# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-25-211956
**Filing Date:** 2025-8
**Character Count:** 172561
**Document Hash:** db3d21cd14640e51a76bdd96107f0cb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211956.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211956

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469

**ORGANIZATION NAME:**
- **EIN:** 043219179
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251276012

**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 II
- **DATE OF NAME CHANGE:** 20031119

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

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

## Series and Classes Contracts Data

### Loomis Sayles Global Bond Fund (Series ID: S000006641)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018127 | Institutional Class | LSGBX           |
| C000018128 | Retail Class        | LSGLX           |
| C000125494 | Class N             | LSGNX           |

## Nport-Ex

**Portfolio of Investments – as of June 30, 2025 (Unaudited)**

Loomis Sayles Global Bond Fund

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount(‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 96.4% of Net Assets** | **Bonds and Notes — 96.4% of Net Assets** | **Bonds and Notes — 96.4% of Net Assets** |
|  | **Australia — 2.1%** | **Australia — 2.1%** |
| $560000 | Glencore Funding LLC, 2.500%, 9/01/2030(a) | &nbsp;&nbsp; $504280 |
| 280000 | Glencore Funding LLC, 2.625%, 9/23/2031(a) | &nbsp;&nbsp; 245798 |
| 215000 | Glencore Funding LLC, 5.186%, 4/01/2030(a) | &nbsp;&nbsp; 219202 |
| 290000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 295846 |
| 270000 | Glencore Funding LLC, 5.700%, 5/08/2033(a) | &nbsp;&nbsp; 279148 |
| 840000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 910905 |
| 3390000 | &nbsp;&nbsp; Queensland Treasury Corp., 1.750%, 7/20/2034, <br> (AUD)<br>| &nbsp;&nbsp; 1728924 |
| 4200000 | &nbsp;&nbsp; Queensland Treasury Corp., 2.750%, 8/20/2027, <br> (AUD)<br>| &nbsp;&nbsp; 2728323 |
|  |  | &nbsp;&nbsp; 6912426 |
|  | **Belgium — 0.3%** | **Belgium — 0.3%** |
| 360000 | &nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch <br> InBev Worldwide, Inc., 4.700%, 2/01/2036<br>| &nbsp;&nbsp; 351270 |
| 250000 | &nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch <br> InBev Worldwide, Inc., 4.900%, 2/01/2046<br>| &nbsp;&nbsp; 229160 |
| 210000 | &nbsp;&nbsp; Anheuser-Busch InBev Worldwide, Inc., <br> 8.200%, 1/15/2039<br>| &nbsp;&nbsp; 267828 |
|  |  | &nbsp;&nbsp; 848258 |
|  | **Brazil — 3.1%** | **Brazil — 3.1%** |
| 18,261(b)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2027, (BRL)<br>| &nbsp;&nbsp; 3189634 |
| 4,600(b)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2029, (BRL)<br>| &nbsp;&nbsp; 776885 |
| 35,143(b)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2031, (BRL)<br>| &nbsp;&nbsp; 5672546 |
| 565000 | Gerdau Trade, Inc., 5.750%, 6/09/2035 | &nbsp;&nbsp; 565396 |
|  |  | &nbsp;&nbsp; 10204461 |
|  | **Canada — 4.8%** | **Canada — 4.8%** |
| 2065000 | &nbsp;&nbsp; Bank of Nova Scotia, EMTN, 3.250%, 1/18/2028, <br> (EUR)<br>| &nbsp;&nbsp; 2487884 |
| 2645000 | &nbsp;&nbsp; Canada Government Bonds, 2.750%, 3/01/2030, <br> (CAD)<br>| &nbsp;&nbsp; 1935633 |
| 2960000 | &nbsp;&nbsp; Canada Government Bonds, 3.000%, 6/01/2034, <br> (CAD)<br>| &nbsp;&nbsp; 2133765 |
| 190000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 5.400%, 12/15/2034(a)<br>| &nbsp;&nbsp; 188768 |
| 135000 | &nbsp;&nbsp; Canadian Natural Resources Ltd., <br> 6.250%, 3/15/2038<br>| &nbsp;&nbsp; 139999 |
| 5245000 | Province of Ontario, 1.900%, 12/02/2051, (CAD) | &nbsp;&nbsp; 2344506 |
| 4980000 | &nbsp;&nbsp; Province of Quebec, EMTN, Zero Coupon, <br> 3.540%–3.542%, 10/29/2030, (EUR)(c)<br>| &nbsp;&nbsp; 5096614 |
| 1260000 | &nbsp;&nbsp; Toronto-Dominion Bank, EMTN, <br> 3.715%, 3/13/2030, (EUR)<br>| &nbsp;&nbsp; 1554692 |
|  |  | &nbsp;&nbsp; 15881861 |
|  | **Cayman Islands — 0.2%** | **Cayman Islands — 0.2%** |
| 547700 | &nbsp;&nbsp; Slam Ltd., Series 2024-1A, Class A, <br> 5.335%, 9/15/2049(a)<br>| &nbsp;&nbsp; 551194 |
|  | **China — 6.5%** | **China — 6.5%** |
| 41870000 | &nbsp;&nbsp; China Development Bank, 3.120%, 9/13/2031, <br> (CNY)<br>| &nbsp;&nbsp; 6327575 |
| 5350000 | &nbsp;&nbsp; China Development Bank, 3.300%, 3/03/2026, <br> (CNY)<br>| &nbsp;&nbsp; 756433 |
| 13480000 | &nbsp;&nbsp; China Government Bonds, 1.430%, 1/25/2030, <br> (CNY)<br>| &nbsp;&nbsp; 1878066 |
| 25120000 | &nbsp;&nbsp; China Government Bonds, 1.920%, 1/15/2055, <br> (CNY)<br>| &nbsp;&nbsp; 3503822 |
| 41460000 | &nbsp;&nbsp; China Government Bonds, 2.270%, 5/25/2034, <br> (CNY)<br>| &nbsp;&nbsp; 6065011 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **China — continued** | **China — continued** |
| 2800000 | &nbsp;&nbsp; China Government Bonds, 2.370%, 1/15/2029, <br> (CNY)<br>| &nbsp;&nbsp; $403219 |
| 2400000 | &nbsp;&nbsp; China Government Bonds, 2.500%, 7/25/2027, <br> (CNY)<br>| &nbsp;&nbsp; 342152 |
| 3000000 | &nbsp;&nbsp; China Government Bonds, 2.550%, 10/15/2028, <br> (CNY)<br>| &nbsp;&nbsp; 433741 |
| 11630000 | &nbsp;&nbsp; China Government Bonds, 3.270%, 11/19/2030, <br> (CNY)<br>| &nbsp;&nbsp; 1779139 |
|  |  | &nbsp;&nbsp; 21489158 |
|  | **Colombia — 0.4%** | **Colombia — 0.4%** |
| 1300000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.500%, 2/02/2034<br>| &nbsp;&nbsp; 1291961 |
|  | **Denmark — 1.0%** | **Denmark — 1.0%** |
| 350000 | &nbsp;&nbsp; Danske Bank AS, (fixed rate to 10/02/2029, <br> variable rate thereafter), 4.613%, 10/02/2030(a)<br>| &nbsp;&nbsp; 348570 |
| 2380000 | &nbsp;&nbsp; Danske Bank AS, EMTN, (fixed rate to <br> 6/21/2029, variable rate thereafter), <br> 4.750%, 6/21/2030, (EUR)<br>| &nbsp;&nbsp; 2992961 |
|  |  | &nbsp;&nbsp; 3341531 |
|  | **France — 5.8%** | **France — 5.8%** |
| 2115000 | &nbsp;&nbsp; BNP Paribas SA, (fixed rate to 11/19/2029, <br> variable rate thereafter), 5.283%, 11/19/2030(a)<br>| &nbsp;&nbsp; 2155313 |
| 395000 | &nbsp;&nbsp; BNP Paribas SA, (fixed rate to 1/13/2032, <br> variable rate thereafter), 5.786%, 1/13/2033(a)<br>| &nbsp;&nbsp; 410920 |
| 405000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 1/09/2035, <br> variable rate thereafter), 5.862%, 1/09/2036(a)<br>| &nbsp;&nbsp; 419830 |
| 1050000 | &nbsp;&nbsp; Electricite de France SA, EMTN, <br> 5.125%, 9/22/2050, (GBP)<br>| &nbsp;&nbsp; 1159350 |
| 1055000 | &nbsp;&nbsp; French Republic Government Bonds OAT, <br> 0.500%, 6/25/2044, (EUR)<br>| &nbsp;&nbsp; 699881 |
| 2145000 | &nbsp;&nbsp; French Republic Government Bonds OAT, <br> 2.750%, 2/25/2030, (EUR)<br>| &nbsp;&nbsp; 2552871 |
| 8470000 | &nbsp;&nbsp; French Republic Government Bonds OAT, <br> 3.200%, 5/25/2035, (EUR)<br>| &nbsp;&nbsp; 9919713 |
| 1555000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 1/19/2034, <br> variable rate thereafter), 6.066%, 1/19/2035(a)<br>| &nbsp;&nbsp; 1601579 |
| 200000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 1/10/2033, <br> variable rate thereafter), 6.691%, 1/10/2034, <br> 144A(a)<br>| &nbsp;&nbsp; 213440 |
|  |  | &nbsp;&nbsp; 19132897 |
|  | **Germany — 3.1%** | **Germany — 3.1%** |
| 1000000 | &nbsp;&nbsp; Allianz SE, (fixed rate to 1/25/2033, variable rate <br> thereafter), 5.824%, 7/25/2053, (EUR)<br>| &nbsp;&nbsp; 1325545 |
| 1100000 | Bundesobligation, 2.400%, 4/18/2030, (EUR) | &nbsp;&nbsp; 1309660 |
| 6550000 | &nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, <br> Zero Coupon, 2.555%–2.599%, 8/15/2052, <br> (EUR)(c)<br>| &nbsp;&nbsp; 3429620 |
| 675000 | &nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, <br> 2.500%, 7/04/2044, (EUR)<br>| &nbsp;&nbsp; 739807 |
| 1525000 | &nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau, EMTN, <br> 2.875%, 12/28/2029, (EUR)<br>| &nbsp;&nbsp; 1835140 |
| 1630000 | RWE Finance U.S. LLC, 5.875%, 4/16/2034(a) | &nbsp;&nbsp; 1686220 |
|  |  | &nbsp;&nbsp; 10325992 |
|  | **Hungary — 0.2%** | **Hungary — 0.2%** |
| 283000000 | &nbsp;&nbsp; Hungary Government Bonds, 3.000%, 8/21/2030, <br> (HUF)<br>| &nbsp;&nbsp; 712618 |
|  | **Indonesia — 1.6%** | **Indonesia — 1.6%** |
| 38485000000 | &nbsp;&nbsp; Indonesia Treasury Bonds, 6.500%, 2/15/2031, <br> (IDR)<br>| &nbsp;&nbsp; 2373744 |
| 45734000000 | &nbsp;&nbsp; Indonesia Treasury Bonds, 7.000%, 2/15/2033, <br> (IDR)<br>| &nbsp;&nbsp; 2876833 |
|  |  | &nbsp;&nbsp; 5250577 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **Ireland — 2.1%** | **Ireland — 2.1%** |
| $470000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; $459741 |
| 1360000 | &nbsp;&nbsp; AIB Group PLC, (fixed rate to 3/28/2034, <br> variable rate thereafter), 5.871%, 3/28/2035(a)<br>| &nbsp;&nbsp; 1402477 |
| 1310000 | &nbsp;&nbsp; Ireland Government Bonds, Zero Coupon, <br> 0.029%, 10/18/2031, (EUR)(d)<br>| &nbsp;&nbsp; 1316725 |
| 3145000 | &nbsp;&nbsp; Ireland Government Bonds, 1.000%, 5/15/2026, <br> (EUR)<br>| &nbsp;&nbsp; 3674980 |
|  |  | &nbsp;&nbsp; 6853923 |
|  | **Israel — 0.5%** | **Israel — 0.5%** |
| 1875000 | &nbsp;&nbsp; Israel Government Bonds - Fixed, <br> 1.000%, 3/31/2030, (ILS)<br>| &nbsp;&nbsp; 486358 |
| 905000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II <br> BV, 4.125%, 6/01/2031, (EUR)<br>| &nbsp;&nbsp; 1068647 |
|  |  | &nbsp;&nbsp; 1555005 |
|  | **Italy — 2.6%** | **Italy — 2.6%** |
| 730000 | &nbsp;&nbsp; Enel Finance International NV, <br> 6.000%, 10/07/2039(a)<br>| &nbsp;&nbsp; 750521 |
| 1130000 | Intesa Sanpaolo SpA, 6.625%, 6/20/2033(a) | &nbsp;&nbsp; 1226902 |
| 200000 | Intesa Sanpaolo SpA, 7.200%, 11/28/2033(a) | &nbsp;&nbsp; 224276 |
| 4975000 | &nbsp;&nbsp; Italy Buoni Poliennali Del Tesoro, <br> 3.850%, 7/01/2034, (EUR)<br>| &nbsp;&nbsp; 6114232 |
| 370000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2031, variable <br> rate thereafter), 3.127%, 6/03/2032(a)<br>| &nbsp;&nbsp; 335071 |
|  |  | &nbsp;&nbsp; 8651002 |
|  | **Japan — 7.4%** | **Japan — 7.4%** |
| 470550000 | &nbsp;&nbsp; Japan Government Ten Year Bonds, <br> 1.100%, 6/20/2034, (JPY)<br>| &nbsp;&nbsp; 3200870 |
| 810650000 | &nbsp;&nbsp; Japan Government Thirty Year Bonds, <br> 1.600%, 12/20/2053, (JPY)<br>| &nbsp;&nbsp; 4312452 |
| 953200000 | &nbsp;&nbsp; Japan Government Twenty Year Bonds, <br> 1.600%, 3/20/2044, (JPY)<br>| &nbsp;&nbsp; 5916122 |
| 1597100000 | &nbsp;&nbsp; Japan Government Two Year Bonds, <br> 0.400%, 8/01/2026, (JPY)<br>| &nbsp;&nbsp; 11068073 |
|  |  | &nbsp;&nbsp; 24497517 |
|  | **Korea — 1.3%** | **Korea — 1.3%** |
| 375000000 | &nbsp;&nbsp; Korea Treasury Bonds, 3.000%, 12/10/2034, <br> (KRW)<br>| &nbsp;&nbsp; 281441 |
| 5233300000 | &nbsp;&nbsp; Korea Treasury Bonds, 3.500%, 6/10/2034, <br> (KRW)<br>| &nbsp;&nbsp; 4079431 |
|  |  | &nbsp;&nbsp; 4360872 |
|  | **Luxembourg — 0.5%** | **Luxembourg — 0.5%** |
| 1390000 | &nbsp;&nbsp; CBRE Global Investors Open-Ended Funds SCA <br> SICAV-SIF-Pan European Core Fund, EMTN, <br> 4.750%, 3/27/2034, (EUR)<br>| &nbsp;&nbsp; 1707160 |
|  | **Malaysia — 0.4%** | **Malaysia — 0.4%** |
| 6055000 | &nbsp;&nbsp; Malaysia Government Bonds, <br> 3.906%, 7/15/2026, (MYR)<br>| &nbsp;&nbsp; 1450999 |
|  | **Mexico — 1.7%** | **Mexico — 1.7%** |
| 849,320(e)<br>| Mexico Bonos, 8.500%, 5/31/2029, (MXN) | &nbsp;&nbsp; 4517199 |
| 1450000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 3.500%, 2/12/2034<br>| &nbsp;&nbsp; 1215100 |
|  |  | &nbsp;&nbsp; 5732299 |
|  | **Netherlands — 0.4%** | **Netherlands — 0.4%** |
| 985000 | &nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, Inc., <br> 2.500%, 5/11/2031<br>| &nbsp;&nbsp; 869908 |
| 450000 | &nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, Inc., <br> 5.000%, 1/15/2033<br>| &nbsp;&nbsp; 448734 |
|  |  | &nbsp;&nbsp; 1318642 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **New Zealand — 0.1%** | **New Zealand — 0.1%** |
| 665000 | &nbsp;&nbsp; New Zealand Government Bonds, <br> 4.500%, 4/15/2027, (NZD)<br>| &nbsp;&nbsp; $413555 |
|  | **Norway — 1.5%** | **Norway — 1.5%** |
| 995000 | Aker BP ASA, 4.000%, 1/15/2031(a) | &nbsp;&nbsp; 945030 |
| 365000 | Aker BP ASA, 5.125%, 10/01/2034(a) | &nbsp;&nbsp; 350446 |
| 150000 | Aker BP ASA, 6.000%, 6/13/2033(a) | &nbsp;&nbsp; 154645 |
| 3340000 | &nbsp;&nbsp; SpareBank 1 Boligkreditt AS, EMTN, <br> 0.050%, 11/03/2028, (EUR)<br>| &nbsp;&nbsp; 3644826 |
|  |  | &nbsp;&nbsp; 5094947 |
|  | **Panama — 0.3%** | **Panama — 0.3%** |
| 895000 | &nbsp;&nbsp; Panama Government International Bonds, <br> 6.400%, 2/14/2035<br>| &nbsp;&nbsp; 869076 |
|  | **Singapore — 0.3%** | **Singapore — 0.3%** |
| 1080000 | &nbsp;&nbsp; Singapore Government Bonds, <br> 2.125%, 6/01/2026, (SGD)<br>| &nbsp;&nbsp; 851304 |
|  | **South Africa — 2.7%** | **South Africa — 2.7%** |
| 400000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 2.875%, 3/17/2031(a)<br>| &nbsp;&nbsp; 361066 |
| 440000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.625%, 4/01/2030(a)<br>| &nbsp;&nbsp; 456444 |
| 129465000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 8.875%, 2/28/2035, (ZAR)<br>| &nbsp;&nbsp; 6835458 |
| 1225000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.100%, 11/19/2036(a)<br>| &nbsp;&nbsp; 1215369 |
|  |  | &nbsp;&nbsp; 8868337 |
|  | **Spain — 5.0%** | **Spain — 5.0%** |
| 1365000 | &nbsp;&nbsp; Autonomous Community of Madrid, <br> 2.398%, 6/02/2031, (EUR)<br>| &nbsp;&nbsp; 1564265 |
| 485000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 6/15/2034, variable <br> rate thereafter), 6.037%, 6/15/2035(a)<br>| &nbsp;&nbsp; 507456 |
| 1790000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 1/18/2028, variable <br> rate thereafter), 6.208%, 1/18/2029(a)<br>| &nbsp;&nbsp; 1860352 |
| 1725000 | &nbsp;&nbsp; Spain Government Bonds, 1.300%, 10/31/2026, <br> (EUR)<br>| &nbsp;&nbsp; 2015906 |
| 7565000 | &nbsp;&nbsp; Spain Government Bonds, 3.150%, 4/30/2035, <br> (EUR)<br>| &nbsp;&nbsp; 8898097 |
| 1240000 | &nbsp;&nbsp; Spain Government Bonds, 3.500%, 5/31/2029, <br> (EUR)<br>| &nbsp;&nbsp; 1523445 |
|  |  | &nbsp;&nbsp; 16369521 |
|  | **Supranationals — 1.9%** | **Supranationals — 1.9%** |
| 4750000 | European Union, 1.000%, 7/06/2032, (EUR) | &nbsp;&nbsp; 4981935 |
| 1965000 | &nbsp;&nbsp; Inter-American Development Bank, Series 112, <br> 4.400%, 1/26/2026, (CAD)<br>| &nbsp;&nbsp; 1456806 |
|  |  | &nbsp;&nbsp; 6438741 |
|  | **Sweden — 1.4%** | **Sweden — 1.4%** |
| 1395000 | Swedbank AB, 5.083%, 5/21/2030(a) | &nbsp;&nbsp; 1422342 |
| 31975000 | &nbsp;&nbsp; Sweden Government Bonds, 0.125%, 5/12/2031, <br> (SEK)<br>| &nbsp;&nbsp; 3039932 |
|  |  | &nbsp;&nbsp; 4462274 |
|  | **Switzerland — 0.9%** | **Switzerland — 0.9%** |
| 1425000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 4/02/2031, <br> variable rate thereafter), 2.875%, 4/02/2032, <br> (EUR)<br>| &nbsp;&nbsp; 1642463 |
| 715000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/14/2031, <br> variable rate thereafter), 3.091%, 5/14/2032(a)<br>| &nbsp;&nbsp; 649050 |
| 200000 | &nbsp;&nbsp; UBS Group AG, EMTN, (fixed rate to 6/15/2029, <br> variable rate thereafter), 3.125%, 6/15/2030, <br> (EUR)<br>| &nbsp;&nbsp; 237029 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **Switzerland — continued** | **Switzerland — continued** |
| $365000 | &nbsp;&nbsp; Zurich Finance Ireland Designated Activity Co., <br> EMTN, (fixed rate to 1/19/2031, variable rate <br> thereafter), 3.000%, 4/19/2051<br>| &nbsp;&nbsp; $320306 |
| 195000 | &nbsp;&nbsp; Zurich Finance Ireland Designated Activity Co., <br> EMTN, (fixed rate to 8/23/2032, variable rate <br> thereafter), 5.125%, 11/23/2052, (GBP)<br>| &nbsp;&nbsp; 262445 |
|  |  | &nbsp;&nbsp; 3111293 |
|  | **Thailand — 0.4%** | **Thailand — 0.4%** |
| 40910000 | &nbsp;&nbsp; Thailand Government Bonds, <br> 1.600%, 12/17/2029, (THB)<br>| &nbsp;&nbsp; 1267286 |
|  | **United Kingdom — 4.7%** | **United Kingdom — 4.7%** |
| 1055000 | &nbsp;&nbsp; Channel Link Enterprises Finance PLC, <br> Series A8, (fixed rate to 6/20/2027, variable rate <br> thereafter), 2.706%, 6/30/2050, (EUR)<br>| &nbsp;&nbsp; 1218629 |
| 885000 | &nbsp;&nbsp; National Grid Electricity Distribution South <br> Wales PLC, EMTN, 1.625%, 10/07/2035, (GBP)<br>| &nbsp;&nbsp; 849365 |
| 150000 | &nbsp;&nbsp; National Grid Electricity Distribution South <br> Wales PLC, EMTN, 5.350%, 7/10/2039, (GBP)<br>| &nbsp;&nbsp; 196026 |
| 630000 | &nbsp;&nbsp; National Grid Electricity Transmission PLC, <br> EMTN, 2.750%, 2/06/2035, (GBP)<br>| &nbsp;&nbsp; 688068 |
| 425000 | &nbsp;&nbsp; NatWest Group PLC, (fixed rate to 5/23/2030, <br> variable rate thereafter), 5.115%, 5/23/2031<br>| &nbsp;&nbsp; 431955 |
| 1165000 | &nbsp;&nbsp; NatWest Group PLC, (fixed rate to 3/01/2034, <br> variable rate thereafter), 5.778%, 3/01/2035<br>| &nbsp;&nbsp; 1209791 |
| 985000 | &nbsp;&nbsp; Severn Trent Utilities Finance PLC, EMTN, <br> 4.000%, 3/05/2034, (EUR)<br>| &nbsp;&nbsp; 1185669 |
| 3675000 | U.K. Gilts, 4.375%, 3/07/2030, (GBP) | &nbsp;&nbsp; 5134274 |
| 2690000 | U.K. Gilts, 4.375%, 7/31/2054, (GBP) | &nbsp;&nbsp; 3198381 |
| 1080000 | &nbsp;&nbsp; United Utilities Water Finance PLC, EMTN, <br> 3.750%, 5/23/2034, (EUR)<br>| &nbsp;&nbsp; 1272263 |
|  |  | &nbsp;&nbsp; 15384421 |
|  | **United States — 31.2%** | **United States — 31.2%** |
| 1352501 | &nbsp;&nbsp; AASET Trust, Series 2021-2A, Class A, <br> 2.798%, 1/15/2047(a)<br>| &nbsp;&nbsp; 1258919 |
| 290000000 | Aflac, Inc., 0.932%, 1/25/2027, (JPY) | &nbsp;&nbsp; 2004938 |
| 390000000 | &nbsp;&nbsp; Aflac, Inc., (fixed rate to 10/23/2027, variable <br> rate thereafter), 2.108%, 10/23/2047, (JPY)<br>| &nbsp;&nbsp; 2704583 |
| 352574 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; 359620 |
| 4125000 | AT&T, Inc., 2.250%, 2/01/2032 | &nbsp;&nbsp; 3550178 |
| 140000 | AT&T, Inc., 3.650%, 6/01/2051 | &nbsp;&nbsp; 99462 |
| 495000 | AT&T, Inc., 4.500%, 5/15/2035 | &nbsp;&nbsp; 471680 |
| 700000 | AT&T, Inc., 5.400%, 2/15/2034 | &nbsp;&nbsp; 719966 |
| 380000 | AT&T, Inc., 6.050%, 8/15/2056 | &nbsp;&nbsp; 387796 |
| 297589 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL2, Class A1, <br> 3.850%, 4/25/2063(a)(f)<br>| &nbsp;&nbsp; 285489 |
| 495000 | Autodesk, Inc., 5.300%, 6/15/2035 | &nbsp;&nbsp; 503501 |
| 815000 | Boeing Co., 3.750%, 2/01/2050 | &nbsp;&nbsp; 575667 |
| 1065000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 1021336 |
| 90000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 97788 |
| 479000 | Broadcom, Inc., 3.187%, 11/15/2036(a) | &nbsp;&nbsp; 397086 |
| 410000 | Broadcom, Inc., 3.419%, 4/15/2033(a) | &nbsp;&nbsp; 371841 |
| 1000000 | Broadcom, Inc., 4.800%, 10/15/2034 | &nbsp;&nbsp; 987919 |
| 1450000 | Broadcom, Inc., 5.200%, 4/15/2032 | &nbsp;&nbsp; 1491064 |
| 125000 | CF Industries, Inc., 4.950%, 6/01/2043 | &nbsp;&nbsp; 111127 |
| 170000 | CF Industries, Inc., 5.150%, 3/15/2034 | &nbsp;&nbsp; 169298 |
| 120000 | CF Industries, Inc., 5.375%, 3/15/2044 | &nbsp;&nbsp; 111400 |
| 165000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.700%, 4/01/2051<br>| &nbsp;&nbsp; 109908 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $465000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.900%, 6/01/2052<br>| &nbsp;&nbsp; $319134 |
| 205000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 4.800%, 3/01/2050<br>| &nbsp;&nbsp; 164014 |
| 110000 | Civitas Resources, Inc., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 111676 |
| 985000 | Civitas Resources, Inc., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 995942 |
| 310000 | Comcast Corp., 2.937%, 11/01/2056 | &nbsp;&nbsp; 182017 |
| 325000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 327679 |
| 1065000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 2.875%, 4/01/2032(a)<br>| &nbsp;&nbsp; 895327 |
| 315000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 5.750%, 1/15/2031(a)<br>| &nbsp;&nbsp; 318019 |
| 1305000 | CVS Health Corp., 4.780%, 3/25/2038 | &nbsp;&nbsp; 1197636 |
| 530000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2025-1A, Class A2, 5.910%, 2/20/2050(a)<br>| &nbsp;&nbsp; 539707 |
| 390000 | Diamondback Energy, Inc., 5.400%, 4/18/2034 | &nbsp;&nbsp; 391154 |
| 325000 | Diamondback Energy, Inc., 5.550%, 4/01/2035 | &nbsp;&nbsp; 328528 |
| 185000 | Diamondback Energy, Inc., 6.250%, 3/15/2033 | &nbsp;&nbsp; 197028 |
| 1185000 | Digital Dutch Finco BV, 1.000%, 1/15/2032, (EUR) | &nbsp;&nbsp; 1185970 |
| 865000 | Energy Transfer LP, 5.300%, 4/15/2047 | &nbsp;&nbsp; 762953 |
| 415000 | Energy Transfer LP, 5.950%, 5/15/2054 | &nbsp;&nbsp; 394788 |
| 643095 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, Class A, <br> 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 624544 |
| 1224408 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.500%, 12/01/2051<br>| &nbsp;&nbsp; 1017502 |
| 202088 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 1/01/2055<br>| &nbsp;&nbsp; 198111 |
| 1493344 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 6/01/2040<br>| &nbsp;&nbsp; 1520570 |
| 1176985 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 1179395 |
| 852255 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 1/01/2055<br>| &nbsp;&nbsp; 880253 |
| 3958903 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2051<br>| &nbsp;&nbsp; 3143527 |
| 577014 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2051<br>| &nbsp;&nbsp; 456991 |
| 1349065 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 1069510 |
| 3972075 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 5/01/2052<br>| &nbsp;&nbsp; 3303340 |
| 192747 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2046<br>| &nbsp;&nbsp; 170894 |
| 2470112 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2051<br>| &nbsp;&nbsp; 2138599 |
| 557636 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2045<br>| &nbsp;&nbsp; 517909 |
| 232439 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 9/01/2047<br>| &nbsp;&nbsp; 211995 |
| 1592657 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 5/01/2052<br>| &nbsp;&nbsp; 1438974 |
| 170176 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 8/01/2048<br>| &nbsp;&nbsp; 159992 |
| 1663739 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 3/01/2049<br>| &nbsp;&nbsp; 1569373 |
| 217855 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 4/01/2054<br>| &nbsp;&nbsp; 202651 |
| 307642 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 11/01/2043<br>| &nbsp;&nbsp; 302766 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $51172 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2046<br>| &nbsp;&nbsp; $49982 |
| 325008 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2047<br>| &nbsp;&nbsp; 316806 |
| 1043779 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 9/01/2052<br>| &nbsp;&nbsp; 1000571 |
| 2134155 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 8/01/2052<br>| &nbsp;&nbsp; 2103389 |
| 2229577 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2054<br>| &nbsp;&nbsp; 2273261 |
| 189674 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 11/01/2053<br>| &nbsp;&nbsp; 195905 |
| 228061 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 1/01/2055<br>| &nbsp;&nbsp; 235553 |
| 840000 | &nbsp;&nbsp; Ford Auto Securitization Trust II, <br> Series 2025-AA, Class A2, 3.280%, 11/15/2029, <br> (CAD)(a)<br>| &nbsp;&nbsp; 618447 |
| 250000 | Foundry JV Holdco LLC, 5.900%, 1/25/2033(a) | &nbsp;&nbsp; 259170 |
| 200000 | Foundry JV Holdco LLC, 6.150%, 1/25/2032(a) | &nbsp;&nbsp; 210449 |
| 220000 | Foundry JV Holdco LLC, 6.200%, 1/25/2037(a) | &nbsp;&nbsp; 228995 |
| 200000 | Foundry JV Holdco LLC, 6.250%, 1/25/2035(a) | &nbsp;&nbsp; 210073 |
| 505000 | Freeport-McMoRan, Inc., 4.250%, 3/01/2030 | &nbsp;&nbsp; 494458 |
| 260000 | Freeport-McMoRan, Inc., 5.400%, 11/14/2034 | &nbsp;&nbsp; 264066 |
| 440000 | &nbsp;&nbsp; GE HealthCare Technologies, Inc., <br> 5.857%, 3/15/2030<br>| &nbsp;&nbsp; 464698 |
| 295000 | &nbsp;&nbsp; GE HealthCare Technologies, Inc., <br> 5.905%, 11/22/2032<br>| &nbsp;&nbsp; 313585 |
| 135000 | &nbsp;&nbsp; GE HealthCare Technologies, Inc., <br> 6.377%, 11/22/2052<br>| &nbsp;&nbsp; 145451 |
| 145000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 6.150%, 7/15/2035<br>| &nbsp;&nbsp; 148259 |
| 205000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 1/28/2035, variable rate thereafter), <br> 5.536%, 1/28/2036<br>| &nbsp;&nbsp; 210225 |
| 94434 | &nbsp;&nbsp; GreenSky Home Improvement Trust, <br> Series 2024-1, Class A4, 5.670%, 6/25/2059(a)<br>| &nbsp;&nbsp; 96800 |
| 820000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2023-SHIP, Class A, <br> 4.466%, 9/10/2038(a)(f)<br>| &nbsp;&nbsp; 813653 |
| 3780000 | HCA, Inc., 2.375%, 7/15/2031 | &nbsp;&nbsp; 3290026 |
| 85000 | HCA, Inc., 3.500%, 7/15/2051 | &nbsp;&nbsp; 56306 |
| 190000 | HCA, Inc., 3.625%, 3/15/2032 | &nbsp;&nbsp; 175253 |
| 165000 | HCA, Inc., 5.450%, 9/15/2034 | &nbsp;&nbsp; 166428 |
| 580000 | HCA, Inc., 5.500%, 6/01/2033 | &nbsp;&nbsp; 593811 |
| 474000 | Iron Mountain, Inc., 5.250%, 7/15/2030(a) | &nbsp;&nbsp; 467517 |
| 1325000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Foods <br> Group Holdings, Inc./JBS USA Food Co., <br> 5.500%, 1/15/2036(a)<br>| &nbsp;&nbsp; 1326948 |
| 1130000 | Kroger Co., 5.000%, 9/15/2034 | &nbsp;&nbsp; 1121918 |
| 275000 | Kroger Co., 5.500%, 9/15/2054 | &nbsp;&nbsp; 261044 |
| 1455000 | Micron Technology, Inc., 5.300%, 1/15/2031 | &nbsp;&nbsp; 1490009 |
| 1140000 | Micron Technology, Inc., 5.800%, 1/15/2035 | &nbsp;&nbsp; 1178926 |
| 1768417 | &nbsp;&nbsp; Navigator Aircraft ABS Ltd., Series 2021-1, <br> Class A, 2.771%, 11/15/2046(a)(f)<br>| &nbsp;&nbsp; 1652923 |
| 210000 | ONEOK, Inc., 4.750%, 10/15/2031 | &nbsp;&nbsp; 207917 |
| 130000 | ONEOK, Inc., 5.050%, 11/01/2034 | &nbsp;&nbsp; 126509 |
| 740000 | Oracle Corp., 5.550%, 2/06/2053 | &nbsp;&nbsp; 695876 |
| 385000 | Ovintiv, Inc., 6.500%, 2/01/2038 | &nbsp;&nbsp; 388662 |
| 145000 | Ovintiv, Inc., 6.625%, 8/15/2037 | &nbsp;&nbsp; 148489 |
| 517000 | Ovintiv, Inc., 7.375%, 11/01/2031 | &nbsp;&nbsp; 561939 |
| 977930 | &nbsp;&nbsp; PRET LLC, Series 2024-NPL8, Class A1, <br> 5.963%, 11/25/2054(a)(f)<br>| &nbsp;&nbsp; 978358 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| 530000000 | &nbsp;&nbsp; Prologis Yen Finance LLC, 0.972%, 9/25/2028, <br> (JPY)<br>| &nbsp;&nbsp; $3588969 |
| 423873 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(f)<br>| &nbsp;&nbsp; 423748 |
| 696335 | &nbsp;&nbsp; RCO X Mortgage LLC, Series 2025-1, Class A1, <br> 5.875%, 1/25/2030(a)(f)<br>| &nbsp;&nbsp; 696487 |
| 40000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 37081 |
| 275000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 246034 |
| 1150000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 1133201 |
| 625000 | T-Mobile USA, Inc., 3.300%, 2/15/2051 | &nbsp;&nbsp; 414834 |
| 840000 | T-Mobile USA, Inc., 4.375%, 4/15/2040 | &nbsp;&nbsp; 744314 |
| 260000 | T-Mobile USA, Inc., 4.700%, 1/15/2035 | &nbsp;&nbsp; 251902 |
| 2355000 | T-Mobile USA, Inc., 5.050%, 7/15/2033 | &nbsp;&nbsp; 2370960 |
| 500000 | Toll Brothers Finance Corp., 5.600%, 6/15/2035 | &nbsp;&nbsp; 503984 |
| 4140000 | U.S. Treasury Bonds, 2.875%, 5/15/2043(g) | &nbsp;&nbsp; 3190873 |
| 9500000 | U.S. Treasury Notes, 4.625%, 2/15/2035 | &nbsp;&nbsp; 9801328 |
| 435000 | Uber Technologies, Inc., 4.800%, 9/15/2034 | &nbsp;&nbsp; 427273 |
| 512593 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2016-1, Class B, 3.650%, 7/07/2027<br>| &nbsp;&nbsp; 506797 |
| 584740 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2016-2, Class B, 3.650%, 4/07/2027<br>| &nbsp;&nbsp; 578693 |
| 685000 | UnitedHealth Group, Inc., 4.500%, 4/15/2033 | &nbsp;&nbsp; 667617 |
| 480000 | UnitedHealth Group, Inc., 5.000%, 4/15/2034 | &nbsp;&nbsp; 479816 |
| 200000 | UnitedHealth Group, Inc., 5.050%, 4/15/2053 | &nbsp;&nbsp; 178516 |
| 545000 | UnitedHealth Group, Inc., 5.150%, 7/15/2034 | &nbsp;&nbsp; 550503 |
| 400000 | UnitedHealth Group, Inc., 5.375%, 4/15/2054 | &nbsp;&nbsp; 373927 |
| 215000 | UnitedHealth Group, Inc., 5.625%, 7/15/2054 | &nbsp;&nbsp; 208555 |
| 228690 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL1, Class A1, <br> 5.877%, 1/25/2055(a)(f)<br>| &nbsp;&nbsp; 229133 |
| 508262 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL3, Class A1, <br> 5.889%, 2/25/2055(a)(f)<br>| &nbsp;&nbsp; 508589 |
| 740000 | &nbsp;&nbsp; Verizon Communications, Inc., <br> 2.355%, 3/15/2032<br>| &nbsp;&nbsp; 637878 |
| 350000 | &nbsp;&nbsp; Verizon Communications, Inc., <br> 2.850%, 9/03/2041<br>| &nbsp;&nbsp; 247936 |
| 425000 | &nbsp;&nbsp; Verizon Communications, Inc., <br> 3.550%, 3/22/2051<br>| &nbsp;&nbsp; 303866 |
| 875389 | &nbsp;&nbsp; VOLT CII LLC, Series 2021-NP11, Class A1, <br> 4.868%, 8/25/2051(a)(f)<br>| &nbsp;&nbsp; 874043 |
| 154309 | &nbsp;&nbsp; VOLT XCVII LLC, Series 2021-NPL6, Class A1, <br> 6.240%, 4/25/2051(a)(f)<br>| &nbsp;&nbsp; 154157 |
| 115000 | Warnermedia Holdings, Inc., 5.050%, 3/15/2042 | &nbsp;&nbsp; 67781 |
| 360000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 12/03/2034, <br> variable rate thereafter), 5.211%, 12/03/2035<br>| &nbsp;&nbsp; 361385 |
| 330000 | &nbsp;&nbsp; Wells Fargo & Co., MTN, (fixed rate to <br> 7/25/2033, variable rate thereafter), <br> 5.557%, 7/25/2034<br>| &nbsp;&nbsp; 340569 |
| 155000 | Western Digital Corp., 3.100%, 2/01/2032 | &nbsp;&nbsp; 137103 |
|  |  | &nbsp;&nbsp; 102989541 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $320,336,188)<br>| &nbsp;&nbsp; 318190649 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 1.3%** | **Short-Term Investments — 1.3%** | **Short-Term Investments — 1.3%** |
| $4285045 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 6/30/2025 <br> at 2.900% to be repurchased at $4,285,390 on <br> 7/01/2025 collateralized by $4,370,500 <br> U.S. Treasury Note, 3.750% due 6/30/2027 <br> valued at $4,370,937 including accrued <br> interest(h) <br>(Identified Cost $4,285,045)<br>| &nbsp;&nbsp; $4285045 |
|  | &nbsp;&nbsp; Total Investments — 97.7% <br>(Identified Cost $324,621,233)<br>| &nbsp;&nbsp; 322475694 |
|  | Other assets less liabilities — 2.3% | &nbsp;&nbsp; 7572131 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $330047825 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund <br> obtains readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are <br> not available are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is <br> subject to the Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures <br> contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most <br> extensively. Shares of open-end investment companies are valued at net asset value ("NAV") per share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids <br> furnished by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing <br> service or bid prices obtained from broker-dealers. Broker-dealer bid prices may be used to fair value debt and unlisted equities where an <br> independent pricing service is unable to price an investment or where an independent pricing service does not provide a reliable price for the <br> investment. Forward foreign currency contracts are fair valued utilizing interpolated rates determined based on information provided by an <br> independent pricing service. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but <br> prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a <br> delisting of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such <br> as market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation <br> designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or <br> other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. <br> Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to <br> determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the <br> use of fair value pricing may not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the value of Rule 144A holdings amounted to <br> $39,544,115 or 12.0% of net assets.<br>|
| (b) | Amount shown represents units. One unit represents a principal amount of 1,000. |
| (c) | &nbsp;&nbsp;&nbsp; Interest rate represents annualized yield at time of purchase; not a coupon rate. The Fund's investment in this security is comprised of various lots <br> with differing annualized yields.<br>|
| (d) | Interest rate represents annualized yield at time of purchase; not a coupon rate. |
| (e) | Amount shown represents units. One unit represents a principal amount of 100. |
| (f) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of June 30, 2025 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated for <br> the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not based on a <br> published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may <br> not indicate a reference rate and/or spread in their description.<br>|
| (g) | Security (or a portion thereof) has been pledged as collateral for open derivative contracts. |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri- party arrangements whereby the collateral is held in a segregated account for the
 benefit of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of June 30, 2025, the Fund
 had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

EMTN Euro Medium Term Note <br> MTN Medium Term Note

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNH | Chinese Yuan Renminbi Offshore |
| CNY | Chinese Yuan Renminbi |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NZD | New Zealand Dollar |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| ZAR | South African Rand |

---

**Forward Foreign Currency Contracts**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: |
| **Counterparty** | &nbsp;&nbsp; **Delivery** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | &nbsp;&nbsp; **Currency** <br>**Bought/** <br>**Sold (B/S)** | **Units** <br>**of** <br>**Currency**<br>| **In Exchange** <br>**for**<br>| **Notional** <br>**Value**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Bank of America N.A. | 9/03/2025 | BRL | &nbsp;&nbsp; S | &nbsp;&nbsp; 46944000 | &nbsp;&nbsp; $8128415 | &nbsp;&nbsp; $8508338 | &nbsp;&nbsp; $(379923)<br>|
| Bank of America N.A. | 9/17/2025 | EUR | &nbsp;&nbsp; B | &nbsp;&nbsp; 4250000 | &nbsp;&nbsp; 4879659 | &nbsp;&nbsp; 5031754 | &nbsp;&nbsp; 152095 |
| Bank of America N.A. | 9/17/2025 | EUR | &nbsp;&nbsp; S | &nbsp;&nbsp; 281000 | &nbsp;&nbsp; 326253 | &nbsp;&nbsp; 332688 | &nbsp;&nbsp; (6435)<br>|
| Bank of America N.A. | 9/17/2025 | JPY | &nbsp;&nbsp; B | &nbsp;&nbsp; 527324000 | &nbsp;&nbsp; 3682122 | &nbsp;&nbsp; 3693507 | &nbsp;&nbsp; 11385 |
| BNP Paribas SA | 9/17/2025 | CNH | &nbsp;&nbsp; B | &nbsp;&nbsp; 43044000 | &nbsp;&nbsp; 6028132 | &nbsp;&nbsp; 6048616 | &nbsp;&nbsp; 20484 |
| Citibank N.A. | 9/17/2025 | ZAR | &nbsp;&nbsp; S | &nbsp;&nbsp; 118506000 | &nbsp;&nbsp; 6654853 | &nbsp;&nbsp; 6656561 | &nbsp;&nbsp; (1708)<br>|
| Deutsche Bank AG | 9/17/2025 | KRW | &nbsp;&nbsp; S | &nbsp;&nbsp; 725059000 | &nbsp;&nbsp; 532564 | &nbsp;&nbsp; 539810 | &nbsp;&nbsp; (7246)<br>|
| Goldman Sachs Bank USA | 9/17/2025 | MXN | &nbsp;&nbsp; S | &nbsp;&nbsp; 69417000 | &nbsp;&nbsp; 3609958 | &nbsp;&nbsp; 3669518 | &nbsp;&nbsp; (59560)<br>|
| HSBC Bank USA N.A. | 9/17/2025 | CZK | &nbsp;&nbsp; B | &nbsp;&nbsp; 11272000 | &nbsp;&nbsp; 523894 | &nbsp;&nbsp; 538276 | &nbsp;&nbsp; 14382 |
| HSBC Bank USA N.A. | 9/17/2025 | IDR | &nbsp;&nbsp; S | &nbsp;&nbsp; 66795690000 | &nbsp;&nbsp; 4093375 | &nbsp;&nbsp; 4102741 | &nbsp;&nbsp; (9366)<br>|
| Morgan Stanley Capital Services LLC | 9/17/2025 | AUD | &nbsp;&nbsp; B | &nbsp;&nbsp; 2499000 | &nbsp;&nbsp; 1633689 | &nbsp;&nbsp; 1647324 | &nbsp;&nbsp; 13635 |
| Morgan Stanley Capital Services LLC | 9/17/2025 | GBP | &nbsp;&nbsp; B | &nbsp;&nbsp; 3180000 | &nbsp;&nbsp; 4324609 | &nbsp;&nbsp; 4367164 | &nbsp;&nbsp; 42555 |
| Morgan Stanley Capital Services LLC | 9/17/2025 | GBP | &nbsp;&nbsp; S | &nbsp;&nbsp; 2285000 | &nbsp;&nbsp; 3133096 | &nbsp;&nbsp; 3138041 | &nbsp;&nbsp; (4945)<br>|
| UBS AG | 9/17/2025 | CHF | &nbsp;&nbsp; B | &nbsp;&nbsp; 1707000 | &nbsp;&nbsp; 2128482 | &nbsp;&nbsp; 2172115 | &nbsp;&nbsp; 43633 |
| UBS AG | 9/18/2025 | SEK | &nbsp;&nbsp; B | &nbsp;&nbsp; 13974000 | &nbsp;&nbsp; 1478588 | &nbsp;&nbsp; 1484565 | &nbsp;&nbsp; 5977 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: | At June 30, 2025, the Fund had the following open forward foreign currency contracts: |
| **Counterparty** | &nbsp;&nbsp; **Delivery**<br> **Date**<br>| &nbsp;&nbsp; **Currency**<br> **Bought/**<br> **Sold (B/S)** | &nbsp;&nbsp; **Currency**<br> **Bought/**<br> **Sold (B/S)** | **Units**<br> **of**<br> **Currency**<br>| **In Exchange**<br> **for**<br>| **Notional**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| UBS AG | 9/17/2025 | SEK | &nbsp;&nbsp; B | &nbsp;&nbsp; 17201000 | &nbsp;&nbsp; $1819884 | &nbsp;&nbsp; $1827275 | &nbsp;&nbsp; $7391 |
| UBS AG | 9/17/2025 | SEK | &nbsp;&nbsp; S | &nbsp;&nbsp; 17201000 | &nbsp;&nbsp; 1835804 | &nbsp;&nbsp; 1827274 | &nbsp;&nbsp; 8530 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; $(149116)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open forward cross currency contracts: | At June 30, 2025, the Fund had the following open forward cross currency contracts: | At June 30, 2025, the Fund had the following open forward cross currency contracts: | At June 30, 2025, the Fund had the following open forward cross currency contracts: | At June 30, 2025, the Fund had the following open forward cross currency contracts: | At June 30, 2025, the Fund had the following open forward cross currency contracts: | At June 30, 2025, the Fund had the following open forward cross currency contracts: | At June 30, 2025, the Fund had the following open forward cross currency contracts: |
| **Counterparty** | &nbsp;&nbsp;&nbsp; **Settlement** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Deliver/Units** <br>**of Currency** | &nbsp;&nbsp;&nbsp; **Deliver/Units** <br>**of Currency** | &nbsp;&nbsp;&nbsp; **Receive/Units** <br>**of Currency** | &nbsp;&nbsp;&nbsp; **Receive/Units** <br>**of Currency** | &nbsp;&nbsp; **Notional** <br>**Value**<br>| &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Barclays Bank PLC | 9/17/2025 | EUR | &nbsp;&nbsp;&nbsp; 643582 | PLN | &nbsp;&nbsp;&nbsp; 2770000 | &nbsp;&nbsp;&nbsp; $767122 | &nbsp;&nbsp;&nbsp; $5158 |

---

**Futures Contracts**

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 9/30/2025 | 89 | &nbsp;&nbsp;&nbsp; $18444023 | &nbsp;&nbsp;&nbsp; $18514086 | &nbsp;&nbsp;&nbsp; $70063 |
| CBOT 5 Year U.S. Treasury Notes Futures | 9/30/2025 | 38 | &nbsp;&nbsp;&nbsp; 4102893 | &nbsp;&nbsp;&nbsp; 4142000 | &nbsp;&nbsp;&nbsp; 39107 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 9/19/2025 | 77 | &nbsp;&nbsp;&nbsp; 8890801 | &nbsp;&nbsp;&nbsp; 9172625 | &nbsp;&nbsp;&nbsp; 281824 |
| Eurex 5 Year Euro BOBL Futures | 9/08/2025 | 28 | &nbsp;&nbsp;&nbsp; 3899251 | &nbsp;&nbsp;&nbsp; 3881395 | &nbsp;&nbsp;&nbsp; (17856)<br>|
| Long Gilt Futures | 9/26/2025 | 10 | &nbsp;&nbsp;&nbsp; 1240479 | &nbsp;&nbsp;&nbsp; 1276976 | &nbsp;&nbsp;&nbsp; 36497 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $409635 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: | At June 30, 2025, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT U.S. Long Bond Futures | 9/19/2025 | 3 | &nbsp;&nbsp;&nbsp; $335993 | &nbsp;&nbsp;&nbsp; $346406 | &nbsp;&nbsp;&nbsp; $(10413)<br>|
| Eurex 10 Year Euro BUND Futures | 9/08/2025 | 64 | &nbsp;&nbsp;&nbsp; 9875081 | &nbsp;&nbsp;&nbsp; 9811858 | &nbsp;&nbsp;&nbsp; 63223 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $52810 |

---

**Fair Value Measurements**

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

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

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

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

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

------

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

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

The following is a summary of the inputs used to value the Fund's investments as of June 30, 2025, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Bonds and Notes(a) | $— | $318190649 | $— | $318190649 |
| Short-Term Investments |  | 4285045 |  | 4285045 |
| Total Investments |  | 322475694 |  | 322475694 |
| Forward Foreign Currency Contracts (unrealized appreciation) |  | 325225 |  | 325225 |
| Futures Contracts (unrealized appreciation) | 490714 |  |  | 490714 |
| Total | $490714 | $322800919 | $— | $323291633 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| Forward Foreign Currency Contracts (unrealized depreciation) | $— | $(469183)<br>| $— | $(469183)<br>|
| Futures Contracts (unrealized depreciation) | (28269)<br>|  |  | (28269)<br>|
| Total | $(28269)<br>| $(469183)<br>| $— | $(497452)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Currency Exposure Summary at June 30, 2025 (Unaudited) | Currency Exposure Summary at June 30, 2025 (Unaudited) |
| United States Dollar | 38.9<br> %<br>|
| Euro | 23.4 |
| Japanese Yen | 9.9 |
| Yuan Renminbi | 6.5 |
| British Pound | 3.4 |
| Brazilian Real | 2.9 |
| Canadian Dollar | 2.5 |
| South African Rand | 2.1 |
| Other, less than 2% each | 8.1 |
| Total Investments | 97.7 |
| Other assets less liabilities (including forward foreign currency and futures contracts) | 2.3 |
| Net Assets | 100.0<br> %<br>|

---

------

## 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 I

- **b. Investment Company Act file number:** 811-08282

- **c. CIK number of Registrant:** 0000917469

- **d. LEI of Registrant:** 549300826G7KS737WZ11

- **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 Bond Fund

- **b. EDGAR series identifier (if any):** S000006641

- **c. LEI of Series:** 549300SSY8500EZNEU95

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $331991131.76

**Total Liabilities:** $2443399.34

**Net Assets:** $329547732.42

**Cash Not Reported:** $3371878.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -152.20000000 | **1-Year:** -5528.01000000 | **5-Year:** -29781.06000000 | **10-Year:** -31266.77000000 | **30-Year:** -9502.00000000

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

- **3-Month:** -65.47000000 | **1-Year:** -468.21000000 | **5-Year:** -4415.92000000 | **10-Year:** -2357.78000000 | **30-Year:** -60.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018127 | 2.79%                | -0.13%               | 2.39%                |
| Class ID C000125494 | 2.85%                | -0.13%               | 2.38%                |
| Class ID C000018128 | 2.80%                | -0.20%               | 2.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2337705.59             | $10024374.33                               |
| Month 2  | $142589.17               | $-486609.99                                |
| Month 3  | $-521172.64              | $6640174.42                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CF Industries Inc                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      125000 | PA      | $111127.16    | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      479000 | PA      | $397086.43    | 0.12%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217855 | PA      | $202650.67    | 0.06%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      485000 | PA      | $507455.54    | 0.15%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                     | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $237028.71    | 0.07%             | 2030-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1707.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      580000 | PA      | $593810.65    | 0.18%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                               | RWE Finance US LLC                                                              | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1686219.53   | 0.51%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      275000 | PA      | $261044.32    | 0.08%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      202088 | PA      | $198111.12    | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      470000 | PA      | $459740.80    | 0.14%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1490008.81   | 0.45%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      495000 | PA      | $471680.42    | 0.14%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423873 | PA      | $423748.07    | 0.13%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3958903 | PA      | $3143527.49   | 0.95%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      450000 | PA      | $448734.13    | 0.14%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-7245.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                  | Japan Government Two Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1597100000 | PA      | $11068073.24  | 3.36%             | 2026-08-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      852255 | PA      | $880252.58    | 0.27%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $431954.74    | 0.13%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $188767.71    | 0.06%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $246033.74    | 0.07%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1176985 | PA      | $1179395.08   | 0.36%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      675000 | PA      | $739806.78    | 0.22%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      260000 | PA      | $264065.88    | 0.08%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                        | Aflac Inc                                                                       | CUSIP: 001055AS1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   290000000 | PA      | $2004938.02   | 0.61%             | 2027-01-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      260000 | PA      | $251902.46    | 0.08%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3145000 | PA      | $3674980.50   | 1.12%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                             | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      905000 | PA      | $1068646.92   | 0.32%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $224276.00    | 0.07%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      865000 | PA      | $762952.68    | 0.23%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      154309 | PA      | $154156.85    | 0.05%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      390000 | PA      | $391154.11    | 0.12%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      985000 | PA      | $869907.63    | 0.26%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          77 | NC      | $281823.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XH4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2134155 | PA      | $2103388.62   | 0.64%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      715000 | PA      | $649050.62    | 0.20%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                        | Aflac Inc                                                                       | CUSIP: 000000000<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   390000000 | PA      | $2704583.17   | 0.82%             | 2047-10-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      474000 | PA      | $467516.68    | 0.14%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1360000 | PA      | $1402476.88   | 0.43%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      190000 | PA      | $175253.29    | 0.05%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210072.65    | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   953200000 | PA      | $5916121.63   | 1.80%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1790000 | PA      | $1860351.55   | 0.56%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      577014 | PA      | $456990.72    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   470550000 | PA      | $3200870.59   | 0.97%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      365000 | PA      | $350446.56    | 0.11%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      840000 | PA      | $744314.00    | 0.23%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1326947.75   | 0.40%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      415000 | PA      | $394788.41    | 0.12%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      210000 | PA      | $207916.56    | 0.06%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      135000 | PA      | $139999.39    | 0.04%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -3 | NC      | $-10412.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178516.20    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41460000 | PA      | $6065011.31   | 1.84%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1055000 | PA      | $699881.23    | 0.21%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210448.52    | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    25120000 | PA      | $3503822.38   | 1.06%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   810650000 | PA      | $4312451.97   | 1.31%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ED SW PLC                          | National Grid Electricity Distribution South Wales PLC                          | CUSIP: 000000000<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $196026.30    | 0.06%             | 2039-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      270000 | PA      | $279148.38    | 0.08%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QU4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2229576 | PA      | $2273261.04   | 0.69%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1240000 | PA      | $1523445.22   | 0.46%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          28 | NC      | $-17855.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      297589 | PA      | $285489.06    | 0.09%             | 2063-04-25      | Variable      | 3.85%                 | 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        |     1225000 | PA      | $1215368.62   | 0.37%             | 2036-11-19      | Fixed         | 7.10%                 | 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        |     4600000 | PA      | $776884.67    | 0.24%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      360000 | PA      | $361384.82    | 0.11%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      165000 | PA      | $166427.96    | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1121918.19   | 0.34%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $987918.73    | 0.30%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      220000 | PA      | $228994.98    | 0.07%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                         | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2960000 | PA      | $2133764.93   | 0.65%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2370959.81   | 0.72%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      505000 | PA      | $494458.18    | 0.15%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-373174.45   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259170.27    | 0.08%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      185000 | PA      | $197027.64    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1450000 | PA      | $1215100.00   | 0.37%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2645000 | PA      | $1935633.05   | 0.59%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      325000 | PA      | $328528.32    | 0.10%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325000 | PA      | $327678.98    | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    84932000 | PA      | $4517199.25   | 1.37%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      205000 | PA      | $210225.14    | 0.06%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1159350.08   | 0.35%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $351269.94    | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                     | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1395000 | PA      | $1422342.52   | 0.43%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          89 | NC      | $70062.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL3 LLC                                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      508262 | PA      | $508588.82    | 0.15%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      685000 | PA      | $667617.11    | 0.20%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $229160.09    | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQBZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1043779 | PA      | $1000570.77   | 0.30%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1525000 | PA      | $1835140.51   | 0.56%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                           | Zurich Finance Ireland Designated Activity Co                                   | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      195000 | PA      | $262445.05    | 0.08%             | 2052-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1178926.16   | 0.36%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                 | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     1965000 | PA      | $1456805.62   | 0.44%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $319134.07    | 0.10%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                           | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      643095 | PA      | $624543.65    | 0.19%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   129465000 | PA      | $6835457.73   | 2.07%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank AS                                   | Danske Bank AS                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2380000 | PA      | $2992961.21   | 0.91%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-59560.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       90000 | PA      | $97787.56     | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds            | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      895000 | PA      | $869076.01    | 0.26%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                          | Severn Trent Utilities Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      985000 | PA      | $1185669.23   | 0.36%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      440000 | PA      | $464697.68    | 0.14%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                     | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1425000 | PA      | $1642463.35   | 0.50%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      840000 | PA      | $910904.75    | 0.28%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      517000 | PA      | $561938.61    | 0.17%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7565000 | PA      | $8898097.20   | 2.70%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      370000 | PA      | $335070.71    | 0.10%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111676.18    | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      150000 | PA      | $154644.84    | 0.05%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      130000 | PA      | $126509.05    | 0.04%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      210000 | PA      | $267827.96    | 0.08%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                 | Gerdau Trade Inc                                                                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |      565000 | PA      | $565395.50    | 0.17%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      730000 | PA      | $750521.18    | 0.23%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          10 | NC      | $36496.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1555000 | PA      | $1601578.52   | 0.49%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2145000 | PA      | $2552870.69   | 0.77%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL1 LLC                                                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228690 | PA      | $229133.49    | 0.07%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $813653.20    | 0.25%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      700000 | PA      | $719965.87    | 0.22%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $895326.70    | 0.27%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                             | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      155000 | PA      | $137103.16    | 0.04%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      740000 | PA      | $637878.18    | 0.19%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      625000 | PA      | $414833.95    | 0.13%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1133201.52   | 0.34%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      295000 | PA      | $313585.33    | 0.10%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40910000 | PA      | $1267285.98   | 0.38%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38485000000 | PA      | $2373743.42   | 0.72%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                           | Zurich Finance Ireland Designated Activity Co                                   | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      365000 | PA      | $320305.75    | 0.10%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $433741.26    | 0.13%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $8530.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2115000 | PA      | $2155313.42   | 0.65%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust           | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       94434 | PA      | $96799.80     | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                               | Aaset 2021-2 Trust                                                              | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1352501 | PA      | $1258919.00   | 0.38%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $11385.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      310000 | PA      | $182016.88    | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAB8<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              |  | US        |   530000000 | PA      | $3588969.13   | 1.09%             | 2028-09-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |           1 | NC      | $42555.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3972075 | PA      | $3303340.41   | 1.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     5350000 | PA      | $756432.79    | 0.23%             | 2026-03-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-6434.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      530000 | PA      | $539706.95    | 0.16%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5233300000 | PA      | $4086867.62   | 1.24%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                         | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2065000 | PA      | $2487884.09   | 0.75%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC             | PRET 2024-NPL8 LLC                                                              | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |      977930 | PA      | $978357.85    | 0.30%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1663739 | PA      | $1569373.43   | 0.48%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-6748.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      330000 | PA      | $340569.07    | 0.10%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      995000 | PA      | $945029.72    | 0.29%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      145000 | PA      | $148259.09    | 0.04%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    41870000 | PA      | $6327574.67   | 1.92%             | 2031-09-13      | Fixed         | 3.12%                 | 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        |    18261000 | PA      | $3189634.49   | 0.97%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8470000 | PA      | $9919713.22   | 3.01%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $43632.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      380000 | PA      | $387796.44    | 0.12%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1197635.73   | 0.36%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      410000 | PA      | $371840.76    | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9500000 | PA      | $9801328.13   | 2.97%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1309659.76   | 0.40%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189674 | PA      | $195904.77    | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      145000 | PA      | $148488.57    | 0.05%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   283000000 | PA      | $712618.38    | 0.22%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      140000 | PA      | $99461.98     | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                   | Ford Auto Securitization Trust II                                               | CUSIP: 345214CD0<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |      840000 | PA      | $618447.26    | 0.19%             | 2029-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3550177.83   | 1.08%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      740000 | PA      | $695875.57    | 0.21%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1224408 | PA      | $1017502.31   | 0.31%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      115000 | PA      | $67781.00     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -64 | NC      | $63223.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3675000 | PA      | $5134273.70   | 1.56%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111400.24    | 0.03%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X9FB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      307642 | PA      | $302765.57    | 0.09%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      435000 | PA      | $427272.83    | 0.13%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      480000 | PA      | $479815.67    | 0.15%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      400000 | PA      | $373926.90    | 0.11%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                            | National Grid Electricity Transmission PLC                                      | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $688067.87    | 0.21%             | 2035-02-06      | Fixed         | 2.75%                 | 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        |       40000 | PA      | $37080.75     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED CZK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |           1 | NC      | $14382.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3390000 | PA      | $1728924.32   | 0.52%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                     | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      495000 | PA      | $503500.73    | 0.15%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                                                       | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4980000 | PA      | $5096614.08   | 1.55%             | 2030-10-29      | None          | 0.00%                 | 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        |    35143000 | PA      | $5672545.98   | 1.72%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     4200000 | PA      | $2728323.49   | 0.83%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 B PTT                          | United Airlines 2016-1 Class B Pass Through Trust                               | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      512593 | PA      | $506797.16    | 0.15%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      545000 | PA      | $550503.15    | 0.17%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169297.83    | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1875000 | PA      | $487745.88    | 0.15%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED PLN / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $5158.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT CII LLC                                                                    | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      875389 | PA      | $874043.40    | 0.27%             | 2051-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNH / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $20483.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLAM LLC                                         | Slam Ltd                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547700 | PA      | $551194.11    | 0.17%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      395000 | PA      | $410920.05    | 0.12%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                          | United Airlines 2016-2 Class B Pass Through Trust                               | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      584740 | PA      | $578693.38    | 0.18%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1260000 | PA      | $1554691.66   | 0.47%             | 2030-03-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170176 | PA      | $159992.21    | 0.05%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                         | United Utilities Water Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |     1080000 | PA      | $1272262.87   | 0.39%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     4285045 | PA      | $4285044.91   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                         | SpareBank 1 Boligkreditt AS                                                     | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     3340000 | PA      | $3644825.97   | 1.11%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                      | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      352574 | PA      | $359620.01    | 0.11%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2800000 | PA      | $403218.89    | 0.12%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6055000 | PA      | $1450999.03   | 0.44%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318018.90    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3290025.63   | 1.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GQCA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232439 | PA      | $211994.87    | 0.06%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    31975000 | PA      | $3039931.64   | 0.92%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2690000 | PA      | $3198380.82   | 0.97%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                       | Navigator Aircraft ABS Ltd                                                      | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1768417 | PA      | $1652923.39   | 0.50%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      405000 | PA      | $419829.69    | 0.13%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2400000 | PA      | $342152.22    | 0.10%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1491064.36   | 0.45%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FMYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325008 | PA      | $316806.46    | 0.10%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      280000 | PA      | $245797.50    | 0.07%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FGL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228061 | PA      | $235552.67    | 0.07%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YTRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557636 | PA      | $517909.29    | 0.16%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      385000 | PA      | $388661.83    | 0.12%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $247936.15    | 0.08%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      815000 | PA      | $575667.10    | 0.17%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $109908.21    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CBRE GI OPEN END FUND                            | CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1390000 | PA      | $1707159.88   | 0.52%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                           | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     1185000 | PA      | $1185969.78   | 0.36%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192747 | PA      | $170893.76    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4975000 | PA      | $6114231.47   | 1.86%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3142JCAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1493344 | PA      | $1520570.15   | 0.46%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6550000 | PA      | $3429620.16   | 1.04%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      560000 | PA      | $504280.00    | 0.15%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      135000 | PA      | $145450.94    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213440.03    | 0.06%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ED SW PLC                          | National Grid Electricity Distribution South Wales PLC                          | CUSIP: 000000000<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      885000 | PA      | $849365.56    | 0.26%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219201.60    | 0.07%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2470112 | PA      | $2138598.83   | 0.65%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1165000 | PA      | $1209790.76   | 0.37%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      215000 | PA      | $208554.57    | 0.06%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4750000 | PA      | $4981934.95   | 1.51%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1300000 | PA      | $1291961.45   | 0.39%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1021335.84   | 0.31%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $456444.50    | 0.14%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   375000000 | PA      | $281897.41    | 0.09%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |           1 | NC      | $13634.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                      | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $361066.05    | 0.11%             | 2031-03-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      290000 | PA      | $295846.26    | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4140000 | PA      | $3190872.67   | 0.97%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1310000 | PA      | $1316724.90   | 0.40%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13480000 | PA      | $1878066.20   | 0.57%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11630000 | PA      | $1779138.40   | 0.54%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       85000 | PA      | $56306.12     | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                                                      | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5245000 | PA      | $2344506.33   | 0.71%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      425000 | PA      | $303865.76    | 0.09%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          38 | NC      | $39106.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                       | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1325545.51   | 0.40%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $164014.00    | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1592657 | PA      | $1438974.25   | 0.44%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1130000 | PA      | $1226902.27   | 0.37%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $503983.76    | 0.15%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1080000 | PA      | $851304.24    | 0.26%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      665000 | PA      | $413554.93    | 0.13%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      350000 | PA      | $348569.68    | 0.11%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-9365.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                         | Autonomous Community of Madrid Spain                                            | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |     1365000 | PA      | $1564265.17   | 0.47%             | 2031-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                 | RCO X Mortgage LLC 2025-1                                                       | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      696335 | PA      | $696487.29    | 0.21%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F7G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51172 | PA      | $49981.89     | 0.02%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                     | Channel Link Enterprises Finance PLC                                            | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |     1055000 | PA      | $1218628.82   | 0.37%             | 2050-06-30      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1349065 | PA      | $1069510.51   | 0.32%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 45734000000 | PA      | $2876833.39   | 0.87%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $152094.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      985000 | PA      | $995942.49    | 0.30%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1725000 | PA      | $2015906.26   | 0.61%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer