# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-26-056159
**Filing Date:** 2026-5
**Character Count:** 210713
**Document Hash:** 08ef5a078b86632f1732ed7dae25f20f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056159.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056159

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649

**ORGANIZATION NAME:**
- **EIN:** 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:** 261041152

**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           |

## 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:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2660983446.67

**Total Liabilities:** $8023148.91

**Net Assets:** $2652960297.76

**Cash Not Reported:** $7035102.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -643.60000000 | **1-Year:** -14715.80000000 | **5-Year:** -81106.09000000 | **10-Year:** -60692.58000000 | **30-Year:** -14706.88000000

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

- **3-Month:** -1379.40000000 | **1-Year:** -16028.64000000 | **5-Year:** -53405.25000000 | **10-Year:** -32289.61000000 | **30-Year:** -6353.95000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018226 | 2.96%                | 0.11%                | -4.57%               |
| Class ID C000027670 | 2.92%                | 0.08%                | -4.60%               |
| Class ID C000027671 | 2.86%                | 0.04%                | -4.67%               |
| Class ID C000182249 | 2.95%                | 0.11%                | -4.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $37002703.90             | $43321576.92                               |
| Month 2  | $74278500.72             | $-74386229.74                              |
| Month 3  | $24222476.25             | $-154317428.78                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1180000 | PA      | $1083287.20   | 0.04%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      855000 | PA      | $850650.62    | 0.03%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                           | ADVANCED DRAINAGE SYSTEMS INC 2026 TERM LOAN B                                  | CUSIP: 00769QAK9<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |      625000 | PA      | $626956.25    | 0.02%             | 2033-02-28      | Floating      | 5.30%                 | 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      | $2947192.59   | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      710000 | PA      | $710088.68    | 0.03%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                              | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      269608 | NS      | $34046098.24  | 1.28%             |  |  |  | No            |                  1 | 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        |      268238 | PA      | $263351.09    | 0.01%             | 2027-12-15      | Fixed         | 4.12%                 | 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        |      551320 | PA      | $524503.79    | 0.02%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1790108.92   | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                        | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1075109.23   | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc 2025 Incremental Term Loan B                           | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      600000 | PA      | $601500.00    | 0.02%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      273776 | NS      | $78727026.56  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      426397 | NS      | $88805703.19  | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      860000 | PA      | $801144.11    | 0.03%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      965000 | PA      | $966853.04    | 0.04%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                     | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $540552.32    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 6 Ltd                                                     | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $450395.55    | 0.02%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1443645.85   | 0.05%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1277272.95   | 0.05%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2990000 | PA      | $2874067.77   | 0.11%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1205317.30   | 0.05%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      755000 | PA      | $733741.38    | 0.03%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      305000 | PA      | $316248.77    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      510000 | PA      | $532543.02    | 0.02%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2025 Repriced Term Loan                                    | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      100000 | PA      | $100000.00    | 0.00%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | Aramark Services Inc 2025 Term Loan                                             | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      899365 | PA      | $899365.48    | 0.03%             | 2030-06-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1973000 | PA      | $1420560.00   | 0.05%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                               | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      610727 | NS      | $31165877.81  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHLAND INC                                             | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      425000 | PA      | $381623.82    | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                           | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1089465 | PA      | $1091371.56   | 0.04%             | 2031-05-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      420000 | PA      | $409925.65    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      355000 | PA      | $360873.83    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1709749.55   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $114040.11    | 0.00%             | 2038-12-15      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $859085.76    | 0.03%             | 2038-12-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                    | Baldwin Insurance Group Holdings LLC 2025 Term Loan B2                          | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |       40574 | PA      | $39830.68     | 0.00%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     4174000 | PA      | $4176395.88   | 0.16%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $897194.11    | 0.03%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     1213000 | PA      | $1182978.25   | 0.04%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1185190.12   | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $954084.30    | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $5162.50      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1385000 | PA      | $1268258.36   | 0.05%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2835000 | PA      | $2043111.60   | 0.08%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                         | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1695000 | PA      | $1696595.00   | 0.06%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 13 Ltd                                                          | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      455000 | PA      | $455062.65    | 0.02%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                 | Black Pearl Compute LLC                                                         | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      373000 | PA      | $379638.28    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                           | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       51602 | NS      | $49626159.42  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL FINANCE LLC                                    | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1168000 | PA      | $1122893.86   | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      899000 | PA      | $900413.34    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3238533.44   | 0.12%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      365000 | PA      | $371110.10    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1199238.69   | 0.05%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5145000 | PA      | $5604667.68   | 0.21%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5085000 | PA      | $5596423.16   | 0.21%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       29725 | NS      | $125151762.00 | 4.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                           | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4475000 | PA      | $4487530.00   | 0.17%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                           | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2190000 | PA      | $2184963.00   | 0.08%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2404241.97   | 0.09%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2487573.66   | 0.09%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6870000 | PA      | $6186010.37   | 0.23%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5095000 | PA      | $4658988.34   | 0.18%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                  | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     1015000 | PA      | $1003856.97   | 0.04%             | 2028-01-25      | Fixed         | 3.90%                 | 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      | $1491775.87   | 0.06%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                | Brookfield Renewable Partners ULC                                               | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |     2715000 | PA      | $1981983.18   | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3849000 | PA      | $3782487.78   | 0.14%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                 | CGI Inc                                                                         | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      242200 | NS      | $17706663.79  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                                | CK Hutchison International 19 Ltd                                               | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |     1350000 | PA      | $1320645.26   | 0.05%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6802000 | PA      | $5030427.26   | 0.19%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      805000 | PA      | $443035.03    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      495000 | PA      | $187892.69    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1197176.74   | 0.05%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     7110000 | PA      | $2508887.21   | 0.09%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2191000 | PA      | $1287097.69   | 0.05%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $1420016.10   | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $666987.12    | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1285367.51   | 0.05%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CT TRUST                                                | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1050000 | PA      | $979366.50    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                            | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      400000 | PA      | $399500.00    | 0.02%             | 2033-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                         | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1461000 | PA      | $1045532.39   | 0.04%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                         | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    17277000 | PA      | $12228901.79  | 0.46%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      989000 | PA      | $996844.75    | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      810000 | PA      | $806630.97    | 0.03%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AXIA ENERGIA                                            | Axia Energia                                                                    | CUSIP: 15236FAB6<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |      650000 | PA      | $621012.41    | 0.02%             | 2030-02-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $436657.94    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | 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        |      420000 | PA      | $246774.92    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $511136.18    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      990000 | PA      | $1027772.34   | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      188000 | PA      | $186143.41    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                            | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      805000 | PA      | $711990.30    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                       | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |      203474 | PA      | $203388.21    | 0.01%             | 2030-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-VII Ltd                                                       | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      315000 | PA      | $315000.32    | 0.01%             | 2038-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $323241.05    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      202945 | PA      | $203058.53    | 0.01%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                    | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246605.52    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                    | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      245000 | PA      | $256096.54    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                    | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1250276.91   | 0.05%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                       | Clean Harbors Inc 2025 Term Loan                                                | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      648375 | PA      | $652265.25    | 0.02%             | 2032-10-08      | Floating      | 5.17%                 | 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      | $1664581.33   | 0.06%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                               | Colbun SA                                                                       | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2550000 | PA      | $2490970.36   | 0.09%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3920000 | PA      | $3340075.20   | 0.13%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1080000 | PA      | $1103360.40   | 0.04%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      355000 | PA      | $362792.25    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2580000 | PA      | $2500278.00   | 0.09%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      516000 | PA      | $510575.03    | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      729000 | PA      | $718681.37    | 0.03%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                       | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        8443 | NS      | $14821164.24  | 0.56%             |  |  |  | Yes           |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     4662000 | PA      | $4751326.76   | 0.18%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     3473000 | PA      | $3041978.33   | 0.11%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1960000 | PA      | $1839445.69   | 0.07%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       48505 | NS      | $48331837.15  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      990000 | PA      | $1019795.91   | 0.04%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2960000 | PA      | $2714545.11   | 0.10%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                        | Crown City CLO I                                                                | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $510139.74    | 0.02%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                             | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       81930 | NS      | $44079978.60  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                            | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      136159 | NS      | $25815746.40  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                              | DaVita Inc 2025 Term Loan B                                                     | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |      188101 | PA      | $188336.31    | 0.01%             | 2031-05-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAE6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      260000 | PA      | $288304.88    | 0.01%             | 2028-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                      | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1420000 | PA      | $1224949.40   | 0.05%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 10 Ltd                                                     | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250371.75    | 0.01%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                            | Dillard's Inc                                                                   | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8040.56      | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                            | Dillard's Inc                                                                   | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51833.50     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1069990.39   | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1663951.68   | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                    | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      443000 | PA      | $324639.26    | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     6065000 | PA      | $5638784.25   | 0.21%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2383437.42   | 0.09%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6385000 | PA      | $6330238.15   | 0.24%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $768918.07    | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2959000 | PA      | $2952417.11   | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PAJ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      216667 | PA      | $219656.67    | 0.01%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      490000 | PA      | $492435.30    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      845000 | PA      | $851007.95    | 0.03%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                        | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1410000 | PA      | $1306882.20   | 0.05%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-58926.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3709.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $2637.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $47716.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-95078.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $37617.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $21844.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $511837.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-100889.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $668983.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-238885.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $499732.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $93010.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $450527.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CNH / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $-25139.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $87169.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-19760.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1707260 | PA      | $1723919.44   | 0.06%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1162657 | PA      | $4153127.07   | 0.16%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    22054106 | PA      | $23823964.99  | 0.90%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     1085000 | PA      | $1112125.00   | 0.04%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      253000 | PA      | $227679.76    | 0.01%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                          | Empresa Nacional de Telecomunicaciones SA                                       | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      595000 | PA      | $514867.90    | 0.02%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                | Empresas Publicas de Medellin ESP                                               | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1300000 | PA      | $1206582.00   | 0.05%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                    | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4770000 | PA      | $3364134.14   | 0.13%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                        | Enbridge Gas Inc                                                                | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |     4695000 | PA      | $3300641.36   | 0.12%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                           | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |      525000 | PA      | $527885.73    | 0.02%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                          | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1075000 | PA      | $1116527.25   | 0.04%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                             | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     2790000 | PA      | $2330456.56   | 0.09%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                       | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      514000 | PA      | $517603.14    | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                       | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       77896 | NS      | $17985407.44  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                  | Export-Import Bank of India                                                     | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2790000 | PA      | $2486475.59   | 0.09%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     5555000 | PA      | $5450684.88   | 0.21%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      235000 | PA      | $238877.50    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      345000 | PA      | $339374.53    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     4795000 | PA      | $4865349.70   | 0.18%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2690021.96   | 0.10%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      480000 | PA      | $467003.00    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $181094.79    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                   | GFL Environmental Holdings US Inc                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      306000 | PA      | $300123.55    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2 Ltd                                                                | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      665000 | PA      | $664445.39    | 0.03%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $6092134.89   | 0.23%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    14450000 | PA      | $14789175.60  | 0.56%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $577635.88    | 0.02%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       53028 | NS      | $44861157.72  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2277976.16   | 0.09%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | GCP CLO Warehouse JP 2025 Ltd                                                   | CUSIP: 38181TAA5<br>LEI: 254900OT2T9188HTIC06 | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $379617.95    | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                              | Gryphon Acquire Newco LLC Term Loan B                                           | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1475000 | PA      | $1475368.75   | 0.06%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2299510.19   | 0.09%             | 2039-06-15      | Fixed         | 5.12%                 | 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        |       18234 | NS      | $9967604.25   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanger Inc                                              | Hanger Inc 2024 Term Loan B                                                     | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      495884 | PA      | $496752.06    | 0.02%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                              | Hanger Inc 2024 Delayed Draw Term Loan                                          | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |       64254 | PA      | $64366.52     | 0.00%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $994570.11    | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     4695000 | PA      | $4266206.12   | 0.16%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      274000 | PA      | $267691.67    | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $503732.96    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $428618.58    | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      746411 | PA      | $747344.45    | 0.03%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      177412 | NS      | $53947440.96  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1232854.19   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      112048 | NS      | $36851466.72  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                 | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2345000 | PA      | $2375857.34   | 0.09%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                             | CUSIP: 459058JY0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    10030000 | PA      | $7184309.25   | 0.27%             | 2026-07-22      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2225000 | PA      | $2410341.72   | 0.09%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1580000 | PA      | $1537242.67   | 0.06%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      895000 | PA      | $869543.65    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                               | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     1210000 | PA      | $1222960.31   | 0.05%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      795000 | PA      | $742426.65    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      530000 | PA      | $525596.23    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      755000 | PA      | $751991.17    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      157183 | NS      | $46236951.28  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      765000 | PA      | $841384.49    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1774472.72   | 0.07%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5828446.80   | 0.22%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       32608 | NS      | $48012345.28  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                   | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      143667 | NS      | $39132251.55  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      811036 | PA      | $755276.90    | 0.03%             | 2032-03-22      | Floating      | 6.92%                 | 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      | $765223.20    | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                 | Kingpin Intermediate Holdings LLC                                               | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      545000 | PA      | $481548.38    | 0.02%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      225000 | PA      | $222359.65    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $4473600.35   | 0.17%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       65000 | PA      | $67347.91     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      135000 | PA      | $141364.28    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     6939000 | PA      | $6141015.00   | 0.23%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      612000 | PA      | $580259.97    | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      147865 | NS      | $73882225.90  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      447000 | PA      | $451867.84    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                        | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       26434 | NS      | $33338560.80  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      125000 | PA      | $129515.31    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                  | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2020000 | PA      | $1779300.07   | 0.07%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      435000 | PA      | $420628.95    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      230000 | PA      | $205626.85    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      795000 | PA      | $690553.93    | 0.03%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      868000 | PA      | $853335.40    | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3655000 | PA      | $3144717.30   | 0.12%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      897000 | PA      | $918896.98    | 0.03%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1684000 | PA      | $1625603.09   | 0.06%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1035000 | PA      | $1027147.14   | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |       20000 | PA      | $23159.05     | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     2072256 | PA      | $2074515.23   | 0.08%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                           | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     1405661 | NS      | $38469614.09  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                               | Northwoods Capital 20 Ltd                                                       | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      305000 | PA      | $305090.43    | 0.01%             | 2038-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                     | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |      797805 | PA      | $797470.41    | 0.03%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      844040 | NS      | $147200576.00 | 5.55%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3310000 | PA      | $3441373.90   | 0.13%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                 | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      517114 | NS      | $47734793.34  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-18 Ltd                                                             | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      530000 | PA      | $530102.82    | 0.02%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2015-1 Ltd                                                     | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |      475000 | PA      | $475000.00    | 0.02%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 10-R Ltd                                                     | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      760000 | PA      | $760114.00    | 0.03%             | 2037-07-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | ELECTRONIC ARTS INC USD TERM LOAN B                                             | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     1050000 | PA      | $1043437.50   | 0.04%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                 | OAK-Eagle Acquireco Inc                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      274000 | PA      | $283889.87    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2720485.14   | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                               | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151990.50    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19549.58     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | 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        |     4825000 | PA      | $4535139.09   | 0.17%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       75000 | PA      | $71600.65     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      650000 | PA      | $651415.70    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      575000 | PA      | $518484.72    | 0.02%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                | Ontario Power Generation Inc                                                    | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     4670000 | PA      | $3297971.39   | 0.12%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      655000 | PA      | $585343.63    | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3170000 | PA      | $2832483.76   | 0.11%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3281000 | PA      | $3045107.68   | 0.11%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1310033.85   | 0.05%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     1576000 | NS      | $91147211.19  | 3.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                 | Pan American Energy LLC/Argentina                                               | CUSIP: 69784DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     1341000 | PA      | $1337647.50   | 0.05%             | 2037-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                          | CUSIP: 699149AC4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      183000 | PA      | $182994.51    | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                          | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      635000 | PA      | $632142.50    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       62969 | NS      | $56372367.56  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PetSmart Inc                                            | PetSmart Inc 2025 USD Term Loan B                                               | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |       36051 | PA      | $35771.12     | 0.00%             | 2032-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1291257.95   | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $2913858.88   | 0.11%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      315000 | PA      | $300893.10    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1464452.94   | 0.06%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                  | Power Finance Corp Ltd                                                          | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     1250000 | PA      | $1208312.50   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      184991 | NS      | $36672615.84  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                     | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      365000 | PA      | $445223.52    | 0.02%             | 2029-06-30      | Fixed         | 2.25%                 | 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        |     2193000 | PA      | $2023652.37   | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2264000 | PA      | $2295702.79   | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                 | Regatta 35 Funding Ltd                                                          | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      565000 | PA      | $565065.54    | 0.02%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      204325 | PA      | $203176.32    | 0.01%             | 2031-06-13      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc 2024 1st Lien Term Loan B                                   | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      229465 | PA      | $229465.06    | 0.01%             | 2028-02-11      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                  | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      105813 | NS      | $37442988.18  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3280000 | PA      | $3317077.68   | 0.13%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      400000 | PA      | $408953.51    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3370000 | PA      | $3403220.01   | 0.13%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      472000 | PA      | $463715.10    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2156000 | PA      | $2081748.18   | 0.08%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1614000 | PA      | $1535422.56   | 0.06%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                | Ryan Specialty Group LLC 2024 USD Term Loan B                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      152075 | PA      | $151694.81    | 0.01%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1670336.17   | 0.06%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK hynix Inc                                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $206473.71    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      170608 | NS      | $72566406.72  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SK TELECOM CO LTD                                       | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |      140000 | PA      | $143744.57    | 0.01%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1030374.21   | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      280000 | PA      | $285906.32    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       54866 | NS      | $10241836.22  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      955000 | PA      | $939289.38    | 0.04%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                    | Light and Wonder International Inc 2026 Term Loan B                             | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |       98503 | PA      | $98421.34     | 0.00%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1115000 | PA      | $1079145.61   | 0.04%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      269000 | PA      | $259574.16    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      220000 | PA      | $210393.35    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      830000 | PA      | $769841.77    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      910000 | PA      | $928185.44    | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 12 Ltd                                                         | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $649504.70    | 0.02%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      870000 | PA      | $918902.70    | 0.03%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      990000 | PA      | $980496.00    | 0.04%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                         | Solstice Advanced Materials Inc Term Loan B                                     | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |      755000 | PA      | $758148.35    | 0.03%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      686000 | PA      | $676424.95    | 0.03%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6640000 | PA      | $5133980.67   | 0.19%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    17435000 | PA      | $17808368.96  | 0.67%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $962996.88    | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                          | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1455000 | PA      | $1323179.21   | 0.05%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                             | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    41642736 | PA      | $41642736.48  | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1248857.15   | 0.05%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104518.40    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                       | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27775.05     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                   | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     2470000 | PA      | $2389725.00   | 0.09%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      550000 | PA      | $510889.65    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1185000 | PA      | $1042114.48   | 0.04%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2734396.61   | 0.10%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2731707.99   | 0.10%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                             | TPG CLO 2025-1 Ltd                                                              | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      675000 | PA      | $674482.28    | 0.03%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1398245.78   | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      875000 | PA      | $925382.72    | 0.03%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      588000 | PA      | $588514.50    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                            | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     1690000 | PA      | $1748334.49   | 0.07%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                       | Terex Corporation 2025 Term Loan                                                | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |      148503 | PA      | $148596.37    | 0.01%             | 2031-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                   | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2838515.07   | 0.11%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    10005000 | PA      | $7416517.41   | 0.28%             | 2046-10-01      | Fixed         | 4.10%                 | 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      | $508355.05    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     3170000 | PA      | $3543806.40   | 0.13%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     4415000 | PA      | $4727754.19   | 0.18%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1430000 | PA      | $1467666.20   | 0.06%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     5445000 | PA      | $5514102.50   | 0.21%             | 2030-12-01      | Fixed         | 5.75%                 | 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        |      115000 | PA      | $87445.08     | 0.00%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      400000 | PA      | $368632.40    | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $984644.33    | 0.04%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     2033405 | PA      | $2021062.32   | 0.08%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      405000 | PA      | $409625.10    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc 2026 Term Loan N                                                  | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      310000 | PA      | $310058.90    | 0.01%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      875000 | PA      | $836708.95    | 0.03%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                             | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      615000 | PA      | $607004.75    | 0.02%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     2980000 | PA      | $2701319.04   | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      270504 | PA      | $266362.68    | 0.01%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                | Turk Telekomunikasyon AS                                                        | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     1050000 | PA      | $1022496.58   | 0.04%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                  | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       46745 | NS      | $16004553.10  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      690000 | PA      | $673463.67    | 0.03%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1460000 | PA      | $1469928.00   | 0.06%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      830000 | PA      | $873434.14    | 0.03%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $823513.56    | 0.03%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2055000 | PA      | $1888145.96   | 0.07%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2335000 | PA      | $2177387.50   | 0.08%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1645000 | PA      | $1400717.50   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      610000 | PA      | $577212.50    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      550000 | PA      | $546232.50    | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1430000 | PA      | $1435148.00   | 0.05%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1070000 | PA      | $1042715.00   | 0.04%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1397636.88   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1103719.83   | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                      | United Rentals Inc 2025 Repriced Term Loan B                                    | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      163747 | PA      | $164197.14    | 0.01%             | 2031-02-14      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6840000 | PA      | $5205346.84   | 0.20%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1198000 | PA      | $1108009.61   | 0.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15233000 | PA      | $15287743.59  | 0.58%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15605000 | PA      | $15222189.84  | 0.57%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       39449 | NS      | $10674504.91  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                           | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    75685000 | PA      | $1928538.34   | 0.07%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1954384.71   | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      440000 | PA      | $493142.32    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $4565905.95   | 0.17%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1106813.84   | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1091159.99   | 0.04%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      540000 | PA      | $562114.08    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1658416.87   | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3095000 | PA      | $2118865.79   | 0.08%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      471000 | PA      | $491688.85    | 0.02%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      529000 | PA      | $490019.71    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      278000 | PA      | $238322.16    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2149000 | PA      | $2093431.35   | 0.08%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      150000 | PA      | $133438.70    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      470000 | PA      | $397262.63    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      115000 | PA      | $99368.76     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      475000 | PA      | $400623.88    | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      840000 | PA      | $876691.02    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc 2024 Term Loan                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     2043600 | PA      | $2048995.10   | 0.08%             | 2030-05-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                             | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      920000 | PA      | $877762.06    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                          | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     2530000 | PA      | $2577159.71   | 0.10%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      495000 | PA      | $457267.90    | 0.02%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                 | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1618602.13   | 0.06%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404084.00    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      265000 | PA      | $261578.85    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      340000 | PA      | $328909.98    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      690000 | PA      | $655571.07    | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 29559900000 | PA      | $7890889.72   | 0.30%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       59092 | NS      | $78577941.35  | 2.96%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                              | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    10000000 | PA      | $336662.39    | 0.01%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      196000 | PA      | $147547.08    | 0.01%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    37055000 | PA      | $2056488.17   | 0.08%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4593000 | PA      | $2486151.71   | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | 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      | $869589.42    | 0.03%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                              | Singapore Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     8755000 | PA      | $6816329.63   | 0.26%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                                | Fonterra Co-operative Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |     4200000 | PA      | $2891726.66   | 0.11%             | 2026-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                 | Norway Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    50550000 | PA      | $5104642.67   | 0.19%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                                | Fonterra Co-operative Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |      700000 | PA      | $472929.11    | 0.02%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                   | Naturgy Finance Iberia SA                                                       | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $786316.02    | 0.03%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    13140000 | PA      | $7368243.35   | 0.28%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     1415000 | PA      | $1405221.30   | 0.05%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                   | Japanese Government CPI Linked Bond                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1114720600 | PA      | $7041683.11   | 0.27%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2265000000 | PA      | $2394210.59   | 0.09%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                               | Prologis Euro Finance LLC                                                       | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     1450000 | PA      | $1602982.27   | 0.06%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                | Medtronic Global Holdings SCA                                                   | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      615000 | PA      | $699765.77    | 0.03%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9770000 | PA      | $2437214.98   | 0.09%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38112000000 | PA      | $2262407.44   | 0.09%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                   | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     2165000 | PA      | $2391183.35   | 0.09%             | 2027-09-10      | Fixed         | 0.25%                 | 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      | $938390.63    | 0.04%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     5520000 | PA      | $2773053.06   | 0.10%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84210.98     | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1028172.08   | 0.04%             | 2041-10-24      | Fixed         | 1.25%                 | 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        |    43401000 | PA      | $7529064.15   | 0.28%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    10135000 | PA      | $5668797.55   | 0.21%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     2365000 | PA      | $2570714.93   | 0.10%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    40955000 | PA      | $3820718.87   | 0.14%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5914000 | PA      | $1341677.84   | 0.05%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1100000 | PA      | $1233198.55   | 0.05%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     3700000 | PA      | $3917432.72   | 0.15%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11413150000 | PA      | $6753031.91   | 0.25%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3245000 | PA      | $3204402.06   | 0.12%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      280000 | PA      | $275678.82    | 0.01%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                 | Thermo Fisher Scientific Finance I BV                                           | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      245000 | PA      | $176984.04    | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                  | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1905000 | PA      | $2000112.51   | 0.08%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      955000 | PA      | $909192.40    | 0.03%             | 2034-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9404000 | PA      | $2325962.92   | 0.09%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1405000 | PA      | $1294166.84   | 0.05%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      430000 | PA      | $525305.72    | 0.02%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3868290000 | PA      | $2527590.92   | 0.10%             | 2028-09-10      | Fixed         | 3.50%                 | 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        |    25149000 | PA      | $4069784.43   | 0.15%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   899000000 | PA      | $3633103.12   | 0.14%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4378000 | PA      | $2853562.63   | 0.11%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    22614000 | PA      | $12486633.17  | 0.47%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3129530000 | PA      | $1931067.02   | 0.07%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      835000 | PA      | $934116.04    | 0.04%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      990000 | PA      | $1128514.22   | 0.04%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                        | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1833000 | PA      | $2095211.27   | 0.08%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    21277000 | PA      | $13843012.50  | 0.52%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7315000 | PA      | $8378948.96   | 0.32%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    11720000 | PA      | $3074953.28   | 0.12%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    98725000 | PA      | $5045258.97   | 0.19%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   774000000 | PA      | $4117140.61   | 0.16%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1403000 | PA      | $1560303.06   | 0.06%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7628470000 | PA      | $4729985.10   | 0.18%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1637400000 | PA      | $9786948.36   | 0.37%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1460000 | PA      | $1636701.49   | 0.06%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   151000000 | PA      | $7994095.78   | 0.30%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         204 | NC      | $-549721.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -116 | NC      | $434630.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -104 | NC      | $404395.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         511 | NC      | $-1107365.61  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2121 | NC      | $-3313960.65  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         127 | NC      | $-191722.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -737 | NC      | $1875491.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                         | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      266567 | NS      | $31478290.04  | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    62982200 | PA      | $3514921.92   | 0.13%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                   | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      613800 | PA      | $612652.19    | 0.02%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                             | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                         | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |     2650000 | PA      | $2641732.00   | 0.10%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      235000 | PA      | $310463.13    | 0.01%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                          | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     2255133 | NS      | $39795933.62  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                 | Norway Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    19765000 | PA      | $1798933.64   | 0.07%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4430000 | PA      | $2695081.21   | 0.10%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $2255021.01   | 0.09%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1600000 | PA      | $1717656.31   | 0.06%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7975000 | PA      | $10465970.25  | 0.39%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    12340000 | PA      | $15715787.51  | 0.59%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   101590000 | PA      | $5897816.70   | 0.22%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2485000000 | PA      | $2590810.90   | 0.10%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Repriced Term Loan                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      496388 | PA      | $497008.00    | 0.02%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $515487.50    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      975000 | PA      | $988566.15    | 0.04%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                               | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       75788 | NS      | $37572658.88  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      124635 | NS      | $51940389.90  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ORSTED A/S                                              | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2055000 | PA      | $2625098.75   | 0.10%             | 2027-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     1409999 | PA      | $1392374.42   | 0.05%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      476400 | PA      | $470445.00    | 0.02%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      855000 | PA      | $855200.07    | 0.03%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                               | Colbun SA                                                                       | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2580000 | PA      | $2392872.94   | 0.09%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                          | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     2690000 | PA      | $2501685.90   | 0.09%             | 2030-01-28      | Fixed         | 3.40%                 | 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      | $1380134.70   | 0.05%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    55444500 | PA      | $2842539.87   | 0.11%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                    | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     6084187 | PA      | $5935915.47   | 0.22%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                       | Bharti Airtel Ltd                                                               | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     2940000 | PA      | $2761602.18   | 0.10%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer