98379.16     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                           | Naturgy Finance BV                                                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $664999.90    | 0.02%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1061534.48   | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2375000 | PA      | $2090436.64   | 0.08%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                     | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      700000 | PA      | $646187.50    | 0.02%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $554581.65    | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                             | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $1884234.75   | 0.07%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                          | Nomura Holdings Inc                                                              | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $1822915.34   | 0.07%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                         | Republic of Italy Government International Bond                                  | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1975000 | PA      | $1858850.25   | 0.07%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      127099 | NS      | $67385347.82  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                             | Peruvian Government International Bond                                           | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2005000 | PA      | $1845526.89   | 0.07%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     6678000 | PA      | $5640172.02   | 0.20%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      156369 | NS      | $85260453.06  | 3.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      435000 | PA      | $361241.11    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                     | MSCI Inc                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      490000 | PA      | $378406.67    | 0.01%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                       | Penn Entertainment Inc                                                           | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $339020.00    | 0.01%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $634142.58    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                       | Credit Agricole SA/London                                                        | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $240627.38    | 0.01%             | 2024-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                         | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAA4<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      575000 | PA      | $558468.75    | 0.02%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2433609.90   | 0.09%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      380000 | PA      | $366218.74    | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 43840000000 | PA      | $2842932.43   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-169467.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         110 | NC      | $-86470.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-263525.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4510000 | PA      | $3368338.60   | 0.12%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                   | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    12760189 | PA      | $12760189.30  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| DILLARDS INC                                 | Dillard's Inc                                                                    | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49490.00     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $178838.84    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                     | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     2750000 | PA      | $590782.50    | 0.02%             | 2024-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                        | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       90000 | PA      | $65889.41     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                           | Diageo Capital PLC                                                               | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1420000 | PA      | $1130887.18   | 0.04%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Institutional Mortgage Securities Canada Inc | Institutional Mortgage Securities Canada Inc                                     | CUSIP: 45779BCM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      162257 | PA      | $117596.63    | 0.00%             | 2047-07-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                       | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1490000 | PA      | $1159421.79   | 0.04%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                          | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      530000 | PA      | $557903.40    | 0.02%             | 2026-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2020000 | PA      | $1539264.48   | 0.06%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6640000 | PA      | $6270697.54   | 0.23%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                           | Teladoc Health Inc                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    15615000 | PA      | $11995361.80  | 0.44%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                         | Paraguay Government International Bond                                           | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1420000 | PA      | $1372257.41   | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $585282.39    | 0.02%             | 2030-04-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                          | Macquarie Group Ltd                                                              | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     4000000 | PA      | $3407164.56   | 0.12%             | 2027-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                             | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3225822.80   | 0.12%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                        | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9810000 | PA      | $8295826.50   | 0.30%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                     | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      870000 | PA      | $848911.20    | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130641.95    | 0.00%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                 | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2536000 | PA      | $1765204.31   | 0.06%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      985000 | PA      | $906200.00    | 0.03%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      114606 | NS      | $52317639.00  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT PHARMA SOLUTION                     | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |      490000 | PA      | $390150.25    | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                  | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1006247.34   | 0.04%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                                    | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1735010.55   | 0.06%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                       | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     6310000 | PA      | $3187748.84   | 0.12%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      305000 | PA      | $216603.56    | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                         | Tencent Holdings Ltd                                                             | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      625000 | PA      | $520120.39    | 0.02%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                       | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WDW1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     2965000 | PA      | $2054850.11   | 0.07%             | 2030-05-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                         | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      940000 | PA      | $785056.82    | 0.03%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                         | Tencent Holdings Ltd                                                             | CUSIP: 88032WAE6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $499559.83    | 0.02%             | 2023-01-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                    | Baidu Inc                                                                        | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |      795000 | PA      | $784068.75    | 0.03%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      198484 | NS      | $23224612.84  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                       | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1905000 | PA      | $1392080.48   | 0.05%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                         | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    16500000 | PA      | $1605772.29   | 0.06%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     4110000 | PA      | $2839789.87   | 0.10%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC CI                          | Inversiones CMPC SA/Cayman Islands Branch                                        | CUSIP: 46128MAF8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      800000 | PA      | $795200.00    | 0.03%             | 2023-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                      | Unifin Financiera SAB de CV                                                      | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     1010000 | PA      | $30229.30     | 0.00%             | 2023-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                      | America Movil SAB de CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      860000 | PA      | $730087.89    | 0.03%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                     | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     3220000 | PA      | $2690760.80   | 0.10%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                     | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      575000 | PA      | $461868.75    | 0.02%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    12970000 | PA      | $2715460.08   | 0.10%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                     | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1415000 | PA      | $1405491.89   | 0.05%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      251268 | NS      | $81958596.24  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                 | DNB Bank ASA                                                                     | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     3660000 | PA      | $3181198.43   | 0.12%             | 2027-05-25      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                           | Sigma Alimentos SA de CV                                                         | CUSIP: 000000000<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |      835000 | PA      | $791164.64    | 0.03%             | 2026-05-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                       | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     1525000 | PA      | $1400629.64   | 0.05%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     4600000 | PA      | $3613162.00   | 0.13%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                                          | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1066704.20   | 0.04%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                          | CUSIP: 44891CBF9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $940394.90    | 0.03%             | 2025-02-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         189 | NC      | $-394327.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                  | Prologis LP                                                                      | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      365000 | PA      | $369830.11    | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                     | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1683846.45   | 0.06%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2290000 | PA      | $1955869.99   | 0.07%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      890000 | PA      | $817142.98    | 0.03%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $280262.79    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                               | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      595000 | PA      | $473025.00    | 0.02%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      640000 | PA      | $429772.90    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                        | Indonesia Government International Bond                                          | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1475000 | PA      | $1324210.75   | 0.05%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                              | Cemex SAB de CV                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1905000 | PA      | $1607886.48   | 0.06%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                      | Peloton Interactive Inc                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      135000 | PA      | $95565.15     | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                     | CK Hutchison International 19 Ltd                                                | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |     1350000 | PA      | $1246201.32   | 0.05%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $154018.65    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                         | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     4510000 | PA      | $3347294.56   | 0.12%             | 2023-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                     | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      430000 | PA      | $446992.65    | 0.02%             | 2025-04-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      495000 | PA      | $279175.05    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                     | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      665000 | PA      | $563310.41    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                     | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2525000 | PA      | $2457976.56   | 0.09%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                             | Antares Holdings LP                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      505000 | PA      | $408240.48    | 0.01%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $752324.75    | 0.03%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      370000 | PA      | $359507.34    | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                                    | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     1135000 | PA      | $1065682.60   | 0.04%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                       | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1035000 | PA      | $1023180.30   | 0.04%             | 2026-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      175477 | NS      | $28992309.94  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                     | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAL7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1450000 | PA      | $1319281.69   | 0.05%             | 2026-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA         | TOBACCO SETTLEMENT FING CORP VA                                                  | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      120000 | PA      | $108100.91    | 0.00%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                         | Videotron Ltd                                                                    | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     1580000 | PA      | $1492357.40   | 0.05%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                       | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1850000 | PA      | $1617288.50   | 0.06%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      355000 | PA      | $317604.30    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                  | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2443409.43   | 0.09%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                       | Brookfield Finance Inc                                                           | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     1015000 | PA      | $930659.58    | 0.03%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                              | Gruma SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $791000.00    | 0.03%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      772781 | NS      | $68182467.63  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                              | CUSIP: 459058JY0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    10030000 | PA      | $6742989.73   | 0.24%             | 2026-07-22      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      169360 | NS      | $42019909.60  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER CHILE                        | Banco Santander Chile                                                            | CUSIP: 05970FAD3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     2525000 | PA      | $2148068.00   | 0.08%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                   | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     2100000 | PA      | $1489168.44   | 0.05%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $1160.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      615000 | PA      | $532319.40    | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                               | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |      380000 | PA      | $374870.00    | 0.01%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    13115000 | PA      | $11426509.33  | 0.41%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                       | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    16750000 | PA      | $1644751.25   | 0.06%             | 2025-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ENERGY CAP TRST                      | El Paso Energy Capital Trust I                                                   | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       31312 | NS      | $1410264.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia-Pacific LLC                          | Georgia-Pacific LLC                                                              | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      315000 | PA      | $383973.01    | 0.01%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1047140.40   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-499694.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                       | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $1740903.21   | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1317763.23   | 0.05%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                                                    | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1460000 | PA      | $1284610.20   | 0.05%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |      525000 | PA      | $519886.50    | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $988799.90    | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                          | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4500000000 | PA      | $3332241.99   | 0.12%             | 2025-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                          | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1035000 | PA      | $928095.39    | 0.03%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                           | Turkey Government International Bond                                             | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6970000 | PA      | $5593425.00   | 0.20%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                     | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     2745000 | PA      | $2377129.03   | 0.09%             | 2035-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3245000 | PA      | $2536813.67   | 0.09%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                       | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     1775000 | PA      | $1528718.75   | 0.06%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1185000 | PA      | $923830.74    | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                          | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8148301.30   | 0.30%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16356.63     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                              | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32560.00     | 0.00%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                           | Turkey Government International Bond                                             | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1345000 | PA      | $1265456.70   | 0.05%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                     | Kia Corp                                                                         | CUSIP: 49374JAA1<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |     1650000 | PA      | $1417878.00   | 0.05%             | 2026-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                           | Realty Income Corp                                                               | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1100000 | PA      | $993513.98    | 0.04%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                     | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      490000 | PA      | $410253.09    | 0.01%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                        | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1880000 | PA      | $1504505.06   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64332.46     | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                        | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     2165000 | PA      | $1939678.81   | 0.07%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      910000 | PA      | $668631.89    | 0.02%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                          | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144915.47    | 0.01%             | 2025-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5014399.86   | 0.18%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                     | Snap Inc                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      620000 | PA      | $433070.00    | 0.02%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                     | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |      840000 | PA      | $671504.40    | 0.02%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                               | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      280000 | PA      | $202860.34    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   129404300 | PA      | $6452119.05   | 0.23%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      360000 | PA      | $314251.20    | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                     | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1263543.35   | 0.05%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      315239 | NS      | $76379257.31  | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                          | Macquarie Group Ltd                                                              | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $3835913.50   | 0.14%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                             | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |     4695000 | PA      | $3103311.78   | 0.11%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    20100000 | PA      | $11107944.61  | 0.40%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2202607.78   | 0.08%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                          | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 13130550000 | PA      | $8761176.47   | 0.32%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                 | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      730000 | PA      | $549449.10    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      298070 | NS      | $61071562.30  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-18567.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                       | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      975000 | PA      | $970427.25    | 0.04%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $-242326.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                          | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $192199.96    | 0.01%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                         | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1970 | NS      | $2253719.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                       | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $67620.29     | 0.00%             | 2034-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $148986.75    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                     | Scientific Games International Inc                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      525000 | PA      | $504000.00    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                       | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      930000 | PA      | $837003.33    | 0.03%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                             | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1014011.50   | 0.04%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $162489.62    | 0.01%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      965000 | PA      | $604331.25    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                     | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     1980000 | PA      | $1671436.80   | 0.06%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      160000 | PA      | $125728.00    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | PA      | $1596647.25   | 0.06%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $765718.75    | 0.03%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      392531 | NS      | $19296823.96  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      314759 | NS      | $45998880.26  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1445000 | PA      | $1249429.54   | 0.05%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                              | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20810.34     | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       88260 | NS      | $29702137.80  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                        | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       85000 | PA      | $70539.35     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                         | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    36610000 | PA      | $3537755.90   | 0.13%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                             | BOC Aviation Ltd                                                                 | CUSIP: 09681LAL4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     1450000 | PA      | $1374701.17   | 0.05%             | 2025-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                 | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      191000 | PA      | $136065.61    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                        | Indonesia Government International Bond                                          | CUSIP: 455780BT2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $296712.33    | 0.01%             | 2025-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                         | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    41750000 | PA      | $4048144.23   | 0.15%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      545000 | PA      | $389151.80    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1580524.40   | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                  | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1960000 | PA      | $1711970.39   | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                            | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     8470000 | PA      | $5421731.70   | 0.20%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                       | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $262621.40    | 0.01%             | 2024-11-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     3050000 | PA      | $2655993.07   | 0.10%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     8655000 | PA      | $8308798.87   | 0.30%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   116835000 | PA      | $5789748.84   | 0.21%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                            | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3039616.43   | 0.11%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                      | Brookfield Finance I UK Plc / Brookfield Finance Inc                             | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     1735000 | PA      | $1320836.26   | 0.05%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     4675000 | PA      | $4225731.28   | 0.15%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                             | Antares Holdings LP                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1039111.70   | 0.04%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                       | Corp Andina de Fomento                                                           | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     1495000 | PA      | $1477967.58   | 0.05%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      405000 | PA      | $374434.03    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                   | Weibo Corp                                                                       | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     1270000 | PA      | $1230191.02   | 0.04%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     2235000 | PA      | $1848635.55   | 0.07%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2119637 | PA      | $2107346.63   | 0.08%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    72455800 | PA      | $3504605.23   | 0.13%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                              | Cemex SAB de CV                                                                  | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $410500.00    | 0.01%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                     | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1050000 | PA      | $923832.00    | 0.03%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                       | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1026000 | PA      | $980878.39    | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                       | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3575000 | PA      | $2086143.56   | 0.08%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                         | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      795000 | PA      | $649436.09    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                                      | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $122404.45    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     3790000 | PA      | $381564.89    | 0.01%             | 2023-08-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                       | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      315000 | PA      | $269195.85    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                     | Republic of South Africa Government International Bond                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7585000 | PA      | $5549944.50   | 0.20%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     4380000 | PA      | $3000037.20   | 0.11%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BRF SA                                       | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     2980000 | PA      | $2513171.91   | 0.09%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                        | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2417433.37   | 0.09%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      400000 | PA      | $325044.00    | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                              | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1409863.25   | 0.05%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                      | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2175000 | PA      | $1758156.12   | 0.06%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      315000 | PA      | $267924.83    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                   | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      651656 | NS      | $55716588.00  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      345000 | PA      | $314246.70    | 0.01%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                            | SK Telecom Co Ltd                                                                | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |      140000 | PA      | $147454.04    | 0.01%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $232344.12    | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                       | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      280000 | PA      | $193946.05    | 0.01%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Transelec SA                                 | Transelec SA                                                                     | CUSIP: 89366LAD6<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |     1120000 | PA      | $1088769.83   | 0.04%             | 2025-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4115000 | PA      | $3466208.53   | 0.13%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                               | Livongo Health Inc                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |     5340000 | PA      | $4674529.20   | 0.17%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                         | Westpac Banking Corp                                                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1370000 | PA      | $1165039.29   | 0.04%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                        | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     2087000 | PA      | $1545816.29   | 0.06%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       90000 | PA      | $64689.02     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $31488.13     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $538661.02    | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                       | New Zealand Government Bond                                                      | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    10700000 | PA      | $6384058.67   | 0.23%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                       | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45041.43     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    26400000 | PA      | $4043739.94   | 0.15%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1150922.00   | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                    | Alfa SAB de CV                                                                   | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |      620000 | PA      | $605488.05    | 0.02%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                           | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     2560000 | PA      | $243703.73    | 0.01%             | 2025-05-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                       | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2990000 | PA      | $2606399.98   | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                    | Colbun SA                                                                        | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2580000 | PA      | $2229872.87   | 0.08%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                          | Nigeria Government International Bond                                            | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1975000 | PA      | $1526951.50   | 0.06%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                     | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $883142.24    | 0.03%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $1951588.50   | 0.07%             | 2024-07-10      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |           1 | NC      | $33385.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                     | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      615000 | PA      | $596720.25    | 0.02%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                | Nomura Research Institute Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     2082561 | NS      | $49510648.91  | 1.80%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                           | Sigma Alimentos SA de CV                                                         | CUSIP: 000000000<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $104396.66    | 0.00%             | 2024-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                     | Fonterra Co-operative Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |     5000000 | PA      | $3437909.60   | 0.12%             | 2024-02-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3095000 | PA      | $1934489.29   | 0.07%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                               | Atlas Copco AB                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     5527337 | NS      | $65490071.24  | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2910000 | PA      | $2792122.27   | 0.10%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                        | Owl Rock Capital Corp                                                            | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     8630000 | PA      | $7922499.40   | 0.29%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                     | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    11610000 | PA      | $6117338.41   | 0.22%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1B PTT                       | American Airlines 2017-1 Class B Pass Through Trust                              | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      286102 | PA      | $269024.56    | 0.01%             | 2025-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                          | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4275000 | PA      | $2746780.40   | 0.10%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 50092000000 | PA      | $3311314.26   | 0.12%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                              | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $460268.30    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    17791000 | PA      | $10877866.80  | 0.39%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                           | Dominican Republic International Bond                                            | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      590000 | PA      | $577834.20    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                | Enel Chile SA                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |      525000 | PA      | $511611.77    | 0.02%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      231036 | NS      | $80338148.28  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |          22 | PA      | $20.73        | 0.00%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     4570000 | PA      | $3996465.00   | 0.15%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17750000 | PA      | $17221660.25  | 0.63%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                            | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    23580000 | PA      | $14772870.00  | 0.54%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                       | US Airways 2012-1 Class A Pass Through Trust                                     | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55429 | PA      | $53610.68     | 0.00%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                               | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      705000 | PA      | $705000.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                       | US Airways 2012-2 Class A Pass Through Trust                                     | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      227562 | PA      | $207275.88    | 0.01%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      735000 | PA      | $593839.68    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $7650.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                           | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      415000 | PA      | $400475.00    | 0.01%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      550000 | PA      | $461409.58    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      237362 | NS      | $74973161.32  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1940000 | PA      | $1866492.20   | 0.07%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      325000 | PA      | $332756.83    | 0.01%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $1964007.51   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                            | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1135000 | PA      | $989947.00    | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                       | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       95000 | PA      | $90076.39     | 0.00%             | 2025-04-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered PLC                                                           | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2101314.12   | 0.08%             | 2026-03-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      645000 | PA      | $540365.06    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                      | Nationwide Building Society                                                      | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1395000 | PA      | $1207797.19   | 0.04%             | 2030-07-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                           | Grupo Televisa SAB                                                               | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    10000000 | PA      | $314966.77    | 0.01%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                       | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     1120000 | PA      | $1079286.44   | 0.04%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      820000 | PA      | $674226.03    | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                     | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3335000 | PA      | $3477631.49   | 0.13%             | 2025-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                     | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      950000 | PA      | $935333.94    | 0.03%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                         | Ooredoo International Finance Ltd                                                | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     1770000 | PA      | $1519297.20   | 0.06%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-10400.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                             | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2455000 | PA      | $1933689.59   | 0.07%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                               | Albemarle Corp                                                                   | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1804864.18   | 0.07%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                    | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      500000 | PA      | $398962.50    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                     | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $1518141.87   | 0.06%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                           | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      170000 | PA      | $127490.09    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                    | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $769565.65    | 0.03%             | 2038-12-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                           | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $2733786.36   | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                            | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $820786.42    | 0.03%             | 2024-06-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2515000 | PA      | $2116045.55   | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                     | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    86955000 | PA      | $1879032.84   | 0.07%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                       | Power Finance Corp Ltd                                                           | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     1250000 | PA      | $1095812.50   | 0.04%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                        | Mexico Government International Bond                                             | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2665000 | PA      | $2321611.47   | 0.08%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                     | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      490000 | PA      | $454531.84    | 0.02%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1635000 | PA      | $1389822.87   | 0.05%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                     | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1067561.00   | 0.04%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                  | Ovintiv Inc                                                                      | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $231321.67    | 0.01%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                          | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     1610000 | PA      | $1505350.00   | 0.05%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                          | Braskem Netherlands Finance BV                                                   | CUSIP: N15516AD4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1785000 | PA      | $1518068.60   | 0.06%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                | Telecomunicaciones Digitales SA                                                  | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1485000 | PA      | $1333901.25   | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      150000 | PA      | $124608.00    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Bill                                                      | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4100000 | PA      | $4061839.41   | 0.15%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7317621 | PA      | $7242872.67   | 0.26%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2529432.70   | 0.09%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      145377 | NS      | $49919554.26  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                     | Empresas Publicas de Medellin ESP                                                | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1300000 | PA      | $1031875.00   | 0.04%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6077309.55   | 0.22%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 B PTT                      | American Airlines 2016-1 Class B Pass Through Trust                              | CUSIP: 02376YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1313306 | PA      | $1277886.20   | 0.05%             | 2024-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1556088.50   | 0.06%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                     | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3305000 | PA      | $3233298.69   | 0.12%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                 | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1194938.75   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                     | Aydem Yenilenebilir Enerji AS                                                    | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |     2045000 | PA      | $1664793.60   | 0.06%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $911512.50    | 0.03%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                     | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $1919617.28   | 0.07%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                      | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1991766 | PA      | $1961949.26   | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                 | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      165000 | PA      | $145530.00    | 0.01%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72580.54     | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                         | Canada Housing Trust No 1                                                        | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1220000 | PA      | $828861.15    | 0.03%             | 2026-12-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                      | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      187848 | NS      | $44581965.84  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                     | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      730000 | PA      | $699728.05    | 0.03%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |      895000 | PA      | $834966.70    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                     | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      175000 | PA      | $151375.00    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9741000 | PA      | $7435065.96   | 0.27%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     7800000 | PA      | $4961126.27   | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep NV                                                                     | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1725000 | PA      | $1550808.31   | 0.06%             | 2026-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                     | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    53329000 | PA      | $8818448.09   | 0.32%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                             | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      595000 | PA      | $479718.75    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1334541.45   | 0.05%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5930000 | PA      | $5912128.94   | 0.21%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                       | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      730000 | PA      | $722335.00    | 0.03%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $2083013.30   | 0.08%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                     | MTN Mauritius Investments Ltd                                                    | CUSIP: 000000000<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     1420000 | PA      | $1380666.00   | 0.05%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                      | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1195000 | PA      | $876556.40    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    39185000 | PA      | $1860170.44   | 0.07%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                            | Israel Government Bond - Fixed                                                   | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    10950000 | PA      | $2620137.41   | 0.10%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                     | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      870000 | PA      | $721774.85    | 0.03%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                     | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2099461.38   | 0.08%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                         | Paraguay Government International Bond                                           | CUSIP: 699149AC4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      800000 | PA      | $795797.94    | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6405000 | PA      | $4097107.81   | 0.15%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      975000 | PA      | $799255.50    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                        | Japanese Government CPI Linked Bond                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   980000000 | PA      | $8101295.97   | 0.29%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                         | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7073300000 | PA      | $1248141.34   | 0.05%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                     | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |     2715000 | PA      | $1928472.12   | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                           | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     3700000 | PA      | $3066741.46   | 0.11%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                     | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $985351.40    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                | AIA Group Ltd                                                                    | CUSIP: 00131MAH6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     1405000 | PA      | $1277602.23   | 0.05%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                      | United Airlines 2016-2 Class B Pass Through Trust                                | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      291597 | PA      | $261224.45    | 0.01%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                            | Bharti Airtel Ltd                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     2940000 | PA      | $2484912.64   | 0.09%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                           | Dominican Republic International Bond                                            | CUSIP: 25714PAJ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      425000 | PA      | $441977.65    | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3505000 | PA      | $2652752.24   | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     7170000 | PA      | $6388614.19   | 0.23%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5320000 | PA      | $3699478.10   | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                           | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2355000 | PA      | $1579693.65   | 0.06%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                      | Unifin Financiera SAB de CV                                                      | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     2195000 | PA      | $54875.00     | 0.00%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                  | Ovintiv Inc                                                                      | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $142656.45    | 0.01%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |      740000 | PA      | $696397.32    | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                   | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2055000 | PA      | $2225798.43   | 0.08%             | 2027-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                          | Shriram Finance Ltd                                                              | CUSIP: 825547AE2<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     2400000 | PA      | $2211168.00   | 0.08%             | 2025-07-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                          | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63587.01     | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                         | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 29559900000 | PA      | $5205867.40   | 0.19%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                       | Engie Energia Chile SA                                                           | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     2690000 | PA      | $2196362.75   | 0.08%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2090394.60   | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-18808.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                          | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      615000 | PA      | $510001.29    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                              | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      790000 | PA      | $583194.85    | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                        | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     4565000 | PA      | $4249377.36   | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                       | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      121353 | NS      | $52435417.77  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered PLC                                                           | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1455000 | PA      | $1075858.20   | 0.04%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SHAW COMMUNICATIONS INC                      | Shaw Communications Inc                                                          | CUSIP: 82028KAZ4<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |     2960000 | PA      | $1931935.60   | 0.07%             | 2029-12-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      360000 | PA      | $337952.95    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                     | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $521501.79    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                     | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |     1515000 | PA      | $1211106.15   | 0.04%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10570000 | PA      | $8486441.60   | 0.31%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                     | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     4670000 | PA      | $3115724.67   | 0.11%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                     | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      424301 | NS      | $42297240.43  | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO                     | Korea East-West Power Co Ltd                                                     | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |     1515000 | PA      | $1397124.41   | 0.05%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                           | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2160000 | PA      | $1838849.30   | 0.07%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2255000 | PA      | $1653397.05   | 0.06%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                           | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    38000000 | PA      | $3020947.98   | 0.11%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                                     | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4770000 | PA      | $3094651.99   | 0.11%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                 | SK Hynix Inc                                                                     | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     2765000 | PA      | $2027200.67   | 0.07%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      860000 | PA      | $826180.53    | 0.03%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                        | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      196000 | PA      | $146624.39    | 0.01%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                             | Societe Generale SA                                                              | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1015000 | PA      | $974241.50    | 0.04%             | 2025-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER P/L                         | GAIF Bond Issuer Pty Ltd                                                         | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |      670000 | PA      | $615159.58    | 0.02%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                        | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     7365000 | PA      | $8845365.00   | 0.32%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                      | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    13075000 | PA      | $14049882.85  | 0.51%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                            | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      345000 | PA      | $284345.55    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                       | Brazilian Government International Bond                                          | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2685000 | PA      | $2487799.15   | 0.09%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                                                        | CUSIP: 03835VAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      260000 | PA      | $242277.62    | 0.01%             | 2028-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                         | TC Ziraat Bankasi AS                                                             | CUSIP: 90014TAG6<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     2250000 | PA      | $2031367.50   | 0.07%             | 2026-03-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                          | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     2420000 | PA      | $2328330.40   | 0.08%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                          | NatWest Markets PLC                                                              | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     1190000 | PA      | $1102505.40   | 0.04%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                  | Ashland LLC                                                                      | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1039052.04   | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30275.69     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                  | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $44583.49     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      270000 | PA      | $256755.94    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $110482.27    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   170718400 | PA      | $7924193.30   | 0.29%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                             | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      775000 | PA      | $637205.00    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                      | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      435000 | PA      | $375187.50    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                         | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1295000 | PA      | $1200791.34   | 0.04%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                       | Anglo American Capital PLC                                                       | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1137758.93   | 0.04%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       80000 | PA      | $55144.00     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                         | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $2834382.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                      | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      375000 | PA      | $404629.91    | 0.01%             | 2024-03-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                          | Nomura Holdings Inc                                                              | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2385000 | PA      | $1987225.12   | 0.07%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                         | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    46500000 | PA      | $4169839.85   | 0.15%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                             | Antares Holdings LP                                                              | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $995626.43    | 0.04%             | 2023-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                                        | CUSIP: 037833CY4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $2835666.36   | 0.10%             | 2024-08-19      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19012.44     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                           | Dominican Republic International Bond                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      995000 | PA      | $958244.70    | 0.03%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      920000 | PA      | $846275.97    | 0.03%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                     | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      955000 | PA      | $815531.23    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      115000 | PA      | $95446.84     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                        | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     1250000 | PA      | $1236972.05   | 0.04%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                     | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     2750000 | PA      | $492250.00    | 0.02%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                     | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      790000 | PA      | $639749.90    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    63783600 | PA      | $3096891.56   | 0.11%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $524900.26    | 0.02%             | 2028-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                               | EDP Finance BV                                                                   | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     3590000 | PA      | $2974171.40   | 0.11%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                      | Korea National Oil Corp                                                          | CUSIP: 50066PAS9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     2400000 | PA      | $2116014.38   | 0.08%             | 2027-04-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $354134.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                     | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $972988.20    | 0.04%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      190000 | PA      | $188979.07    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      315000 | PA      | $242550.00    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avon Products Inc                            | Avon Products Inc                                                                | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |       95000 | PA      | $90953.00     | 0.00%             | 2043-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      275302 | NS      | $73070656.84  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                      | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78200.00     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                       | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      800000 | PA      | $665346.79    | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                         | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |      456886 | NS      | $16429461.36  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd    | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     3095000 | NS      | $44950105.29  | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      635000 | PA      | $435862.13    | 0.02%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                         | Edison International                                                             | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157344.20    | 0.01%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                         | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAA9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      950000 | PA      | $949069.00    | 0.03%             | 2023-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                     | Kia Corp                                                                         | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |     1060000 | PA      | $935142.60    | 0.03%             | 2027-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140481.85    | 0.01%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                           | Credit Agricole SA                                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4500000 | PA      | $3935433.11   | 0.14%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                             | Zillow Group Inc                                                                 | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120900.00    | 0.00%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $103016.95    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP / HOMES                     | TRI Pointe Group Inc / TRI Pointe Homes Inc                                      | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4975.55      | 0.00%             | 2024-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                      | Philippine Government International Bond                                         | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1060000 | PA      | $927288.00    | 0.03%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                       | Brazilian Government International Bond                                          | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1085000 | PA      | $1038884.53   | 0.04%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6794000 | PA      | $5383824.25   | 0.20%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                       | Anglo American Capital PLC                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1389830.40   | 0.05%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                 | Shinhan Bank Co Ltd                                                              | CUSIP: 82460CAJ3<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      770000 | PA      | $718397.93    | 0.03%             | 2026-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                  | Bell Telephone Co of Canada or Bell Canada/The                                   | CUSIP: 07813ZBY9<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     2835000 | PA      | $1983997.49   | 0.07%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                         | Tencent Holdings Ltd                                                             | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     1175000 | PA      | $1146393.73   | 0.04%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                          | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191293.84    | 0.01%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      830000 | PA      | $715855.26    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55200.00     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                     | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      165000 | PA      | $145926.00    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                       | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1240000 | PA      | $1143066.81   | 0.04%             | 2027-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc             | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       36006 | NS      | $52044872.70  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                     | MTN Mauritius Investments Ltd                                                    | CUSIP: 55377XAA4<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |      930000 | PA      | $904239.00    | 0.03%             | 2024-11-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 0% 2031                            | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3710000 | PA      | $3060883.93   | 0.11%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                          | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4500000000 | PA      | $3466263.35   | 0.13%             | 2023-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                               | Var Energi ASA                                                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      455000 | PA      | $469886.61    | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1276852.50   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1675000 | PA      | $1528041.48   | 0.06%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1413551.94   | 0.05%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2B PTT                       | American Airlines 2017-2 Class B Pass Through Trust                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      343364 | PA      | $308531.99    | 0.01%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2196532.80   | 0.08%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1005000 | PA      | $822267.80    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                              | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      855000 | PA      | $820795.71    | 0.03%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENTRAIS ELETRICAS BRASI                     | Centrais Eletricas Brasileiras SA                                                | CUSIP: 15236FAB6<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |      650000 | PA      | $568750.00    | 0.02%             | 2030-02-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                                  | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |       60000 | PA      | $64233.45     | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                   | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      205000 | PA      | $195313.94    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2A PTT                       | Air Canada 2015-2 Class A Pass Through Trust                                     | CUSIP: 009088AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      339847 | PA      | $274256.45    | 0.01%             | 2027-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                        | BOC Aviation USA Corp                                                            | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |      860000 | PA      | $816291.47    | 0.03%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                        | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4695000 | PA      | $2253573.71   | 0.08%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-38432.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                         | Colombia Government International Bond                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      575000 | PA      | $508847.85    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |      640000 | PA      | $613600.00    | 0.02%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                   | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $864895.00    | 0.03%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                     | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     2830000 | PA      | $2664671.40   | 0.10%             | 2025-02-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                      | Air Canada 2017-1 Class AA Pass Through Trust                                    | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      711704 | PA      | $602023.30    | 0.02%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC          | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $-6959.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                | CommScope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1118769.69   | 0.04%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      239457 | NS      | $80203727.58  | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp                                                             | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1165793.85   | 0.04%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                 | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      475000 | PA      | $421118.38    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                       | Export-Import Bank of India                                                      | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2790000 | PA      | $2191985.82   | 0.08%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      475000 | PA      | $391305.00    | 0.01%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                         | Singapore Government Bond                                                        | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    10055000 | PA      | $7329925.34   | 0.27%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                              | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $527275.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      351466 | NS      | $47131590.60  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2540810.37   | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      700701 | NS      | $58858884.00  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                        | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       95413 | NS      | $13399284.68  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      245000 | PA      | $167032.42    | 0.01%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      510000 | PA      | $454179.04    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      310000 | PA      | $300700.00    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      920000 | PA      | $887155.75    | 0.03%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC          | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $21846.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                        | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1080408.00   | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                        | Novartis Capital Corp                                                            | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1250531.93   | 0.05%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                              | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      975000 | PA      | $956274.93    | 0.03%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      130000 | PA      | $100577.10    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                  | Equinor ASA                                                                      | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     2790000 | PA      | $2293086.55   | 0.08%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                            | TSMC Arizona Corp                                                                | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3020228.88   | 0.11%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                     | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1125000 | PA      | $1088852.47   | 0.04%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2465000 | PA      | $2196654.43   | 0.08%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                  | Nutanix Inc                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      430000 | PA      | $359695.00    | 0.01%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                            | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $1709870.52   | 0.06%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                         | JetBlue Airways Corp                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      305000 | PA      | $222368.50    | 0.01%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                        | Transportadora de Gas del Peru SA                                                | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |     1050000 | PA      | $983225.74    | 0.04%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                     | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6965000 | PA      | $6122724.29   | 0.22%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                            | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1575364.08   | 0.06%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      295000 | PA      | $276960.50    | 0.01%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      320000 | PA      | $315554.82    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $155251.80    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                 | Tapestry Inc                                                                     | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      255000 | PA      | $198467.68    | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                    | Halma PLC                                                                        | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      677658 | NS      | $16138384.59  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 B PTT                      | American Airlines 2016-3 Class B Pass Through Trust                              | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      976644 | PA      | $867572.65    | 0.03%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                          | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      855000 | PA      | $715799.10    | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                | AIA Group Ltd                                                                    | CUSIP: 00131LAB1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      355000 | PA      | $340401.82    | 0.01%             | 2025-03-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                        | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     1530000 | PA      | $1356546.82   | 0.05%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** LOOMIS SAYLES FUNDS II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer