# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-26-019682
**Filing Date:** 2026-2
**Character Count:** 183743
**Document Hash:** 76c38a96364cd54fde900a81eb583e61
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019682.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019682

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**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:** 26688891

**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 December 31, 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 — 2.9%** | **Australia — 2.9%** |
| 3077000 | &nbsp;&nbsp; Australia Government Bonds, <br> 4.250%, 12/21/2035, (AUD)<br>| &nbsp;&nbsp; $1972839 |
| 152000 | Glencore Funding LLC, 2.625%, 9/23/2031(a) | &nbsp;&nbsp; 137026 |
| 290000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 302779 |
| 270000 | Glencore Funding LLC, 5.700%, 5/08/2033(a) | &nbsp;&nbsp; 284305 |
| 840000 | Glencore Funding LLC, 6.500%, 10/06/2033(a) | &nbsp;&nbsp; 927730 |
| 3390000 | &nbsp;&nbsp; Queensland Treasury Corp., 1.750%, 7/20/2034, <br> (AUD)<br>| &nbsp;&nbsp; 1721510 |
| 4200000 | &nbsp;&nbsp; Queensland Treasury Corp., 2.750%, 8/20/2027, <br> (AUD)<br>| &nbsp;&nbsp; 2741515 |
| 2491000 | &nbsp;&nbsp; Queensland Treasury Corp., 4.500%, 8/22/2035, <br> (AUD)<br>| &nbsp;&nbsp; 1555678 |
|  |  | &nbsp;&nbsp; 9643382 |
|  | **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; 356344 |
| 250000 | &nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch <br> InBev Worldwide, Inc., 4.900%, 2/01/2046<br>| &nbsp;&nbsp; 231223 |
| 210000 | &nbsp;&nbsp; Anheuser-Busch InBev Worldwide, Inc., <br> 8.200%, 1/15/2039<br>| &nbsp;&nbsp; 270840 |
|  |  | &nbsp;&nbsp; 858407 |
|  | **Brazil — 2.5%** | **Brazil — 2.5%** |
| 4,600(b)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2029, (BRL)<br>| &nbsp;&nbsp; 778432 |
| 44,113(b)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2031, (BRL)<br>| &nbsp;&nbsp; 7091764 |
| 565000 | Gerdau Trade, Inc., 5.750%, 6/09/2035 | &nbsp;&nbsp; 584436 |
|  |  | &nbsp;&nbsp; 8454632 |
|  | **Canada — 4.4%** | **Canada — 4.4%** |
| 1596000 | &nbsp;&nbsp; Bank of Nova Scotia, EMTN, 3.250%, 1/18/2028, <br> (EUR)<br>| &nbsp;&nbsp; 1907568 |
| 2645000 | &nbsp;&nbsp; Canada Government Bonds, 2.750%, 3/01/2030, <br> (CAD)<br>| &nbsp;&nbsp; 1915893 |
| 2930000 | &nbsp;&nbsp; Canada Government Bonds, 3.250%, 6/01/2035, <br> (CAD)<br>| &nbsp;&nbsp; 2112149 |
| 5245000 | Province of Ontario, 1.900%, 12/02/2051, (CAD) | &nbsp;&nbsp; 2281922 |
| 4980000 | &nbsp;&nbsp; Province of Quebec, EMTN, Zero Coupon, <br> 10/29/2030, (EUR)<br>| &nbsp;&nbsp; 5117924 |
| 1260000 | &nbsp;&nbsp; Toronto-Dominion Bank, EMTN, <br> 3.715%, 3/13/2030, (EUR)<br>| &nbsp;&nbsp; 1536157 |
|  |  | &nbsp;&nbsp; 14871613 |
|  | **Cayman Islands — 0.4%** | **Cayman Islands — 0.4%** |
| 785000 | &nbsp;&nbsp; GGAM Master Trust International Ltd., <br> Series 2025-1A, Class A, 5.923%, 9/30/2060(a)<br>| &nbsp;&nbsp; 789210 |
| 528837 | &nbsp;&nbsp; Slam Ltd., Series 2024-1A, Class A, <br> 5.335%, 9/15/2049(a)<br>| &nbsp;&nbsp; 531258 |
|  |  | &nbsp;&nbsp; 1320468 |
|  | **China — 6.8%** | **China — 6.8%** |
| 41870000 | &nbsp;&nbsp; China Development Bank, 3.120%, 9/13/2031, <br> (CNY)<br>| &nbsp;&nbsp; 6382833 |
| 5350000 | &nbsp;&nbsp; China Development Bank, 3.300%, 3/03/2026, <br> (CNY)<br>| &nbsp;&nbsp; 769306 |
| 13480000 | &nbsp;&nbsp; China Government Bonds, 1.430%, 1/25/2030, <br> (CNY)<br>| &nbsp;&nbsp; 1921837 |
| 5940000 | &nbsp;&nbsp; China Government Bonds, 1.550%, 7/25/2030, <br> (CNY)<br>| &nbsp;&nbsp; 850432 |
| 25120000 | &nbsp;&nbsp; China Government Bonds, 1.920%, 1/15/2055, <br> (CNY)<br>| &nbsp;&nbsp; 3313991 |
| 44960000 | &nbsp;&nbsp; China Government Bonds, 2.270%, 5/25/2034, <br> (CNY)<br>| &nbsp;&nbsp; 6659797 |

---

---

| | | |
|:---|:---|:---|
| **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; $412678 |
| 2400000 | &nbsp;&nbsp; China Government Bonds, 2.500%, 7/25/2027, <br> (CNY)<br>| &nbsp;&nbsp; 349606 |
| 3000000 | &nbsp;&nbsp; China Government Bonds, 2.550%, 10/15/2028, <br> (CNY)<br>| &nbsp;&nbsp; 443989 |
| 11630000 | &nbsp;&nbsp; China Government Bonds, 3.270%, 11/19/2030, <br> (CNY)<br>| &nbsp;&nbsp; 1811675 |
|  |  | &nbsp;&nbsp; 22916144 |
|  | **Colombia — 0.8%** | **Colombia — 0.8%** |
| 1300000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.500%, 2/02/2034<br>| &nbsp;&nbsp; 1354600 |
| 7278600000 | Colombia TES, 7.000%, 3/26/2031, (COP) | &nbsp;&nbsp; 1499527 |
|  |  | &nbsp;&nbsp; 2854127 |
|  | **Denmark — 0.5%** | **Denmark — 0.5%** |
| 710000 | &nbsp;&nbsp; Danske Bank AS, EMTN, (fixed rate to <br> 1/09/2031, variable rate thereafter), <br> 3.875%, 1/09/2032, (EUR)<br>| &nbsp;&nbsp; 856778 |
| 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; 352913 |
| 500000 | &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; 620201 |
|  |  | &nbsp;&nbsp; 1829892 |
|  | **France — 4.5%** | **France — 4.5%** |
| 795715 | &nbsp;&nbsp; Bavarian Sky French Auto Leases 5, <br> Series FRE5, Class A, 1 mo. EUR EURIBOR + <br> 0.600%, 2.521%, 8/20/2032, (EUR)(c)<br>| &nbsp;&nbsp; 935972 |
| 1338000 | &nbsp;&nbsp; BNP Paribas SA, (fixed rate to 11/19/2029, <br> variable rate thereafter), 5.283%, 11/19/2030(a)<br>| &nbsp;&nbsp; 1377270 |
| 763099 | &nbsp;&nbsp; BPCE Consumer Loans FCT, Series 2024-1, <br> Class A, 1 mo. EUR EURIBOR + 0.700%, <br> 2.601%, 10/31/2042, (EUR)(c)<br>| &nbsp;&nbsp; 898672 |
| 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; 427200 |
| 100000 | &nbsp;&nbsp; Electricite de France SA, EMTN, <br> 5.125%, 9/22/2050, (GBP)<br>| &nbsp;&nbsp; 110923 |
| 1055000 | &nbsp;&nbsp; French Republic Government Bonds OAT, <br> 0.500%, 6/25/2044, (EUR)<br>| &nbsp;&nbsp; 664782 |
| 2145000 | &nbsp;&nbsp; French Republic Government Bonds OAT, <br> 2.750%, 2/25/2030, (EUR)<br>| &nbsp;&nbsp; 2527451 |
| 5555000 | &nbsp;&nbsp; French Republic Government Bonds OAT, <br> 3.200%, 5/25/2035, (EUR)<br>| &nbsp;&nbsp; 6378328 |
| 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; 1641224 |
| 200000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 1/10/2033, <br> variable rate thereafter), 6.691%, 1/10/2034(a)<br>| &nbsp;&nbsp; 217819 |
|  |  | &nbsp;&nbsp; 15179641 |
|  | **Germany — 3.9%** | **Germany — 3.9%** |
| 500000 | &nbsp;&nbsp; Allianz SE, (fixed rate to 1/25/2033, variable rate <br> thereafter), 5.824%, 7/25/2053, (EUR)<br>| &nbsp;&nbsp; 656561 |
| 8180000 | &nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, <br> Zero Coupon, 8/15/2052, (EUR)<br>| &nbsp;&nbsp; 3859368 |
| 675000 | &nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, <br> 2.500%, 7/04/2044, (EUR)<br>| &nbsp;&nbsp; 703039 |
| 600000 | &nbsp;&nbsp; Commerzbank AG, EMTN, (fixed rate to <br> 6/06/2033, variable rate thereafter), <br> 3.750%, 6/06/2034, (EUR)<br>| &nbsp;&nbsp; 706259 |
| 600000 | &nbsp;&nbsp; Commerzbank AG, EMTN, (fixed rate to <br> 9/02/2035, variable rate thereafter), <br> 3.875%, 9/02/2036, (EUR)<br>| &nbsp;&nbsp; 700506 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **Germany — continued** | **Germany — continued** |
| 900000 | &nbsp;&nbsp; Deutsche Bank AG, EMTN, (fixed rate to <br> 7/12/2034, variable rate thereafter), <br> 4.500%, 7/12/2035, (EUR)<br>| &nbsp;&nbsp; $1105665 |
| 725000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 8/04/2030, <br> variable rate thereafter), 4.950%, 8/04/2031<br>| &nbsp;&nbsp; 732329 |
| 255000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 9/11/2029, <br> variable rate thereafter), 4.999%, 9/11/2030<br>| &nbsp;&nbsp; 258915 |
| 355000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 11/20/2028, <br> variable rate thereafter), 6.819%, 11/20/2029<br>| &nbsp;&nbsp; 378534 |
| 1525000 | &nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau, EMTN, <br> 2.875%, 12/28/2029, (EUR)<br>| &nbsp;&nbsp; 1816313 |
| 370000 | RWE Finance U.S. LLC, 5.125%, 9/18/2035(a) | &nbsp;&nbsp; 367925 |
| 1630000 | RWE Finance U.S. LLC, 5.875%, 4/16/2034(a) | &nbsp;&nbsp; 1718320 |
|  |  | &nbsp;&nbsp; 13003734 |
|  | **Hungary — 0.2%** | **Hungary — 0.2%** |
| 283000000 | &nbsp;&nbsp; Hungary Government Bonds, 3.000%, 8/21/2030, <br> (HUF)<br>| &nbsp;&nbsp; 750575 |
|  | **Indonesia — 0.4%** | **Indonesia — 0.4%** |
| 21356000000 | &nbsp;&nbsp; Indonesia Treasury Bonds, 6.500%, 2/15/2031, <br> (IDR)<br>| &nbsp;&nbsp; 1316617 |
|  | **Ireland — 1.3%** | **Ireland — 1.3%** |
| 470000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 4.950%, 9/10/2034<br>| &nbsp;&nbsp; 469080 |
| 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; 1435280 |
| 530448 | &nbsp;&nbsp; APL Finance DAC, Series 2025-1A, Class A, <br> 4.810%, 3/20/2036(a)<br>| &nbsp;&nbsp; 529620 |
| 1310000 | &nbsp;&nbsp; Ireland Government Bonds, Zero Coupon, <br> 10/18/2031, (EUR)<br>| &nbsp;&nbsp; 1321557 |
| 628397 | &nbsp;&nbsp; LT Rahoitus DAC, Series 6, Class A, 1 mo. EUR <br> EURIBOR + 0.540%, 2.483%, 7/18/2036, (EUR)(c)<br>| &nbsp;&nbsp; 738950 |
|  |  | &nbsp;&nbsp; 4494487 |
|  | **Israel — 0.5%** | **Israel — 0.5%** |
| 1875000 | &nbsp;&nbsp; Israel Government Bonds - Fixed, <br> 1.000%, 3/31/2030, (ILS)<br>| &nbsp;&nbsp; 526997 |
| 905000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II <br> BV, 4.125%, 6/01/2031, (EUR)<br>| &nbsp;&nbsp; 1078424 |
|  |  | &nbsp;&nbsp; 1605421 |
|  | **Italy — 3.8%** | **Italy — 3.8%** |
| 730000 | &nbsp;&nbsp; Enel Finance International NV, <br> 6.000%, 10/07/2039(a)<br>| &nbsp;&nbsp; 767114 |
| 890000 | &nbsp;&nbsp; Fulvia SPV SRL, Series 2025-1, Class A1, 3 mo. <br> EUR EURIBOR + 0.700%, 2.702%, 12/23/2041, <br> (EUR)(c)<br>| &nbsp;&nbsp; 1046653 |
| 1085000 | &nbsp;&nbsp; Golden Bar Securitisation SRL, Series 2025-1, <br> Class A1, 3 mo. EUR EURIBOR + 0.750%, <br> 2.785%, 12/20/2044, (EUR)(c)<br>| &nbsp;&nbsp; 1276487 |
| 1130000 | Intesa Sanpaolo SpA, 6.625%, 6/20/2033(a) | &nbsp;&nbsp; 1243472 |
| 200000 | Intesa Sanpaolo SpA, 7.200%, 11/28/2033(a) | &nbsp;&nbsp; 228658 |
| 5025000 | &nbsp;&nbsp; Italy Buoni Poliennali Del Tesoro, <br> 3.650%, 8/01/2035, (EUR)<br>| &nbsp;&nbsp; 5998578 |
| 797778 | &nbsp;&nbsp; Red & Black Auto Italy SRL, Series 3, Class A, <br> 1 mo. EUR EURIBOR + 0.810%, <br> 2.704%, 7/28/2036, (EUR)(c)<br>| &nbsp;&nbsp; 939910 |
| 900000 | &nbsp;&nbsp; Sunrise SPV 97 SRL, Series 2025-2, Class A, <br> 1 mo. EUR EURIBOR + 0.720%, <br> 2.614%, 10/27/2050, (EUR)(c)<br>| &nbsp;&nbsp; 1058212 |
| 370000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2031, variable <br> rate thereafter), 3.127%, 6/03/2032(a)<br>| &nbsp;&nbsp; 343869 |
|  |  | &nbsp;&nbsp; 12902953 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **Japan — 6.6%** | **Japan — 6.6%** |
| 154000000 | &nbsp;&nbsp; Japan Government Ten Year Bonds, <br> 1.600%, 9/20/2035, (JPY)<br>| &nbsp;&nbsp; $945145 |
| 1091150000 | &nbsp;&nbsp; Japan Government Ten Year Bonds, <br> 1.700%, 9/20/2035, (JPY)<br>| &nbsp;&nbsp; 6757760 |
| 810650000 | &nbsp;&nbsp; Japan Government Thirty Year Bonds, <br> 1.600%, 12/20/2053, (JPY)<br>| &nbsp;&nbsp; 3515387 |
| 582600000 | &nbsp;&nbsp; Japan Government Thirty Year Bonds, <br> 2.800%, 6/20/2055, (JPY)<br>| &nbsp;&nbsp; 3329233 |
| 953200000 | &nbsp;&nbsp; Japan Government Twenty Year Bonds, <br> 1.600%, 3/20/2044, (JPY)<br>| &nbsp;&nbsp; 5010629 |
| 416400000 | &nbsp;&nbsp; Japan Government Two Year Bonds, <br> 0.800%, 6/01/2027, (JPY)<br>| &nbsp;&nbsp; 2649871 |
|  |  | &nbsp;&nbsp; 22208025 |
|  | **Korea — 2.2%** | **Korea — 2.2%** |
| 5046340000 | &nbsp;&nbsp; Korea Treasury Bonds, 2.500%, 9/10/2030, <br> (KRW)<br>| &nbsp;&nbsp; 3392118 |
| 375000000 | &nbsp;&nbsp; Korea Treasury Bonds, 3.000%, 12/10/2034, <br> (KRW)<br>| &nbsp;&nbsp; 251874 |
| 5233300000 | &nbsp;&nbsp; Korea Treasury Bonds, 3.500%, 6/10/2034, <br> (KRW)<br>| &nbsp;&nbsp; 3648057 |
|  |  | &nbsp;&nbsp; 7292049 |
|  | **Kuwait — 0.4%** | **Kuwait — 0.4%** |
| 1185000 | &nbsp;&nbsp; Kuwait International Government Bonds, <br> 4.652%, 10/09/2035(a)<br>| &nbsp;&nbsp; 1183363 |
|  | **Luxembourg — 1.1%** | **Luxembourg — 1.1%** |
| 1584000 | &nbsp;&nbsp; CBRE Open-Ended Funds SCA SICAV-SIF, <br> EMTN, 4.750%, 3/27/2034, (EUR)<br>| &nbsp;&nbsp; 1938360 |
| 800000 | &nbsp;&nbsp; ECARAT DE SA Compartment Lease, <br> Series 2025-1, Class A, 1 mo. EUR EURIBOR + <br> 0.640%, 2.534%, 5/25/2034, (EUR)(c)<br>| &nbsp;&nbsp; 941284 |
| 796473 | &nbsp;&nbsp; First Mobility SARL - Compartment Swiss <br> Lease, Series 2025-1, Class A, 1 mo. EUR <br> EURIBOR + 0.680%, 2.615%, 10/14/2032, <br> (EUR)(c)<br>| &nbsp;&nbsp; 937764 |
|  |  | &nbsp;&nbsp; 3817408 |
|  | **Malaysia — 0.4%** | **Malaysia — 0.4%** |
| 6055000 | &nbsp;&nbsp; Malaysia Government Bonds, <br> 3.906%, 7/15/2026, (MYR)<br>| &nbsp;&nbsp; 1500238 |
|  | **Mexico — 2.8%** | **Mexico — 2.8%** |
| 658000 | FIBRA Prologis, 5.500%, 11/26/2035(a) | &nbsp;&nbsp; 659901 |
| 915,320(d)<br>| Mexico Bonos, 8.500%, 5/31/2029, (MXN) | &nbsp;&nbsp; 5129706 |
| 1450000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 3.500%, 2/12/2034<br>| &nbsp;&nbsp; 1253525 |
| 1485000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 5.375%, 3/22/2033<br>| &nbsp;&nbsp; 1471635 |
| 808000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 7.500%, 5/13/2035(a)<br>| &nbsp;&nbsp; 783849 |
|  |  | &nbsp;&nbsp; 9298616 |
|  | **Netherlands — 0.3%** | **Netherlands — 0.3%** |
| 885000 | &nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, Inc., <br> 5.250%, 8/19/2035<br>| &nbsp;&nbsp; 898076 |
|  | **New Zealand — 2.1%** | **New Zealand — 2.1%** |
| 11937000 | &nbsp;&nbsp; New Zealand Government Bonds, <br> 3.500%, 4/14/2033, (NZD)<br>| &nbsp;&nbsp; 6582042 |
| 665000 | &nbsp;&nbsp; New Zealand Government Bonds, <br> 4.500%, 4/15/2027, (NZD)<br>| &nbsp;&nbsp; 391383 |
|  |  | &nbsp;&nbsp; 6973425 |
|  | **Norway — 1.6%** | **Norway — 1.6%** |
| 995000 | Aker BP ASA, 4.000%, 1/15/2031(a) | &nbsp;&nbsp; 960463 |
| 365000 | Aker BP ASA, 5.125%, 10/01/2034(a) | &nbsp;&nbsp; 357043 |
| 347000 | Aker BP ASA, 5.250%, 10/30/2035(a) | &nbsp;&nbsp; 338998 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **Norway — continued** | **Norway — continued** |
| $150000 | Aker BP ASA, 6.000%, 6/13/2033(a) | &nbsp;&nbsp; $156968 |
| 3340000 | &nbsp;&nbsp; SpareBank 1 Boligkreditt AS, EMTN, <br> 0.050%, 11/03/2028, (EUR)<br>| &nbsp;&nbsp; 3669097 |
|  |  | &nbsp;&nbsp; 5482569 |
|  | **Romania — 0.4%** | **Romania — 0.4%** |
| 1005000 | &nbsp;&nbsp; Romania Government International Bonds, <br> 6.125%, 10/07/2037, (EUR)(a)<br>| &nbsp;&nbsp; 1187466 |
|  | **Singapore — 0.3%** | **Singapore — 0.3%** |
| 1080000 | &nbsp;&nbsp; Singapore Government Bonds, <br> 2.125%, 6/01/2026, (SGD)<br>| &nbsp;&nbsp; 842199 |
|  | **South Africa — 0.6%** | **South Africa — 0.6%** |
| 400000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 2.875%, 3/17/2031(a)<br>| &nbsp;&nbsp; 369374 |
| 440000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.625%, 4/01/2030(a)<br>| &nbsp;&nbsp; 459465 |
| 1225000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.100%, 11/19/2036(a)<br>| &nbsp;&nbsp; 1315454 |
|  |  | &nbsp;&nbsp; 2144293 |
|  | **Spain — 4.6%** | **Spain — 4.6%** |
| 1365000 | &nbsp;&nbsp; Autonomous Community of Madrid, <br> 2.398%, 6/02/2031, (EUR)<br>| &nbsp;&nbsp; 1557172 |
| 880189 | &nbsp;&nbsp; BBVA Consumer Auto FT, Series 2025-1, <br> Class A, 3 mo. EUR EURIBOR + 0.640%, <br> 2.688%, 5/19/2042, (EUR)(c)<br>| &nbsp;&nbsp; 1034127 |
| 485000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 6/15/2034, variable <br> rate thereafter), 6.037%, 6/15/2035(a)<br>| &nbsp;&nbsp; 516909 |
| 1790000 | &nbsp;&nbsp; CaixaBank SA, (fixed rate to 1/18/2028, variable <br> rate thereafter), 6.208%, 1/18/2029(a)<br>| &nbsp;&nbsp; 1859778 |
| 1389000 | &nbsp;&nbsp; Spain Government Bonds, 1.250%, 10/31/2030, <br> (EUR)<br>| &nbsp;&nbsp; 1531441 |
| 7565000 | &nbsp;&nbsp; Spain Government Bonds, 3.150%, 4/30/2035, <br> (EUR)<br>| &nbsp;&nbsp; 8830521 |
|  |  | &nbsp;&nbsp; 15329948 |
|  | **Supranationals — 1.9%** | **Supranationals — 1.9%** |
| 4750000 | European Union, 1.000%, 7/06/2032, (EUR) | &nbsp;&nbsp; 4986343 |
| 1965000 | &nbsp;&nbsp; Inter-American Development Bank, Series 112, <br> 4.400%, 1/26/2026, (CAD)<br>| &nbsp;&nbsp; 1433345 |
|  |  | &nbsp;&nbsp; 6419688 |
|  | **Sweden — 1.3%** | **Sweden — 1.3%** |
| 1395000 | Swedbank AB, 5.083%, 5/21/2030(a) | &nbsp;&nbsp; 1435453 |
| 31975000 | &nbsp;&nbsp; Sweden Government Bonds, 0.125%, 5/12/2031, <br> (SEK)<br>| &nbsp;&nbsp; 3078234 |
|  |  | &nbsp;&nbsp; 4513687 |
|  | **Switzerland — 0.8%** | **Switzerland — 0.8%** |
| 836000 | &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; 958081 |
| 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; 663357 |
| 407000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 11/06/2032, <br> variable rate thereafter), 4.844%, 11/06/2033(a)<br>| &nbsp;&nbsp; 407391 |
| 225000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 3/23/2036, <br> variable rate thereafter), 5.010%, 3/23/2037(a)<br>| &nbsp;&nbsp; 223015 |
| 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; 331137 |
| 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; 261540 |
|  |  | &nbsp;&nbsp; 2844521 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **Thailand — 0.4%** | **Thailand — 0.4%** |
| 40910000 | &nbsp;&nbsp; Thailand Government Bonds, <br> 1.600%, 12/17/2029, (THB)<br>| &nbsp;&nbsp; $1317305 |
|  | **United Kingdom — 4.8%** | **United Kingdom — 4.8%** |
| 725000 | &nbsp;&nbsp; Anglian Water Osprey Financing PLC, EMTN, <br> 6.750%, 8/27/2031, (GBP)<br>| &nbsp;&nbsp; 993736 |
| 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; 1234678 |
| 885000 | &nbsp;&nbsp; National Grid Electricity Distribution South <br> Wales PLC, EMTN, 1.625%, 10/07/2035, (GBP)<br>| &nbsp;&nbsp; 855580 |
| 150000 | &nbsp;&nbsp; National Grid Electricity Distribution South <br> Wales PLC, EMTN, 5.350%, 7/10/2039, (GBP)<br>| &nbsp;&nbsp; 193686 |
| 630000 | &nbsp;&nbsp; National Grid Electricity Transmission PLC, <br> EMTN, 2.750%, 2/06/2035, (GBP)<br>| &nbsp;&nbsp; 693146 |
| 965000 | &nbsp;&nbsp; NatWest Group PLC, (fixed rate to 3/01/2034, <br> variable rate thereafter), 5.778%, 3/01/2035<br>| &nbsp;&nbsp; 1020355 |
| 985000 | &nbsp;&nbsp; Severn Trent Utilities Finance PLC, EMTN, <br> 4.000%, 3/05/2034, (EUR)<br>| &nbsp;&nbsp; 1182587 |
| 240000 | U.K. Gilts, 4.125%, 1/29/2027, (GBP) | &nbsp;&nbsp; 324836 |
| 3884000 | U.K. Gilts, 4.375%, 3/07/2030, (GBP) | &nbsp;&nbsp; 5324076 |
| 2690000 | U.K. Gilts, 4.375%, 7/31/2054, (GBP) | &nbsp;&nbsp; 3178776 |
| 1080000 | &nbsp;&nbsp; United Utilities Water Finance PLC, EMTN, <br> 3.750%, 5/23/2034, (EUR)<br>| &nbsp;&nbsp; 1263047 |
|  |  | &nbsp;&nbsp; 16264503 |
|  | **United States — 30.6%** | **United States — 30.6%** |
| 1297136 | &nbsp;&nbsp; AASET Trust, Series 2021-2A, Class A, <br> 2.798%, 1/15/2047(a)<br>| &nbsp;&nbsp; 1230430 |
| 290000000 | Aflac, Inc., 0.932%, 1/25/2027, (JPY) | &nbsp;&nbsp; 1841641 |
| 390000000 | &nbsp;&nbsp; Aflac, Inc., (fixed rate to 10/23/2027, variable <br> rate thereafter), 2.108%, 10/23/2047, (JPY)<br>| &nbsp;&nbsp; 2471635 |
| 340446 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; 347470 |
| 235000 | Amkor Technology, Inc., 5.875%, 10/01/2033(a) | &nbsp;&nbsp; 239848 |
| 1508000 | AT&T, Inc., 2.250%, 2/01/2032 | &nbsp;&nbsp; 1322526 |
| 140000 | AT&T, Inc., 3.650%, 6/01/2051 | &nbsp;&nbsp; 98379 |
| 380000 | AT&T, Inc., 6.050%, 8/15/2056 | &nbsp;&nbsp; 382233 |
| 284588 | &nbsp;&nbsp; ATLX Trust, Series 2024-RPL2, Class A1, <br> 3.850%, 4/25/2063(a)(c)<br>| &nbsp;&nbsp; 277996 |
| 495000 | Autodesk, Inc., 5.300%, 6/15/2035 | &nbsp;&nbsp; 507583 |
| 1338000 | Beignet Investor LLC, 6.581%, 5/30/2049(a) | &nbsp;&nbsp; 1413590 |
| 815000 | Boeing Co., 3.750%, 2/01/2050 | &nbsp;&nbsp; 593255 |
| 1065000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 1047528 |
| 90000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 99572 |
| 479000 | Broadcom, Inc., 3.187%, 11/15/2036(a) | &nbsp;&nbsp; 406236 |
| 410000 | Broadcom, Inc., 3.419%, 4/15/2033 | &nbsp;&nbsp; 379523 |
| 1000000 | Broadcom, Inc., 4.800%, 10/15/2034 | &nbsp;&nbsp; 1001923 |
| 270000 | Broadcom, Inc., 4.800%, 2/15/2036 | &nbsp;&nbsp; 266422 |
| 1450000 | Broadcom, Inc., 5.200%, 4/15/2032 | &nbsp;&nbsp; 1504341 |
| 165000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.700%, 4/01/2051<br>| &nbsp;&nbsp; 103856 |
| 71000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.900%, 6/01/2052<br>| &nbsp;&nbsp; 45825 |
| 110000 | Civitas Resources, Inc., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 115287 |
| 985000 | Civitas Resources, Inc., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 1021840 |
| 325000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 329162 |
| 525000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-3A, Class A2, 5.286%, 7/25/2050(a)<br>| &nbsp;&nbsp; 528154 |
| 1065000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 2.875%, 4/01/2032(a)<br>| &nbsp;&nbsp; 929406 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $315000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 5.750%, 1/15/2031(a)<br>| &nbsp;&nbsp; $322996 |
| 1305000 | CVS Health Corp., 4.780%, 3/25/2038 | &nbsp;&nbsp; 1231805 |
| 530000 | &nbsp;&nbsp; CyrusOne Data Centers Issuer I LLC, <br> Series 2025-1A, Class A2, 5.910%, 2/20/2050(a)<br>| &nbsp;&nbsp; 537836 |
| 1425000 | &nbsp;&nbsp; DataBank Issuer II LLC, Series 2025-1A, <br> Class A2, 5.180%, 9/27/2055(a)<br>| &nbsp;&nbsp; 1412930 |
| 390000 | Diamondback Energy, Inc., 5.400%, 4/18/2034 | &nbsp;&nbsp; 399331 |
| 309000 | Diamondback Energy, Inc., 5.550%, 4/01/2035 | &nbsp;&nbsp; 317600 |
| 185000 | Diamondback Energy, Inc., 6.250%, 3/15/2033 | &nbsp;&nbsp; 199330 |
| 1185000 | Digital Dutch Finco BV, 1.000%, 1/15/2032, (EUR) | &nbsp;&nbsp; 1190958 |
| 865000 | Energy Transfer LP, 5.300%, 4/15/2047 | &nbsp;&nbsp; 767579 |
| 415000 | Energy Transfer LP, 5.950%, 5/15/2054 | &nbsp;&nbsp; 393275 |
| 504085 | &nbsp;&nbsp; EverBright Solar Trust, Series 2024-A, Class A, <br> 6.430%, 6/22/2054(a)<br>| &nbsp;&nbsp; 481312 |
| 1173496 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.500%, 12/01/2051<br>| &nbsp;&nbsp; 1000039 |
| 1265580 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 6/01/2040<br>| &nbsp;&nbsp; 1297764 |
| 1096993 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 1115563 |
| 652565 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 1/01/2055<br>| &nbsp;&nbsp; 677874 |
| 2387125 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2051<br>| &nbsp;&nbsp; 1937928 |
| 561677 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2051<br>| &nbsp;&nbsp; 454258 |
| 1304006 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 1057189 |
| 2637573 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 5/01/2052<br>| &nbsp;&nbsp; 2239466 |
| 183543 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2046<br>| &nbsp;&nbsp; 166464 |
| 1807027 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2051<br>| &nbsp;&nbsp; 1599445 |
| 544938 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2045<br>| &nbsp;&nbsp; 518429 |
| 227791 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 9/01/2047<br>| &nbsp;&nbsp; 213390 |
| 981815 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 5/01/2052<br>| &nbsp;&nbsp; 910135 |
| 161290 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 8/01/2048<br>| &nbsp;&nbsp; 154630 |
| 1228921 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 3/01/2049<br>| &nbsp;&nbsp; 1182020 |
| 235339 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 11/01/2043<br>| &nbsp;&nbsp; 235881 |
| 50455 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2046<br>| &nbsp;&nbsp; 50295 |
| 317500 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2047<br>| &nbsp;&nbsp; 316229 |
| 992039 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 9/01/2052<br>| &nbsp;&nbsp; 973846 |
| 1713698 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 8/01/2052<br>| &nbsp;&nbsp; 1714289 |
| 1556211 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2054<br>| &nbsp;&nbsp; 1601265 |
| 158806 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 11/01/2053<br>| &nbsp;&nbsp; 164969 |
| 179102 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 1/01/2055<br>| &nbsp;&nbsp; 186048 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| 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; $613577 |
| 250000 | Foundry JV Holdco LLC, 5.900%, 1/25/2033(a) | &nbsp;&nbsp; 261587 |
| 200000 | Foundry JV Holdco LLC, 6.150%, 1/25/2032(a) | &nbsp;&nbsp; 211938 |
| 1479000 | Foundry JV Holdco LLC, 6.200%, 1/25/2037(a) | &nbsp;&nbsp; 1554135 |
| 200000 | Foundry JV Holdco LLC, 6.250%, 1/25/2035(a) | &nbsp;&nbsp; 212078 |
| 526000 | Foundry JV Holdco LLC, 6.400%, 1/25/2038(a) | &nbsp;&nbsp; 561072 |
| 145000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 6.150%, 7/15/2035<br>| &nbsp;&nbsp; 152800 |
| 991000 | Global Payments, Inc., 5.550%, 11/15/2035 | &nbsp;&nbsp; 984987 |
| 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; 212765 |
| 72492 | &nbsp;&nbsp; GreenSky Home Improvement Trust, <br> Series 2024-1, Class A4, 5.670%, 6/25/2059(a)<br>| &nbsp;&nbsp; 74253 |
| 820000 | &nbsp;&nbsp; GS Mortgage Securities Corp. Trust, <br> Series 2023-SHIP, Class A, <br> 4.322%, 9/10/2038(a)(c)<br>| &nbsp;&nbsp; 818775 |
| 3780000 | HCA, Inc., 2.375%, 7/15/2031 | &nbsp;&nbsp; 3389115 |
| 85000 | HCA, Inc., 3.500%, 7/15/2051 | &nbsp;&nbsp; 57613 |
| 190000 | HCA, Inc., 3.625%, 3/15/2032 | &nbsp;&nbsp; 179461 |
| 165000 | HCA, Inc., 5.450%, 9/15/2034 | &nbsp;&nbsp; 169792 |
| 580000 | HCA, Inc., 5.500%, 6/01/2033 | &nbsp;&nbsp; 603420 |
| 655000 | HCA, Inc., 5.700%, 11/15/2055 | &nbsp;&nbsp; 624171 |
| 1848000 | &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; 1877859 |
| 1130000 | Kroger Co., 5.000%, 9/15/2034 | &nbsp;&nbsp; 1136242 |
| 275000 | Kroger Co., 5.500%, 9/15/2054 | &nbsp;&nbsp; 261883 |
| 725000 | Meta Platforms, Inc., 5.625%, 11/15/2055 | &nbsp;&nbsp; 695834 |
| 1455000 | Micron Technology, Inc., 5.300%, 1/15/2031 | &nbsp;&nbsp; 1507116 |
| 1140000 | Micron Technology, Inc., 5.800%, 1/15/2035 | &nbsp;&nbsp; 1201371 |
| 415000 | &nbsp;&nbsp; Morgan Stanley, Series I, (fixed rate to <br> 10/22/2035, variable rate thereafter), <br> 4.892%, 10/22/2036<br>| &nbsp;&nbsp; 411326 |
| 1662762 | &nbsp;&nbsp; Navigator Aircraft ABS Ltd., Series 2021-1, <br> Class A, 2.771%, 11/15/2046(a)(c)<br>| &nbsp;&nbsp; 1588143 |
| 98000 | Oracle Corp., 5.550%, 2/06/2053 | &nbsp;&nbsp; 81328 |
| 385000 | Ovintiv, Inc., 6.500%, 2/01/2038 | &nbsp;&nbsp; 403414 |
| 145000 | Ovintiv, Inc., 6.625%, 8/15/2037 | &nbsp;&nbsp; 153798 |
| 517000 | Ovintiv, Inc., 7.375%, 11/01/2031 | &nbsp;&nbsp; 576622 |
| 600000 | Paramount Global, 5.850%, 9/01/2043 | &nbsp;&nbsp; 493992 |
| 408000 | Paramount Global, 6.875%, 4/30/2036 | &nbsp;&nbsp; 401358 |
| 530000000 | &nbsp;&nbsp; Prologis Yen Finance LLC, 0.972%, 9/25/2028, <br> (JPY)<br>| &nbsp;&nbsp; 3275958 |
| 399604 | &nbsp;&nbsp; PRPM LLC, Series 2024-7, Class A1, <br> 5.870%, 11/25/2029(a)(c)<br>| &nbsp;&nbsp; 399810 |
| 645000 | &nbsp;&nbsp; QTS Issuer ABS II LLC, Series 2025-1A, <br> Class A2, 5.044%, 10/05/2055(a)<br>| &nbsp;&nbsp; 641838 |
| 598686 | &nbsp;&nbsp; RCO X Mortgage LLC, Series 2025-1, Class A1, <br> 5.875%, 1/25/2030(a)(c)<br>| &nbsp;&nbsp; 599948 |
| 40000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 37984 |
| 275000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(a)<br>| &nbsp;&nbsp; 255501 |
| 1150000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 1130529 |
| 625000 | T-Mobile USA, Inc., 3.300%, 2/15/2051 | &nbsp;&nbsp; 417797 |
| 613000 | T-Mobile USA, Inc., 4.375%, 4/15/2040 | &nbsp;&nbsp; 549892 |
| 500000 | Toll Brothers Finance Corp., 5.600%, 6/15/2035 | &nbsp;&nbsp; 517296 |
| 4140000 | U.S. Treasury Bonds, 2.875%, 5/15/2043(e) | &nbsp;&nbsp; 3213837 |
| 4220000 | U.S. Treasury Bonds, 3.000%, 5/15/2045 | &nbsp;&nbsp; 3247752 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $642000 | U.S. Treasury Bonds, 4.750%, 8/15/2055 | &nbsp;&nbsp; $631166 |
| 6643400 | &nbsp;&nbsp; U.S. Treasury Inflation-Indexed Notes, <br> 1.875%, 7/15/2035(f)<br>| &nbsp;&nbsp; 6625613 |
| 895000 | U.S. Treasury Notes, 4.250%, 5/15/2035 | &nbsp;&nbsp; 902412 |
| 700000 | U.S. Treasury Notes, 4.250%, 8/15/2035 | &nbsp;&nbsp; 705031 |
| 6332000 | U.S. Treasury Notes, 4.625%, 2/15/2035 | &nbsp;&nbsp; 6572665 |
| 435000 | Uber Technologies, Inc., 4.800%, 9/15/2034 | &nbsp;&nbsp; 434874 |
| 457778 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2016-1, Class B, 3.650%, 7/07/2027<br>| &nbsp;&nbsp; 457638 |
| 685000 | UnitedHealth Group, Inc., 4.500%, 4/15/2033 | &nbsp;&nbsp; 681076 |
| 480000 | UnitedHealth Group, Inc., 5.000%, 4/15/2034 | &nbsp;&nbsp; 487745 |
| 200000 | UnitedHealth Group, Inc., 5.050%, 4/15/2053 | &nbsp;&nbsp; 180395 |
| 545000 | UnitedHealth Group, Inc., 5.150%, 7/15/2034 | &nbsp;&nbsp; 558216 |
| 400000 | UnitedHealth Group, Inc., 5.375%, 4/15/2054 | &nbsp;&nbsp; 377419 |
| 215000 | UnitedHealth Group, Inc., 5.625%, 7/15/2054 | &nbsp;&nbsp; 210876 |
| 199287 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL1, Class A1, <br> 5.877%, 1/25/2055(a)(c)<br>| &nbsp;&nbsp; 199991 |
| 399587 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL3, Class A1, <br> 5.889%, 2/25/2055(a)(c)<br>| &nbsp;&nbsp; 400515 |
| 740000 | &nbsp;&nbsp; Verizon Communications, Inc., <br> 2.355%, 3/15/2032<br>| &nbsp;&nbsp; 652125 |
| 350000 | &nbsp;&nbsp; Verizon Communications, Inc., <br> 2.850%, 9/03/2041<br>| &nbsp;&nbsp; 252250 |
| 425000 | &nbsp;&nbsp; Verizon Communications, Inc., <br> 3.550%, 3/22/2051<br>| &nbsp;&nbsp; 301681 |
| 399326 | &nbsp;&nbsp; VOLT CII LLC, Series 2021-NP11, Class A1, <br> 5.868%, 8/25/2051(a)(c)<br>| &nbsp;&nbsp; 399288 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount(‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $360000 | &nbsp;&nbsp; Wells Fargo & Co., (fixed rate to 12/03/2034, <br> variable rate thereafter), 5.211%, 12/03/2035<br>| &nbsp;&nbsp; $367751 |
| 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; 345976 |
| 155000 | Western Digital Corp., 3.100%, 2/01/2032 | &nbsp;&nbsp; 142922 |
|  |  | &nbsp;&nbsp; 103175621 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $331,586,605)<br>| &nbsp;&nbsp; 324695093 |
| **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** |
| 4200739 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 12/31/2025 <br> at 2.150% to be repurchased at $4,201,241 on <br> 1/02/2026 collateralized by $4,267,000 <br> U.S. Treasury Note, 3.750% due 6/30/2027 <br> valued at $4,284,916 including accrued <br> interest(g) <br>(Identified Cost $4,200,739)<br>| &nbsp;&nbsp; 4200739 |
|  | &nbsp;&nbsp; Total Investments — 97.6% <br>(Identified Cost $335,787,344)<br>| &nbsp;&nbsp; 328895832 |
|  | Other assets less liabilities — 2.4% | &nbsp;&nbsp; 7953842 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $336849674 |

---

&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;

------

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| | |
|:---|:---|
| (‡) | 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 December 31, 2025, the value of Rule 144A holdings amounted to <br> $47,934,553 or 14.2% of net assets.<br>|
| (b) | Amount shown represents units. One unit represents a principal amount of 1,000. |
| (c) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of December 31, 2025 is disclosed. Issuers comprised of various lots with differing coupon rates have been <br> aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not <br> based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These <br> securities may not indicate a reference rate and/or spread in their description.<br>|
| (d) | Amount shown represents units. One unit represents a principal amount of 100. |
| (e) | Security (or a portion thereof) has been pledged as collateral for open derivative contracts. |
| (f) | Treasury Inflation Protected Security (TIPS). |
| (g) | &nbsp;&nbsp;&nbsp; The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which the Fund acquires securities as <br> 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 <br> collateral for repurchase agreements be at least equal to 102% of the repurchase price, including interest. Certain repurchase agreements are tri-<br> party arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of the counterparty. Repurchase <br> agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the <br> Fund's ability to dispose of the underlying securities. As of December 31, 2025, the Fund had an investment in a repurchase agreement for which the <br> value of the related collateral exceeded the value of the repurchase agreement.<br>|

---

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

EMTN Euro Medium Term Note <br> EURIBOR Euro Interbank Offered Rate <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 |
| COP | Colombian Peso |
| 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 |

---

**Forward Foreign Currency Contracts**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 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. | 3/18/2026 | COP | &nbsp;&nbsp; S | &nbsp;&nbsp; 6300000000 | &nbsp;&nbsp; $1647274 | &nbsp;&nbsp; $1627402 | &nbsp;&nbsp; $19872 |
| Bank of America N.A. | 3/18/2026 | EUR | &nbsp;&nbsp; B | &nbsp;&nbsp; 3107000 | &nbsp;&nbsp; 3671387 | &nbsp;&nbsp; 3663659 | &nbsp;&nbsp; (7728)<br>|
| Bank of America N.A. | 3/18/2026 | JPY | &nbsp;&nbsp; B | &nbsp;&nbsp; 527324000 | &nbsp;&nbsp; 3400555 | &nbsp;&nbsp; 3387375 | &nbsp;&nbsp; (13180)<br>|
| BNP Paribas SA | 3/18/2026 | CNH | &nbsp;&nbsp; B | &nbsp;&nbsp; 48938000 | &nbsp;&nbsp; 6964191 | &nbsp;&nbsp; 7045303 | &nbsp;&nbsp; 81112 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 2025, the Fund had the following open forward foreign currency contracts: | At December 31, 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>|
| Deutsche Bank AG | 3/03/2026 | BRL | &nbsp;&nbsp; S | &nbsp;&nbsp; 28647000 | &nbsp;&nbsp; $5200874 | &nbsp;&nbsp; $5159748 | &nbsp;&nbsp; $41126 |
| Deutsche Bank AG | 3/18/2026 | KRW | &nbsp;&nbsp; S | &nbsp;&nbsp; 5638757000 | &nbsp;&nbsp; 3852663 | &nbsp;&nbsp; 3925404 | &nbsp;&nbsp; (72741)<br>|
| Goldman Sachs Bank USA | 3/18/2026 | MXN | &nbsp;&nbsp; S | &nbsp;&nbsp; 69417000 | &nbsp;&nbsp; 3770245 | &nbsp;&nbsp; 3827621 | &nbsp;&nbsp; (57376)<br>|
| HSBC Bank USA N.A. | 3/18/2026 | CZK | &nbsp;&nbsp; B | &nbsp;&nbsp; 11272000 | &nbsp;&nbsp; 546005 | &nbsp;&nbsp; 548927 | &nbsp;&nbsp; 2922 |
| Morgan Stanley Capital Services LLC | 3/18/2026 | AUD | &nbsp;&nbsp; B | &nbsp;&nbsp; 5047000 | &nbsp;&nbsp; 3348629 | &nbsp;&nbsp; 3368395 | &nbsp;&nbsp; 19766 |
| Morgan Stanley Capital Services LLC | 3/18/2026 | AUD | &nbsp;&nbsp; S | &nbsp;&nbsp; 5047000 | &nbsp;&nbsp; 3340084 | &nbsp;&nbsp; 3368395 | &nbsp;&nbsp; (28311)<br>|
| Royal Bank of Canada | 3/18/2026 | CAD | &nbsp;&nbsp; B | &nbsp;&nbsp; 704000 | &nbsp;&nbsp; 510936 | &nbsp;&nbsp; 514584 | &nbsp;&nbsp; 3648 |
| Royal Bank of Canada | 3/18/2026 | GBP | &nbsp;&nbsp; S | &nbsp;&nbsp; 1849000 | &nbsp;&nbsp; 2471449 | &nbsp;&nbsp; 2491904 | &nbsp;&nbsp; (20455)<br>|
| UBS AG | 3/18/2026 | CHF | &nbsp;&nbsp; B | &nbsp;&nbsp; 1707000 | &nbsp;&nbsp; 2175575 | &nbsp;&nbsp; 2171435 | &nbsp;&nbsp; (4140)<br>|
| UBS AG | 3/18/2026 | NZD | &nbsp;&nbsp; S | &nbsp;&nbsp; 11490000 | &nbsp;&nbsp; 6668939 | &nbsp;&nbsp; 6633260 | &nbsp;&nbsp; 35679 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; $194 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open forward cross currency contracts: | At December 31, 2025, the Fund had the following open forward cross currency contracts: | At December 31, 2025, the Fund had the following open forward cross currency contracts: | At December 31, 2025, the Fund had the following open forward cross currency contracts: | At December 31, 2025, the Fund had the following open forward cross currency contracts: | At December 31, 2025, the Fund had the following open forward cross currency contracts: | At December 31, 2025, the Fund had the following open forward cross currency contracts: | At December 31, 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 | 3/18/2026 | EUR | &nbsp;&nbsp;&nbsp; 651193 | PLN | &nbsp;&nbsp;&nbsp; 2770000 | &nbsp;&nbsp;&nbsp; $771285 | &nbsp;&nbsp;&nbsp; $3423 |

---

**Futures Contracts**

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 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 | 3/31/2026 | 118 | &nbsp;&nbsp;&nbsp; $24632931 | &nbsp;&nbsp;&nbsp; $24637109 | &nbsp;&nbsp;&nbsp; $4178 |
| CBOT 5 Year U.S. Treasury Notes Futures | 3/31/2026 | 38 | &nbsp;&nbsp;&nbsp; 4170996 | &nbsp;&nbsp;&nbsp; 4153578 | &nbsp;&nbsp;&nbsp; (17418)<br>|
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 3/20/2026 | 70 | &nbsp;&nbsp;&nbsp; 8459205 | &nbsp;&nbsp;&nbsp; 8260000 | &nbsp;&nbsp;&nbsp; (199205)<br>|
| Eurex 5 Year Euro BOBL Futures | 3/06/2026 | 28 | &nbsp;&nbsp;&nbsp; 3838813 | &nbsp;&nbsp;&nbsp; 3822315 | &nbsp;&nbsp;&nbsp; (16498)<br>|
| Long Gilt Futures | 3/27/2026 | 10 | &nbsp;&nbsp;&nbsp; 1215607 | &nbsp;&nbsp;&nbsp; 1231622 | &nbsp;&nbsp;&nbsp; 16015 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(212928)<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 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 | 3/20/2026 | 3 | &nbsp;&nbsp;&nbsp; $351935 | &nbsp;&nbsp;&nbsp; $346781 | &nbsp;&nbsp;&nbsp; $5154 |
| Eurex 10 Year Euro BUND Futures | 3/06/2026 | 41 | &nbsp;&nbsp;&nbsp; 6199666 | &nbsp;&nbsp;&nbsp; 6146731 | &nbsp;&nbsp;&nbsp; 52935 |
| Ultra 10 Year U.S. Treasury Notes Futures | 3/20/2026 | 213 | &nbsp;&nbsp;&nbsp; 24657643 | &nbsp;&nbsp;&nbsp; 24498328 | &nbsp;&nbsp;&nbsp; 159315 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $217404 |

---

------

**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 December 31, 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) | $— | $324695093 | $— | $324695093 |
| Short-Term Investments |  | 4200739 |  | 4200739 |
| Total Investments |  | 328895832 |  | 328895832 |
| Forward Foreign Currency Contracts (unrealized appreciation) |  | 207548 |  | 207548 |
| Futures Contracts (unrealized appreciation) | 237597 |  |  | 237597 |
| Total | $237597 | $329103380 | $— | $329340977 |

---

&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) | $— | $(203931)<br>| $— | $(203931)<br>|
| Futures Contracts (unrealized depreciation) | (233121)<br>|  |  | (233121)<br>|
| Total | $(233121)<br>| $(203931)<br>| $— | $(437052)<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 December 31, 2025 (Unaudited) | Currency Exposure Summary at December 31, 2025 (Unaudited) |
| United States Dollar | 39.3<br> %<br>|
| Euro | 23.0 |
| Japanese Yen | 8.8 |
| Yuan Renminbi | 6.8 |
| British Pound | 3.5 |
| Canadian Dollar | 2.5 |
| Australian Dollar | 2.4 |
| Brazilian Real | 2.3 |
| South Korean Won | 2.2 |
| New Zealand Dollar | 2.1 |
| Other, less than 2% each | 4.7 |
| Total Investments | 97.6 |
| Other assets less liabilities (including forward foreign currency and futures contracts) | 2.4 |
| 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:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $337295680.52

**Total Liabilities:** $873777.06

**Net Assets:** $336421903.46

**Cash Not Reported:** $4253466.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -234.13000000 | **1-Year:** -6819.58000000 | **5-Year:** -28710.52000000 | **10-Year:** -32604.94000000 | **30-Year:** -9043.39000000

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

- **3-Month:** -39.36000000 | **1-Year:** -518.23000000 | **5-Year:** -5229.30000000 | **10-Year:** -2844.72000000 | **30-Year:** -164.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018127 | -0.39%               | 0.19%                | 0.17%                |
| Class ID C000018128 | -0.40%               | 0.20%                | 0.13%                |
| Class ID C000125494 | -0.39%               | 0.19%                | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $61711.51                | $-2032574.25                               |
| Month 2  | $-187834.01              | $292597.98                                 |
| Month 3  | $221727.45               | $-1312034.96                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AS1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   290000000 | PA      | $1841640.70   | 0.55%             | 2027-01-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1360000 | PA      | $1435279.63   | 0.43%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                      | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340446 | PA      | $347470.13    | 0.10%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      140000 | PA      | $98379.33     | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1508000 | PA      | $1322525.61   | 0.39%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      380000 | PA      | $382233.03    | 0.11%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                               | Aaset 2021-2 Trust                                                              | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1297136 | PA      | $1230429.84   | 0.37%             | 2047-01-15      | Fixed         | 2.80%                 | 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      | $469080.07    | 0.14%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      995000 | PA      | $960462.91    | 0.29%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      150000 | PA      | $156968.31    | 0.05%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      365000 | PA      | $357042.70    | 0.11%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                      | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      347000 | PA      | $338998.29    | 0.10%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      517000 | PA      | $576621.80    | 0.17%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                             | Amkor Technology Inc                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239847.68    | 0.07%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $459465.66    | 0.14%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                      | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $369373.74    | 0.11%             | 2031-03-17      | Fixed         | 2.88%                 | 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      | $356344.22    | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | 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      | $231222.36    | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | 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      | $270840.33    | 0.08%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                  | APL Finance 2023-1 DAC                                                          | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |      530448 | PA      | $529619.62    | 0.16%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                       | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      284588 | PA      | $277996.32    | 0.08%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                     | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      495000 | PA      | $507582.98    | 0.15%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                             | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1413590.47   | 0.42%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1338000 | PA      | $1377269.93   | 0.41%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      815000 | PA      | $593254.80    | 0.18%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1047528.03   | 0.31%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       90000 | PA      | $99572.31     | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      479000 | PA      | $406236.30    | 0.12%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1001923.01   | 0.30%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1504341.39   | 0.45%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      410000 | PA      | $379522.56    | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      270000 | PA      | $266421.58    | 0.08%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1231804.72   | 0.37%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1790000 | PA      | $1859778.12   | 0.55%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      485000 | PA      | $516908.67    | 0.15%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2645000 | PA      | $1915893.05   | 0.57%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                          | Canada Government Bonds                                                         | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2930000 | PA      | $2112148.85   | 0.63%             | 2035-06-01      | Fixed         | 3.25%                 | 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      | $103856.26    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | 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        |       71000 | PA      | $45825.05     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1021840.24   | 0.30%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115286.60    | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1300000 | PA      | $1354600.00   | 0.40%             | 2034-02-02      | Fixed         | 7.50%                 | 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      | $329161.63    | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC              | Compass Datacenters Issuer III LLC                                              | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $528154.41    | 0.16%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      315000 | PA      | $322996.33    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $929405.67    | 0.28%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      405000 | PA      | $427200.28    | 0.13%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      715000 | PA      | $663357.14    | 0.20%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $223015.41    | 0.07%             | 2037-03-23      | Fixed         | 5.01%                 | 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      | $537836.21    | 0.16%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      350000 | PA      | $352913.07    | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                          | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1425000 | PA      | $1412930.25   | 0.42%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      355000 | PA      | $378533.68    | 0.11%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      255000 | PA      | $258915.36    | 0.08%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      725000 | PA      | $732329.49    | 0.22%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      185000 | PA      | $199329.49    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      390000 | PA      | $399330.49    | 0.12%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      309000 | PA      | $317599.87    | 0.09%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $35722.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5403.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $19872.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED PLN / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $3422.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $3648.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-57376.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-72741.41    | -0.02%            |  |  |  | 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      | $19766.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-13179.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $18655.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CNH / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $81112.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-7728.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-4139.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED CZK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |           1 | NC      | $2921.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-20454.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $17024.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-28310.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      145000 | PA      | $153798.02    | 0.05%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      385000 | PA      | $403413.93    | 0.12%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                             | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      730000 | PA      | $767114.19    | 0.23%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      865000 | PA      | $767579.17    | 0.23%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      415000 | PA      | $393275.14    | 0.12%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                           | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      504085 | PA      | $481311.86    | 0.14%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      725000 | PA      | $695833.95    | 0.21%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1173496 | PA      | $1000039.35   | 0.30%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1096993 | PA      | $1115562.83   | 0.33%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      652565 | PA      | $677873.89    | 0.20%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183543 | PA      | $166464.32    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X9FB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235339 | PA      | $235881.16    | 0.07%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YTRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      544938 | PA      | $518429.20    | 0.15%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F7G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50455 | PA      | $50295.30     | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FMYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317500 | PA      | $316229.14    | 0.09%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GQCA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227791 | PA      | $213389.65    | 0.06%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      981815 | PA      | $910134.69    | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQBZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      992039 | PA      | $973845.59    | 0.29%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158806 | PA      | $164968.98    | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QU4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1556211 | PA      | $1601264.94   | 0.48%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1228921 | PA      | $1182020.31   | 0.35%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      561677 | PA      | $454257.93    | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1807027 | PA      | $1599445.13   | 0.48%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XH4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1713698 | PA      | $1714288.86   | 0.51%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161290 | PA      | $154630.44    | 0.05%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2387125 | PA      | $1937927.71   | 0.58%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1304006 | PA      | $1057188.58   | 0.31%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2637573 | PA      | $2239466.03   | 0.67%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FGL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179102 | PA      | $186048.21    | 0.06%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                | CUSIP: 3142JCAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1265580 | PA      | $1297763.87   | 0.39%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                   | FIBRA Prologis                                                                  | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |      658000 | PA      | $659901.62    | 0.20%             | 2035-11-26      | Fixed         | 5.50%                 | 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      | $613577.30    | 0.18%             | 2029-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211937.63    | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212078.26    | 0.06%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      526000 | PA      | $561072.12    | 0.17%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $261586.79    | 0.08%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1479000 | PA      | $1554135.43   | 0.46%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                         | GGAM Master Trust International Ltd                                             | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      785000 | PA      | $789209.88    | 0.23%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $818775.33    | 0.24%             | 2038-09-10      | Variable      | 4.32%                 | 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      | $152799.52    | 0.05%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                 | Gerdau Trade Inc                                                                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |      565000 | PA      | $584436.00    | 0.17%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      152000 | PA      | $137026.01    | 0.04%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      270000 | PA      | $284304.78    | 0.08%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      840000 | PA      | $927730.06    | 0.28%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      290000 | PA      | $302779.04    | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      991000 | PA      | $984986.79    | 0.29%             | 2035-11-15      | Fixed         | 5.55%                 | 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      | $212764.63    | 0.06%             | 2036-01-28      | Fixed         | 5.54%                 | 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        |       72492 | PA      | $74253.41     | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       85000 | PA      | $57613.29     | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3389115.15   | 1.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      190000 | PA      | $179460.74    | 0.05%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      580000 | PA      | $603420.34    | 0.18%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      655000 | PA      | $624170.92    | 0.19%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      165000 | PA      | $169792.43    | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                          | Inter-American Development Bank                                                 | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     1965000 | PA      | $1433345.49   | 0.43%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1130000 | PA      | $1243471.89   | 0.37%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $228658.00    | 0.07%             | 2033-11-28      | Fixed         | 7.20%                 | 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        |     1848000 | PA      | $1877859.45   | 0.56%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1136242.37   | 0.34%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      275000 | PA      | $261882.81    | 0.08%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                 | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     1185000 | PA      | $1183363.53   | 0.35%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1507116.44   | 0.45%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1201371.41   | 0.36%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      415000 | PA      | $411326.22    | 0.12%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      885000 | PA      | $898076.42    | 0.27%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      965000 | PA      | $1020354.48   | 0.30%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                       | Navigator Aircraft ABS Ltd                                                      | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1662762 | PA      | $1588142.63   | 0.47%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                                                      | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5245000 | PA      | $2281921.79   | 0.68%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       98000 | PA      | $81328.19     | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                           | Orbia Advance Corp SAB de CV                                                    | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      808000 | PA      | $783848.88    | 0.23%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      399604 | PA      | $399810.07    | 0.12%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                            | QTS Issuer ABS II LLC                                                           | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      645000 | PA      | $641838.21    | 0.19%             | 2055-10-05      | Fixed         | 5.04%                 | 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      | $37983.79     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                               | RWE Finance US LLC                                                              | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1718320.03   | 0.51%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                               | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      370000 | PA      | $367924.94    | 0.11%             | 2035-09-18      | Fixed         | 5.12%                 | 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        |      598686 | PA      | $599947.66    | 0.18%             | 2030-01-25      | Variable      | 5.88%                 | 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      | $255501.43    | 0.08%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1130528.91   | 0.34%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                         | Slam Ltd                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      528837 | PA      | $531257.75    | 0.16%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217819.10    | 0.06%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1555000 | PA      | $1641223.71   | 0.49%             | 2035-01-19      | Fixed         | 6.07%                 | 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      | $1315454.00   | 0.39%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     4200739 | PA      | $4200739.02   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                     | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1395000 | PA      | $1435453.27   | 0.43%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      613000 | PA      | $549892.10    | 0.16%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      625000 | PA      | $417797.48    | 0.12%             | 2051-02-15      | Fixed         | 3.30%                 | 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      | $517295.55    | 0.15%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      407000 | PA      | $407390.47    | 0.12%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      435000 | PA      | $434874.07    | 0.13%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      370000 | PA      | $343868.78    | 0.10%             | 2032-06-03      | Fixed         | 3.13%                 | 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        |      457778 | PA      | $457637.83    | 0.14%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds            | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1450000 | PA      | $1253525.00   | 0.37%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1485000 | PA      | $1471635.00   | 0.44%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4140000 | PA      | $3213836.71   | 0.96%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4220000 | PA      | $3247751.58   | 0.97%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      642000 | PA      | $631166.25    | 0.19%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6332000 | PA      | $6572665.45   | 1.95%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      895000 | PA      | $902411.72    | 0.27%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6643400 | PA      | $6625612.96   | 1.97%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $705031.25    | 0.21%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      685000 | PA      | $681075.66    | 0.20%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180395.15    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      480000 | PA      | $487744.78    | 0.14%             | 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      | $377419.29    | 0.11%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      545000 | PA      | $558215.93    | 0.17%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      215000 | PA      | $210875.76    | 0.06%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL1 LLC                                                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      199287 | PA      | $199990.85    | 0.06%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                   | VCAT 2025-NPL3 LLC                                                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399587 | PA      | $400514.98    | 0.12%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      425000 | PA      | $301680.53    | 0.09%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $252250.34    | 0.07%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      740000 | PA      | $652124.70    | 0.19%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      408000 | PA      | $401358.05    | 0.12%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      600000 | PA      | $493991.56    | 0.15%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee            | VOLT CII LLC                                                                    | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399326 | PA      | $399287.50    | 0.12%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      330000 | PA      | $345976.42    | 0.10%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      360000 | PA      | $367751.15    | 0.11%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                             | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      155000 | PA      | $142921.96    | 0.04%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      675000 | PA      | $703038.57    | 0.21%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      665000 | PA      | $391383.16    | 0.12%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    11937000 | PA      | $6582042.07   | 1.96%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                       | Singapore Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1080000 | PA      | $842198.66    | 0.25%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                     | Channel Link Enterprises Finance PLC                                            | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |     1055000 | PA      | $1234678.27   | 0.37%             | 2050-06-30      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 000000000<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   390000000 | PA      | $2471634.96   | 0.73%             | 2047-10-23      | Fixed         | 2.11%                 | 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      | $778432.39    | 0.23%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              |  | US        |   530000000 | PA      | $3275957.61   | 0.97%             | 2028-09-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                              | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6055000 | PA      | $1500237.81   | 0.45%             | 2026-07-15      | Fixed         | 3.91%                 | 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      | $693146.33    | 0.21%             | 2035-02-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   283000000 | PA      | $750575.28    | 0.22%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                         | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40910000 | PA      | $1317305.44   | 0.39%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                  | Israel Government Bonds - Fixed                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1875000 | PA      | $531433.01    | 0.16%             | 2030-03-31      | Fixed         | 1.00%                 | 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        |    44113000 | PA      | $7091763.42   | 2.11%             | 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        |     3390000 | PA      | $1721509.83   | 0.51%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    31975000 | PA      | $3078234.10   | 0.91%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                             | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21356000000 | PA      | $1316616.57   | 0.39%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                           | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |     1185000 | PA      | $1190957.73   | 0.35%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                                                       | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     4980000 | PA      | $5117923.79   | 1.52%             | 2030-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11630000 | PA      | $1811674.48   | 0.54%             | 2030-11-19      | Fixed         | 3.27%                 | 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      | $1557172.12   | 0.46%             | 2031-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                         | Ireland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1310000 | PA      | $1321557.12   | 0.39%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     5350000 | PA      | $769305.90    | 0.23%             | 2026-03-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                             | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7278600000 | PA      | $1499527.26   | 0.45%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                         | SpareBank 1 Boligkreditt AS                                                     | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     3340000 | PA      | $3669096.95   | 1.09%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    41870000 | PA      | $6382832.59   | 1.90%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      836000 | PA      | $958080.52    | 0.28%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2400000 | PA      | $349605.85    | 0.10%             | 2027-07-25      | Fixed         | 2.50%                 | 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      | $261539.83    | 0.08%             | 2052-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                         | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1596000 | PA      | $1907568.57   | 0.57%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2491000 | PA      | $1555678.09   | 0.46%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1260000 | PA      | $1536157.11   | 0.46%             | 2030-03-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                       | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $656560.72    | 0.20%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Danske Bank AS                                   | Danske Bank AS                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $620200.77    | 0.18%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $443989.37    | 0.13%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      710000 | PA      | $856778.32    | 0.25%             | 2032-01-09      | Fixed         | 3.88%                 | 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      | $193685.86    | 0.06%             | 2039-07-10      | Fixed         | 5.35%                 | 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      | $3515387.04   | 1.04%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2800000 | PA      | $412678.20    | 0.12%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2690000 | PA      | $3178775.78   | 0.94%             | 2054-07-31      | Fixed         | 4.38%                 | 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      | $1263047.29   | 0.38%             | 2034-05-23      | Fixed         | 3.75%                 | 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      | $1182587.11   | 0.35%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                            | CBRE Open-Ended Funds SCA SICAV-SIF                                             | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |     1584000 | PA      | $1938359.69   | 0.58%             | 2034-03-27      | Fixed         | 4.75%                 | 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      | $5010628.70   | 1.49%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5233300000 | PA      | $3655372.23   | 1.09%             | 2034-06-10      | Fixed         | 3.50%                 | 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      | $2527451.34   | 0.75%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE Consumer Loans FCT                          | BPCE Consumer Loans FCT 2024                                                    | CUSIP: 000000000<br>LEI: 969500V7XDIOYG4Y4B37 | Long             | ABS-O            | CORP              | FR        |      763099 | PA      | $898671.95    | 0.27%             | 2042-10-31      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    44960000 | PA      | $6659797.29   | 1.98%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1105665.22   | 0.33%             | 2035-07-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3077000 | PA      | $1972838.69   | 0.59%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                           | Red & Black Auto Italy Srl                                                      | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |      797779 | PA      | $939910.09    | 0.28%             | 2036-07-28      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   375000000 | PA      | $252322.90    | 0.08%             | 2034-12-10      | 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        |     5025000 | PA      | $5998578.65   | 1.78%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    25120000 | PA      | $3313991.16   | 0.99%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7565000 | PA      | $8830520.05   | 2.62%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13480000 | PA      | $1921837.06   | 0.57%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus                                  | LT Rahoitus 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400OFIJ3A8BN2BV40 | Long             | ABS-O            | CORP              | IE        |      628397 | PA      | $738950.52    | 0.22%             | 2036-07-18      | Floating      | 2.48%                 | 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      | $1078423.48   | 0.32%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                  | Japan Government Two Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   416400000 | PA      | $2649871.35   | 0.79%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                   | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $706259.46    | 0.21%             | 2034-06-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                        | Golden Bar Securitisation Srl 2025-1                                            | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |     1085000 | PA      | $1276486.94   | 0.38%             | 2044-12-20      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| E-CARAT                                          | ECARAT DE SA Compartment Lease 2025-1                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      800000 | PA      | $941284.42    | 0.28%             | 2034-05-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Bavarian Sky SA                                  | Bavarian Sky French Auto Leases 5                                               | CUSIP: 000000000<br>LEI: 969500SFOY84X8JCM730 | Long             | ABS-O            | CORP              | FR        |      795715 | PA      | $935971.91    | 0.28%             | 2032-08-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   582600000 | PA      | $3329233.18   | 0.99%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                   | Fulvia Spv Srl                                                                  | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |      890000 | PA      | $1046652.82   | 0.31%             | 2041-12-23      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| First Mobility Sarl                              | First Mobility Sarl - Compartment Swiss Lease 2025-1                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      796473 | PA      | $937764.08    | 0.28%             | 2032-10-14      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5940000 | PA      | $850432.09    | 0.25%             | 2030-07-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                         | Anglian Water Osprey Financing PLC                                              | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |      725000 | PA      | $993736.33    | 0.30%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                   | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $700505.69    | 0.21%             | 2036-09-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                              | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5046340000 | PA      | $3418991.25   | 1.02%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBVA consumer auto                               | Bbva Consumer Auto 2025-1 FT                                                    | CUSIP: 000000000<br>LEI: 959800MMSVSVXFLRQM04 | Long             | ABS-O            | CORP              | ES        |      880189 | PA      | $1034126.90   | 0.31%             | 2042-05-19      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                      | Sunrise Spv 97 Srl                                                              | CUSIP: 000000000<br>LEI: 815600D891F71DDF9E74 | Long             | ABS-O            | CORP              | IT        |      900000 | PA      | $1058212.00   | 0.31%             | 2050-10-27      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1091150000 | PA      | $6757760.00   | 2.01%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1005000 | PA      | $1187465.60   | 0.35%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                            | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   154000000 | PA      | $945144.60    | 0.28%             | 2035-09-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          28 | NC      | $-16497.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -41 | NC      | $52935.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -3 | NC      | $5153.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          70 | NC      | $-199205.02   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          38 | NC      | $-17417.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         118 | NC      | $4177.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -213 | NC      | $159314.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          10 | NC      | $16015.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110922.48    | 0.03%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      240000 | PA      | $324835.48    | 0.10%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8180000 | PA      | $3859368.38   | 1.15%             | 2052-08-15      | None          | 0.00%                 | 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      | $331137.27    | 0.10%             | 2051-04-19      | Fixed         | 3.00%                 | 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      | $855579.96    | 0.25%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4750000 | PA      | $4986342.81   | 1.48%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1389000 | PA      | $1531440.74   | 0.46%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1525000 | PA      | $1816312.59   | 0.54%             | 2029-12-28      | Fixed         | 2.88%                 | 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      | $664781.81    | 0.20%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5555000 | PA      | $6378328.07   | 1.90%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3884000 | PA      | $5324075.77   | 1.58%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     4200000 | PA      | $2741515.31   | 0.81%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    91532000 | PA      | $5129705.90   | 1.52%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer