# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-26-019690
**Filing Date:** 2026-2
**Character Count:** 292613
**Document Hash:** e86e8cc46218c043bf6a7fc3f27e6154
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019690.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019690

**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 II
- **CENTRAL INDEX KEY:** 0000872649

**ORGANIZATION NAME:**
- **EIN:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 26688902

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Portfolio of Investments – as of December 31, 2025 (Unaudited)**

Loomis Sayles Global Allocation Fund

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

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>| **Description** | **Value (†)** |
| **Common Stocks — 68.6% of Net Assets** | **Common Stocks — 68.6% of Net Assets** | **Common Stocks — 68.6% of Net Assets** |
|  | **Canada — 1.4%** | **Canada — 1.4%** |
| 432900 | CGI, Inc. | &nbsp;&nbsp; $39986202 |
|  | **France — 0.8%** | **France — 0.8%** |
| 28269 | LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp; 21307354 |
|  | **Japan — 1.8%** | **Japan — 1.8%** |
| 1281261 | Nomura Research Institute Ltd. | &nbsp;&nbsp; 48757889 |
|  | **Netherlands — 2.9%** | **Netherlands — 2.9%** |
| 74868 | ASML Holding NV | &nbsp;&nbsp; 80671779 |
|  | **Sweden — 2.2%** | **Sweden — 2.2%** |
| 3424130 | Atlas Copco AB, Class A | &nbsp;&nbsp; 60958299 |
|  | **Taiwan — 3.5%** | **Taiwan — 3.5%** |
| 1994000 | &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. <br> Ltd.<br>| &nbsp;&nbsp; 98019568 |
|  | **United Kingdom — 2.7%** | **United Kingdom — 2.7%** |
| 886872 | Halma PLC | &nbsp;&nbsp; 42095260 |
| 283269 | London Stock Exchange Group PLC | &nbsp;&nbsp; 34074015 |
|  |  | &nbsp;&nbsp; 76169275 |
|  | **United States — 53.3%** | **United States — 53.3%** |
| 23561 | Adobe, Inc.(a) | &nbsp;&nbsp; 8246114 |
| 286498 | Airbnb, Inc., Class A(a) | &nbsp;&nbsp; 38883508 |
| 290927 | Alphabet, Inc., Class A | &nbsp;&nbsp; 91060151 |
| 366675 | Amazon.com, Inc.(a) | &nbsp;&nbsp; 84635923 |
| 68712 | BlackRock, Inc. | &nbsp;&nbsp; 73545202 |
| 74167 | Builders FirstSource, Inc.(a) | &nbsp;&nbsp; 7631043 |
| 231553 | Chipotle Mexican Grill, Inc.(a) | &nbsp;&nbsp; 8567461 |
| 51217 | Costco Wholesale Corp. | &nbsp;&nbsp; 44166468 |
| 125220 | Cummins, Inc. | &nbsp;&nbsp; 63918549 |
| 203103 | Danaher Corp. | &nbsp;&nbsp; 46494339 |
| 62761 | Goldman Sachs Group, Inc. | &nbsp;&nbsp; 55166919 |
| 226639 | Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp; 65102053 |
| 167146 | Home Depot, Inc. | &nbsp;&nbsp; 57514939 |
| 176680 | JPMorgan Chase & Co. | &nbsp;&nbsp; 56929830 |
| 34637 | KLA Corp. | &nbsp;&nbsp; 42086726 |
| 110634 | Linde PLC | &nbsp;&nbsp; 47173231 |
| 141558 | Mastercard, Inc., Class A | &nbsp;&nbsp; 80812631 |
| 42228 | Mettler-Toledo International, Inc.(a) | &nbsp;&nbsp; 58873855 |
| 713433 | NVIDIA Corp. | &nbsp;&nbsp; 133055254 |
| 604019 | O'Reilly Automotive, Inc.(a) | &nbsp;&nbsp; 55092573 |
| 97406 | Parker-Hannifin Corp. | &nbsp;&nbsp; 85615978 |
| 148787 | Progressive Corp. | &nbsp;&nbsp; 33881776 |
| 107664 | Roper Technologies, Inc. | &nbsp;&nbsp; 47924476 |
| 163925 | S&P Global, Inc. | &nbsp;&nbsp; 85665566 |
| 42567 | Salesforce, Inc. | &nbsp;&nbsp; 11276424 |
| 165502 | Schneider Electric SE | &nbsp;&nbsp; 45277248 |
| 119506 | Trane Technologies PLC | &nbsp;&nbsp; 46511735 |
| 41915 | UnitedHealth Group, Inc. | &nbsp;&nbsp; 13836561 |
|  |  | &nbsp;&nbsp; 1488946533 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $1,282,671,574)<br>| &nbsp;&nbsp; 1914816899 |

---

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

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 28.6%** | **Bonds and Notes — 28.6%** | **Bonds and Notes — 28.6%** |
| **Non-Convertible Bonds — 28.4%** | **Non-Convertible Bonds — 28.4%** | **Non-Convertible Bonds — 28.4%** |
|  | **Argentina — 0.1%** | **Argentina — 0.1%** |
| $1973000 | &nbsp;&nbsp; Argentina Republic Government International <br> Bonds, (Step to 4.750% on 7/09/2027), <br> 4.125%, 7/09/2035(b)<br>| &nbsp;&nbsp; $1467912 |
| 1690000 | Telecom Argentina SA, 9.250%, 5/28/2033(c) | &nbsp;&nbsp; 1765393 |
|  |  | &nbsp;&nbsp; 3233305 |
|  | **Australia — 1.4%** | **Australia — 1.4%** |
| 2990000 | &nbsp;&nbsp; AngloGold Ashanti Holdings PLC, <br> 3.375%, 11/01/2028<br>| &nbsp;&nbsp; 2900711 |
| 4430000 | &nbsp;&nbsp; Australia Government Bonds, <br> 3.000%, 11/21/2033, (AUD)<br>| &nbsp;&nbsp; 2646505 |
| 4378000 | &nbsp;&nbsp; Australia Government Bonds, <br> 4.250%, 12/21/2035, (AUD)<br>| &nbsp;&nbsp; 2806983 |
| 14450000 | Glencore Funding LLC, 5.634%, 4/04/2034(c) | &nbsp;&nbsp; 15097241 |
| 5630000 | Glencore Funding LLC, 6.500%, 10/06/2033(c) | &nbsp;&nbsp; 6218000 |
| 5000000 | &nbsp;&nbsp; Macquarie Group Ltd., (fixed rate to <br> 1/14/2032, variable rate thereafter), <br> 2.871%, 1/14/2033(c)<br>| &nbsp;&nbsp; 4521939 |
| 40000 | Mineral Resources Ltd., 8.000%, 11/01/2027(c) | &nbsp;&nbsp; 40852 |
| 125000 | Mineral Resources Ltd., 9.250%, 10/01/2028(c) | &nbsp;&nbsp; 131188 |
| 10135000 | &nbsp;&nbsp; New South Wales Treasury Corp., <br> 2.000%, 3/08/2033, (AUD)<br>| &nbsp;&nbsp; 5556832 |
|  |  | &nbsp;&nbsp; 39920251 |
|  | **Belgium — 0.1%** | **Belgium — 0.1%** |
| 2365000 | &nbsp;&nbsp; Anheuser-Busch InBev SA, EMTN, <br> 3.700%, 4/02/2040, (EUR)<br>| &nbsp;&nbsp; 2646853 |
|  | **Brazil — 1.2%** | **Brazil — 1.2%** |
| 650000 | Axia Energia, 4.625%, 2/04/2030(c) | &nbsp;&nbsp; 628010 |
| 8755000 | &nbsp;&nbsp; Brazil Government International Bonds, <br> 4.500%, 5/30/2029<br>| &nbsp;&nbsp; 8674016 |
| 4475000 | &nbsp;&nbsp; Brazil Government International Bonds, <br> 6.000%, 10/20/2033<br>| &nbsp;&nbsp; 4521988 |
| 2190000 | &nbsp;&nbsp; Brazil Government International Bonds, <br> 6.125%, 3/15/2034<br>| &nbsp;&nbsp; 2210579 |
| 43,401 <br>(d)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2031, (BRL)<br>| &nbsp;&nbsp; 6977300 |
| 25,149 <br>(d)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2035, (BRL)<br>| &nbsp;&nbsp; 3772177 |
| 2515000 | Suzano Austria GmbH, 2.500%, 9/15/2028 | &nbsp;&nbsp; 2380482 |
| 550000 | Suzano Austria GmbH, 3.750%, 1/15/2031 | &nbsp;&nbsp; 518974 |
| 1185000 | &nbsp;&nbsp; Suzano Austria GmbH, Series DM3N, <br> 3.125%, 1/15/2032<br>| &nbsp;&nbsp; 1060028 |
| 2470000 | Suzano Netherlands BV, 5.500%, 1/15/2036 | &nbsp;&nbsp; 2448709 |
|  |  | &nbsp;&nbsp; 33192263 |
|  | **Canada — 1.6%** | **Canada — 1.6%** |
| 75000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.500%, 2/15/2029(c)<br>| &nbsp;&nbsp; 72465 |
| 20000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.875%, 1/15/2028(c)<br>| &nbsp;&nbsp; 19715 |
| 4825000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(c)<br>| &nbsp;&nbsp; 4595350 |
| 650000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(c)<br>| &nbsp;&nbsp; 661821 |
| 268114 | &nbsp;&nbsp; Air Canada Pass-Through Trust, <br> Series 2015-2, Class A, 4.125%, 6/15/2029(c)<br>| &nbsp;&nbsp; 262896 |
| 574232 | &nbsp;&nbsp; Air Canada Pass-Through Trust, <br> Series 2017-1, Class AA, 3.300%, 7/15/2031(c)<br>| &nbsp;&nbsp; 545779 |
| 755000 | Antares Holdings LP, 3.750%, 7/15/2027(c) | &nbsp;&nbsp; 738205 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Canada — continued** | **Canada — continued** |
| $1210000 | Antares Holdings LP, 3.950%, 7/15/2026(c) | &nbsp;&nbsp; $1204531 |
| 305000 | Antares Holdings LP, 7.950%, 8/11/2028(c) | &nbsp;&nbsp; 322717 |
| 1385000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(c) | &nbsp;&nbsp; 1239575 |
| 2835000 | &nbsp;&nbsp; Bell Telephone Co. of Canada or Bell Canada, <br> MTN, 3.600%, 9/29/2027, (CAD)<br>| &nbsp;&nbsp; 2080742 |
| 1735000 | &nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield <br> Finance, Inc., 2.340%, 1/30/2032<br>| &nbsp;&nbsp; 1520836 |
| 1015000 | Brookfield Finance, Inc., 3.900%, 1/25/2028 | &nbsp;&nbsp; 1011425 |
| 2715000 | &nbsp;&nbsp; Brookfield Renewable Partners ULC, MTN, <br> 4.250%, 1/15/2029, (CAD)<br>| &nbsp;&nbsp; 2023368 |
| 1461000 | &nbsp;&nbsp; Canada Government Bonds, <br> 2.500%, 11/01/2027, (CAD)<br>| &nbsp;&nbsp; 1062845 |
| 16995000 | &nbsp;&nbsp; Canada Government Bonds, <br> 2.750%, 3/01/2030, (CAD)<br>| &nbsp;&nbsp; 12310247 |
| 4695000 | &nbsp;&nbsp; Enbridge Gas, Inc., MTN, 2.900%, 4/01/2030, <br> (CAD)<br>| &nbsp;&nbsp; 3363105 |
| 4770000 | &nbsp;&nbsp; Enbridge, Inc., MTN, 2.990%, 10/03/2029, <br> (CAD)<br>| &nbsp;&nbsp; 3428853 |
| 4670000 | &nbsp;&nbsp; Ontario Power Generation, Inc., MTN, <br> 2.977%, 9/13/2029, (CAD)<br>| &nbsp;&nbsp; 3365952 |
| 655000 | Open Text Corp., 3.875%, 12/01/2029(c) | &nbsp;&nbsp; 621615 |
| 3170000 | Open Text Holdings, Inc., 4.125%, 2/15/2030(c) | &nbsp;&nbsp; 3029954 |
| 2350000 | Province of Quebec, 4.500%, 9/08/2033 | &nbsp;&nbsp; 2378881 |
|  |  | &nbsp;&nbsp; 45860877 |
|  | **Chile — 0.8%** | **Chile — 0.8%** |
| 575000 | Antofagasta PLC, 2.375%, 10/14/2030 | &nbsp;&nbsp; 521395 |
| 975000 | Antofagasta PLC, 5.625%, 5/13/2032 | &nbsp;&nbsp; 1014098 |
| 510000 | Antofagasta PLC, 6.250%, 5/02/2034(c) | &nbsp;&nbsp; 549348 |
| 2525000 | Banco Santander Chile, 3.177%, 10/26/2031(c) | &nbsp;&nbsp; 2356204 |
| 2485000000 | &nbsp;&nbsp; Bonos de la Tesoreria de la Republica en <br> pesos, 5.000%, 3/01/2035, (CLP)<br>| &nbsp;&nbsp; 2697917 |
| 805000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 2.550%, 1/27/2032<br>| &nbsp;&nbsp; 721320 |
| 2580000 | Colbun SA, 3.150%, 3/06/2030 | &nbsp;&nbsp; 2434052 |
| 2550000 | Colbun SA, 5.375%, 9/11/2035(c) | &nbsp;&nbsp; 2553187 |
| 1960000 | &nbsp;&nbsp; Corp. Nacional del Cobre de Chile, <br> 3.000%, 9/30/2029(c)<br>| &nbsp;&nbsp; 1860073 |
| 595000 | &nbsp;&nbsp; Empresa Nacional de Telecomunicaciones <br> SA, 3.050%, 9/14/2032(c)<br>| &nbsp;&nbsp; 531659 |
| 253000 | &nbsp;&nbsp; Empresa Nacional del Petroleo, <br> 3.450%, 9/16/2031(c)<br>| &nbsp;&nbsp; 232079 |
| 525000 | Enel Chile SA, 4.875%, 6/12/2028 | &nbsp;&nbsp; 532351 |
| 2690000 | Engie Energia Chile SA, 3.400%, 1/28/2030 | &nbsp;&nbsp; 2530601 |
| 1075000 | Engie Energia Chile SA, 6.375%, 4/17/2034(c) | &nbsp;&nbsp; 1144681 |
| 990000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 5.500%, 9/10/2034(c)<br>| &nbsp;&nbsp; 1002900 |
| 870000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 6.500%, 11/07/2033(c)<br>| &nbsp;&nbsp; 942332 |
|  |  | &nbsp;&nbsp; 21624197 |
|  | **Colombia — 0.5%** | **Colombia — 0.5%** |
| 3920000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 3.125%, 4/15/2031<br>| &nbsp;&nbsp; 3394720 |
| 1080000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.500%, 2/02/2034<br>| &nbsp;&nbsp; 1125360 |
| 355000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 7.750%, 11/07/2036<br>| &nbsp;&nbsp; 369963 |
| 29559900000 | Colombia TES, 7.500%, 8/26/2026, (COP) | &nbsp;&nbsp; 7733694 |
| 1300000 | &nbsp;&nbsp; Empresas Publicas de Medellin ESP, <br> 4.250%, 7/18/2029(c)<br>| &nbsp;&nbsp; 1221545 |
|  |  | &nbsp;&nbsp; 13845282 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Congo — 0.1%** | **Congo — 0.1%** |
| $1210000 | Ivanhoe Mines Ltd., 7.875%, 1/23/2030(c) | &nbsp;&nbsp; $1248373 |
|  | **Denmark — 0.1%** | **Denmark — 0.1%** |
| 2055000 | Orsted AS, EMTN, 2.125%, 5/17/2027, (GBP) | &nbsp;&nbsp; 2682583 |
|  | **Dominican Republic — 0.2%** | **Dominican Republic — 0.2%** |
| 1890000 | &nbsp;&nbsp; Dominican Republic International Bonds, <br> 4.500%, 1/30/2030(c)<br>| &nbsp;&nbsp; 1843222 |
| 1005000 | &nbsp;&nbsp; Dominican Republic International Bonds, <br> 4.875%, 9/23/2032(c)<br>| &nbsp;&nbsp; 966006 |
| 490000 | &nbsp;&nbsp; Dominican Republic International Bonds, <br> 5.950%, 1/25/2027(c)<br>| &nbsp;&nbsp; 495307 |
| 845000 | &nbsp;&nbsp; Dominican Republic International Bonds, <br> 6.000%, 7/19/2028(c)<br>| &nbsp;&nbsp; 866201 |
| 216667 | &nbsp;&nbsp; Dominican Republic International Bonds, <br> 8.625%, 4/20/2027(c)<br>| &nbsp;&nbsp; 223308 |
|  |  | &nbsp;&nbsp; 4394044 |
|  | **France — 0.1%** | **France — 0.1%** |
| 990000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 1/09/2035, <br> variable rate thereafter), 5.862%, 1/09/2036(c)<br>| &nbsp;&nbsp; 1044267 |
| 1410000 | Electricite de France SA, 4.875%, 9/21/2038(c) | &nbsp;&nbsp; 1315249 |
| 1400000 | Engie SA, 1.250%, 10/24/2041, (EUR) | &nbsp;&nbsp; 1061113 |
|  |  | &nbsp;&nbsp; 3420629 |
|  | **Germany — 0.2%** | **Germany — 0.2%** |
| 2055000 | Bundesobligation, 2.400%, 4/18/2030, (EUR) | &nbsp;&nbsp; 2415497 |
| 340000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.750%, 4/23/2030(c)<br>| &nbsp;&nbsp; 335978 |
| 400000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/14/2028(c)<br>| &nbsp;&nbsp; 406588 |
| 690000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 6.875%, 4/23/2032(c)<br>| &nbsp;&nbsp; 674776 |
| 265000 | &nbsp;&nbsp; ZF North America Capital, Inc., <br> 7.125%, 4/14/2030(c)<br>| &nbsp;&nbsp; 267435 |
|  |  | &nbsp;&nbsp; 4100274 |
|  | **Guatemala — 0.0%** | **Guatemala — 0.0%** |
| 1050000 | CT Trust, 5.125%, 2/03/2032(c) | &nbsp;&nbsp; 1009774 |
|  | **India — 0.2%** | **India — 0.2%** |
| 2940000 | Bharti Airtel Ltd., 3.250%, 6/03/2031 | &nbsp;&nbsp; 2782245 |
| 2790000 | &nbsp;&nbsp; Export-Import Bank of India, <br> 2.250%, 1/13/2031(c)<br>| &nbsp;&nbsp; 2515732 |
| 1250000 | &nbsp;&nbsp; Power Finance Corp. Ltd., <br> 3.950%, 4/23/2030(c)<br>| &nbsp;&nbsp; 1216463 |
|  |  | &nbsp;&nbsp; 6514440 |
|  | **Indonesia — 0.1%** | **Indonesia — 0.1%** |
| 38112000000 | &nbsp;&nbsp; Indonesia Treasury Bonds, 7.000%, 9/15/2030, <br> (IDR)<br>| &nbsp;&nbsp; 2405463 |
|  | **Ireland — 0.2%** | **Ireland — 0.2%** |
| 3245000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.300%, 1/30/2032<br>| &nbsp;&nbsp; 2996172 |
| 3245000 | &nbsp;&nbsp; Ireland Government Bonds, Zero Coupon, <br> 10/18/2031, (EUR)<br>| &nbsp;&nbsp; 3273628 |
|  |  | &nbsp;&nbsp; 6269800 |
|  | **Israel — 1.0%** | **Israel — 1.0%** |
| 1405000 | &nbsp;&nbsp; Israel Electric Corp. Ltd., GMTN, <br> 3.750%, 2/22/2032<br>| &nbsp;&nbsp; 1313780 |
| 2755000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 2892471 |
| 11096000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 8390846 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Israel — continued** | **Israel — continued** |
| $510000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 5.125%, 5/09/2029<br>| &nbsp;&nbsp; $515764 |
| 1430000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 1500797 |
| 4415000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 4856624 |
| 3170000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 8.125%, 9/15/2031<br>| &nbsp;&nbsp; 3650065 |
| 5445000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV <br> BV, 5.750%, 12/01/2030<br>| &nbsp;&nbsp; 5647687 |
|  |  | &nbsp;&nbsp; 28768034 |
|  | **Italy — 0.6%** | **Italy — 0.6%** |
| 200000 | Intesa Sanpaolo SpA, 5.710%, 1/15/2026(c) | &nbsp;&nbsp; 200096 |
| 2225000 | Intesa Sanpaolo SpA, 6.625%, 6/20/2033(c) | &nbsp;&nbsp; 2448429 |
| 7315000 | &nbsp;&nbsp; Italy Buoni Poliennali Del Tesoro, <br> 2.950%, 7/01/2030, (EUR)<br>| &nbsp;&nbsp; 8679322 |
| 990000 | &nbsp;&nbsp; Italy Buoni Poliennali Del Tesoro, <br> 3.650%, 8/01/2035, (EUR)<br>| &nbsp;&nbsp; 1181810 |
| 830000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 4/02/2029, <br> variable rate thereafter), 7.296%, 4/02/2034(c)<br>| &nbsp;&nbsp; 889954 |
| 2055000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2031, <br> variable rate thereafter), 3.127%, 6/03/2032(c)<br>| &nbsp;&nbsp; 1909866 |
| 1460000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/19/2027, <br> variable rate thereafter), 5.861%, 6/19/2032(c)<br>| &nbsp;&nbsp; 1484075 |
| 825000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/30/2030, <br> variable rate thereafter), 5.459%, 6/30/2035(c)<br>| &nbsp;&nbsp; 840934 |
|  |  | &nbsp;&nbsp; 17634486 |
|  | **Japan — 0.9%** | **Japan — 0.9%** |
| 1112819400 | &nbsp;&nbsp; Japan Government CPI-Linked Bonds, <br> 0.100%, 3/10/2028, (JPY)<br>| &nbsp;&nbsp; 7221611 |
| 1216350000 | &nbsp;&nbsp; Japan Government Ten Year Bonds, <br> 1.700%, 9/20/2035, (JPY)<br>| &nbsp;&nbsp; 7533155 |
| 899000000 | &nbsp;&nbsp; Japan Government Thirty Year Bonds, <br> 1.600%, 12/20/2053, (JPY)<br>| &nbsp;&nbsp; 3898517 |
| 774000000 | &nbsp;&nbsp; Japan Government Thirty Year Bonds, <br> 2.800%, 6/20/2055, (JPY)<br>| &nbsp;&nbsp; 4422977 |
| 2020000 | &nbsp;&nbsp; Mizuho Financial Group, Inc., <br> 2.564%, 9/13/2031<br>| &nbsp;&nbsp; 1809243 |
| 1200000 | &nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc., <br> 5.766%, 1/13/2033<br>| &nbsp;&nbsp; 1277941 |
|  |  | &nbsp;&nbsp; 26163444 |
|  | **Korea — 0.6%** | **Korea — 0.6%** |
| 11413150000 | &nbsp;&nbsp; Korea Treasury Bonds, 1.500%, 12/10/2030, <br> (KRW)<br>| &nbsp;&nbsp; 7281876 |
| 7628470000 | &nbsp;&nbsp; Korea Treasury Bonds, 2.500%, 9/10/2030, <br> (KRW)<br>| &nbsp;&nbsp; 5127810 |
| 3129530000 | &nbsp;&nbsp; Korea Treasury Bonds, 3.000%, 12/10/2034, <br> (KRW)<br>| &nbsp;&nbsp; 2101989 |
| 3868290000 | &nbsp;&nbsp; Korea Treasury Bonds, 3.500%, 9/10/2028, <br> (KRW)<br>| &nbsp;&nbsp; 2720196 |
| 200000 | SK Hynix, Inc., 6.375%, 1/17/2028(c) | &nbsp;&nbsp; 208813 |
| 140000 | SK Telecom Co. Ltd., 6.625%, 7/20/2027(c) | &nbsp;&nbsp; 145199 |
|  |  | &nbsp;&nbsp; 17585883 |
|  | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** |
| 920000 | ArcelorMittal SA, 6.750%, 3/01/2041 | &nbsp;&nbsp; 1005645 |
| 1905000 | &nbsp;&nbsp; Blackstone Property Partners Europe <br> Holdings SARL, EMTN, 1.625%, 4/20/2030, <br> (EUR)<br>| &nbsp;&nbsp; 2070093 |
| 280000 | &nbsp;&nbsp; Logicor Financing SARL, EMTN, <br> 0.875%, 1/14/2031, (EUR)<br>| &nbsp;&nbsp; 289194 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Luxembourg — continued** | **Luxembourg — continued** |
| 955000 | &nbsp;&nbsp; Logicor Financing SARL, EMTN, <br> 2.000%, 1/17/2034, (EUR)<br>| &nbsp;&nbsp; $960602 |
| 1403000 | &nbsp;&nbsp; Logicor Financing SARL, EMTN, <br> 3.750%, 7/14/2032, (EUR)<br>| &nbsp;&nbsp; 1629020 |
|  |  | &nbsp;&nbsp; 5954554 |
|  | **Malaysia — 0.2%** | **Malaysia — 0.2%** |
| 9404000 | &nbsp;&nbsp; Malaysia Government Bonds, <br> 3.582%, 7/15/2032, (MYR)<br>| &nbsp;&nbsp; 2341916 |
| 9770000 | &nbsp;&nbsp; Malaysia Government Bonds, <br> 3.828%, 7/05/2034, (MYR)<br>| &nbsp;&nbsp; 2465373 |
|  |  | &nbsp;&nbsp; 4807289 |
|  | **Mexico — 1.6%** | **Mexico — 1.6%** |
| 770000 | &nbsp;&nbsp; America Movil SAB de CV, 2.125%, 3/10/2028, <br> (EUR)<br>| &nbsp;&nbsp; 891685 |
| 860000 | America Movil SAB de CV, 2.875%, 5/07/2030 | &nbsp;&nbsp; 809869 |
| 855000 | Cemex SAB de CV, 5.450%, 11/19/2029 | &nbsp;&nbsp; 865779 |
| 810000 | &nbsp;&nbsp; Cemex SAB de CV, (fixed rate to 6/08/2026, <br> variable rate thereafter), 5.125%(c)(e)<br>| &nbsp;&nbsp; 807535 |
| 1775000 | &nbsp;&nbsp; Coca-Cola Femsa SAB de CV, <br> 2.750%, 1/22/2030<br>| &nbsp;&nbsp; 1680362 |
| 1085000 | &nbsp;&nbsp; El Puerto de Liverpool SAB de CV, <br> 6.658%, 1/22/2037(c)<br>| &nbsp;&nbsp; 1160842 |
| 10000000 | &nbsp;&nbsp; Grupo Televisa SAB, EMTN, <br> 7.250%, 5/14/2043, (MXN)<br>| &nbsp;&nbsp; 330573 |
| 1515000 | &nbsp;&nbsp; Kimberly-Clark de Mexico SAB de CV, <br> 2.431%, 7/01/2031<br>| &nbsp;&nbsp; 1376188 |
| 840000 | &nbsp;&nbsp; Kimberly-Clark de Mexico SAB de CV, <br> 2.431%, 7/01/2031(c)<br>| &nbsp;&nbsp; 763035 |
| 1,483,896 <br>(f)<br>| Mexico Bonos, 5.750%, 3/05/2026, (MXN) | &nbsp;&nbsp; 8211344 |
| 629,822 <br>(f)<br>| Mexico Bonos, 7.500%, 6/03/2027, (MXN) | &nbsp;&nbsp; 3492937 |
| 925,261 <br>(f)<br>| Mexico Bonos, 8.500%, 5/31/2029, (MXN) | &nbsp;&nbsp; 5185418 |
| 554,445 <br>(f)<br>| Mexico Bonos, 8.500%, 11/18/2038, (MXN) | &nbsp;&nbsp; 2885516 |
| 2335000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 3.250%, 4/16/2030<br>| &nbsp;&nbsp; 2205408 |
| 1645000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 3.500%, 2/12/2034<br>| &nbsp;&nbsp; 1422103 |
| 196000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 4.000%, 3/15/2115, (EUR)<br>| &nbsp;&nbsp; 161038 |
| 610000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 4.875%, 5/19/2033<br>| &nbsp;&nbsp; 585600 |
| 8735000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 5.000%, 5/07/2029<br>| &nbsp;&nbsp; 8874760 |
| 1430000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 5.850%, 7/02/2032<br>| &nbsp;&nbsp; 1469196 |
| 550000 | &nbsp;&nbsp; Mexico Government International Bonds, <br> 6.000%, 5/07/2036<br>| &nbsp;&nbsp; 557150 |
| 2090000 | &nbsp;&nbsp; Sigma Finance Netherlands BV, <br> 4.875%, 3/27/2028<br>| &nbsp;&nbsp; 2109634 |
|  |  | &nbsp;&nbsp; 45845972 |
|  | **Morocco — 0.1%** | **Morocco — 0.1%** |
| 3310000 | OCP SA, 6.750%, 5/02/2034(c) | &nbsp;&nbsp; 3566690 |
|  | **Netherlands — 0.1%** | **Netherlands — 0.1%** |
| 1600000 | &nbsp;&nbsp; Netherlands Government Bonds, Zero <br> Coupon, 1/15/2029, (EUR)<br>| &nbsp;&nbsp; 1754711 |
|  | **New Zealand — 0.5%** | **New Zealand — 0.5%** |
| 4200000 | &nbsp;&nbsp; Fonterra Co-Operative Group Ltd., MTN, <br> 3.750%, 6/16/2026, (AUD)<br>| &nbsp;&nbsp; 2795695 |
| 700000 | &nbsp;&nbsp; Fonterra Co-Operative Group Ltd., MTN, <br> 4.000%, 11/02/2027, (AUD)<br>| &nbsp;&nbsp; 460764 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **New Zealand — continued** | **New Zealand — continued** |
| 5520000 | &nbsp;&nbsp; New Zealand Government Bonds, <br> 1.500%, 5/15/2031, (NZD)<br>| &nbsp;&nbsp; $2811514 |
| 13140000 | &nbsp;&nbsp; New Zealand Government Bonds, <br> 3.000%, 4/20/2029, (NZD)<br>| &nbsp;&nbsp; 7461952 |
|  |  | &nbsp;&nbsp; 13529925 |
|  | **Nigeria — 0.1%** | **Nigeria — 0.1%** |
| 2345000 | IHS Holding Ltd., 7.875%, 5/29/2030(c) | &nbsp;&nbsp; 2415350 |
|  | **Norway — 0.3%** | **Norway — 0.3%** |
| 2790000 | Equinor ASA, 3.625%, 4/06/2040 | &nbsp;&nbsp; 2358064 |
| 19765000 | &nbsp;&nbsp; Norway Government Bonds, <br> 1.375%, 8/19/2030, (NOK)<br>| &nbsp;&nbsp; 1753359 |
| 16500000 | &nbsp;&nbsp; Norway Government Bonds, <br> 1.500%, 2/19/2026, (NOK)<br>| &nbsp;&nbsp; 1631066 |
| 33750000 | &nbsp;&nbsp; Norway Government Bonds, <br> 1.750%, 2/17/2027, (NOK)<br>| &nbsp;&nbsp; 3268015 |
|  |  | &nbsp;&nbsp; 9010504 |
|  | **Paraguay — 0.1%** | **Paraguay — 0.1%** |
| 1220000 | &nbsp;&nbsp; Paraguay Government International Bonds, <br> 4.950%, 4/28/2031(c)<br>| &nbsp;&nbsp; 1236470 |
| 183000 | &nbsp;&nbsp; Paraguay Government International Bonds, <br> 5.000%, 4/15/2026(c)<br>| &nbsp;&nbsp; 183457 |
|  |  | &nbsp;&nbsp; 1419927 |
|  | **Peru — 0.1%** | **Peru — 0.1%** |
| 1213000 | &nbsp;&nbsp; Banco de Credito del Peru SA, (fixed rate to <br> 10/15/2031, variable rate thereafter), <br> 5.650%, 1/15/2037(c)<br>| &nbsp;&nbsp; 1218458 |
| 630000 | &nbsp;&nbsp; Transportadora de Gas del Peru SA, <br> 4.250%, 4/30/2028(c)<br>| &nbsp;&nbsp; 628990 |
|  |  | &nbsp;&nbsp; 1847448 |
|  | **Poland — 0.2%** | **Poland — 0.2%** |
| 5914000 | &nbsp;&nbsp; Republic of Poland Government Bonds, <br> 1.250%, 10/25/2030, (PLN)<br>| &nbsp;&nbsp; 1422604 |
| 11720000 | &nbsp;&nbsp; Republic of Poland Government Bonds, <br> 4.500%, 7/25/2030, (PLN)<br>| &nbsp;&nbsp; 3269333 |
|  |  | &nbsp;&nbsp; 4691937 |
|  | **Portugal — 0.1%** | **Portugal — 0.1%** |
| 3590000 | EDP Finance BV, 1.710%, 1/24/2028(c) | &nbsp;&nbsp; 3417824 |
|  | **Romania — 0.1%** | **Romania — 0.1%** |
| 1460000 | &nbsp;&nbsp; Romania Government International Bonds, <br> 6.125%, 10/07/2037, (EUR)(c)<br>| &nbsp;&nbsp; 1725074 |
|  | **Singapore — 0.3%** | **Singapore — 0.3%** |
| 8755000 | &nbsp;&nbsp; Singapore Government Bonds, <br> 2.125%, 6/01/2026, (SGD)<br>| &nbsp;&nbsp; 6827268 |
|  | **South Africa — 1.3%** | **South Africa — 1.3%** |
| 1400000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 2.625%, 9/10/2030(c)<br>| &nbsp;&nbsp; 1290372 |
| 1400000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.625%, 4/01/2030(c)<br>| &nbsp;&nbsp; 1461936 |
| 101590000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 8.875%, 2/28/2035, (ZAR)<br>| &nbsp;&nbsp; 6382902 |
| 37055000 | &nbsp;&nbsp; Republic of South Africa Government Bonds, <br> 9.000%, 1/31/2040, (ZAR)<br>| &nbsp;&nbsp; 2240881 |
| 6640000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 5.750%, 9/30/2049<br>| &nbsp;&nbsp; 5597460 |
| 17435000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.100%, 11/19/2036(c)<br>| &nbsp;&nbsp; 18722400 |
|  |  | &nbsp;&nbsp; 35695951 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Spain — 0.3%** | **Spain — 0.3%** |
| $800000 | Banco Santander SA, 6.938%, 11/07/2033 | &nbsp;&nbsp; $915474 |
| 3700000 | &nbsp;&nbsp; Cellnex Telecom SA, EMTN, <br> 1.750%, 10/23/2030, (EUR)<br>| &nbsp;&nbsp; 4049871 |
| 700000 | &nbsp;&nbsp; Naturgy Finance Iberia SA, EMTN, <br> 1.500%, 1/29/2028, (EUR)<br>| &nbsp;&nbsp; 803904 |
| 2100000 | &nbsp;&nbsp; Spain Government Bonds, 1.250%, 10/31/2030, <br> (EUR)<br>| &nbsp;&nbsp; 2315353 |
|  |  | &nbsp;&nbsp; 8084602 |
|  | **Supranationals — 0.3%** | **Supranationals — 0.3%** |
| 10030000 | &nbsp;&nbsp; International Bank for Reconstruction & <br> Development, 1.200%, 7/22/2026, (CAD)<br>| &nbsp;&nbsp; 7263136 |
|  | **Sweden — 0.1%** | **Sweden — 0.1%** |
| 40955000 | &nbsp;&nbsp; Sweden Government Bonds, <br> 0.125%, 5/12/2031, (SEK)<br>| &nbsp;&nbsp; 3942739 |
|  | **Switzerland — 0.1%** | **Switzerland — 0.1%** |
| 2960000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 5/14/2031, <br> variable rate thereafter), 3.091%, 5/14/2032(c)<br>| &nbsp;&nbsp; 2746206 |
| 690000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 8/05/2030, <br> variable rate thereafter), 6.600%(c)(e)<br>| &nbsp;&nbsp; 700738 |
|  |  | &nbsp;&nbsp; 3446944 |
|  | **Turkey — 0.1%** | **Turkey — 0.1%** |
| 1120000 | TC Ziraat Bankasi AS, 5.375%, 3/02/2026(c) | &nbsp;&nbsp; 1121880 |
| 1050000 | &nbsp;&nbsp; Turk Telekomunikasyon AS, <br> 6.950%, 10/07/2032(c)<br>| &nbsp;&nbsp; 1072932 |
| 1415000 | &nbsp;&nbsp; Turkcell Iletisim Hizmetleri AS, <br> 5.800%, 4/11/2028<br>| &nbsp;&nbsp; 1427426 |
|  |  | &nbsp;&nbsp; 3622238 |
|  | **United Kingdom — 1.2%** | **United Kingdom — 1.2%** |
| 1350000 | &nbsp;&nbsp; CK Hutchison International 19 Ltd., <br> 3.625%, 4/11/2029(c)<br>| &nbsp;&nbsp; 1325981 |
| 1420000 | Diageo Capital PLC, 2.125%, 4/29/2032 | &nbsp;&nbsp; 1235667 |
| 1180000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(c)<br>| &nbsp;&nbsp; 1157273 |
| 855000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(c)<br>| &nbsp;&nbsp; 895351 |
| 65000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.400%, 3/26/2029(c)<br>| &nbsp;&nbsp; 68113 |
| 135000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.500%, 3/26/2031(c)<br>| &nbsp;&nbsp; 144379 |
| 955000 | &nbsp;&nbsp; Santander U.K. Group Holdings PLC, (fixed <br> rate to 1/11/2027, variable rate thereafter), <br> 2.469%, 1/11/2028<br>| &nbsp;&nbsp; 938546 |
| 1455000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to <br> 11/18/2030, variable rate thereafter), <br> 3.265%, 2/18/2036(c)<br>| &nbsp;&nbsp; 1347037 |
| 235000 | U.K. Gilts, 4.125%, 1/29/2027, (GBP) | &nbsp;&nbsp; 318068 |
| 7975000 | U.K. Gilts, 4.125%, 7/22/2029, (GBP) | &nbsp;&nbsp; 10845451 |
| 12340000 | U.K. Gilts, 4.250%, 7/31/2034, (GBP) | &nbsp;&nbsp; 16433739 |
|  |  | &nbsp;&nbsp; 34709605 |
|  | **United States — 10.9%** | **United States — 10.9%** |
| 1775000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer, 7.000%, 1/15/2031(c)<br>| &nbsp;&nbsp; 1841519 |
| 1155000 | &nbsp;&nbsp; Allison Transmission, Inc., <br> 3.750%, 1/30/2031(c)<br>| &nbsp;&nbsp; 1087562 |
| 965000 | &nbsp;&nbsp; American Honda Finance Corp., <br> 5.150%, 7/09/2032<br>| &nbsp;&nbsp; 991597 |
| 1070000 | &nbsp;&nbsp; Amynta Agency Borrower, Inc. & Amynta <br> Warranty Borrower, Inc., 7.500%, 7/15/2033(c)<br>| &nbsp;&nbsp; 1082516 |
| 260000 | &nbsp;&nbsp; Aptiv Swiss Holdings Ltd., 1.600%, 9/15/2028, <br> (EUR)<br>| &nbsp;&nbsp; 297699 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $425000 | Ashland, Inc., 3.375%, 9/01/2031(c) | &nbsp;&nbsp; $388748 |
| 420000 | Avantor Funding, Inc., 4.625%, 7/15/2028(c) | &nbsp;&nbsp; 417718 |
| 355000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(c) | &nbsp;&nbsp; 366482 |
| 1675000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(c) | &nbsp;&nbsp; 1742548 |
| 4174000 | Ball Corp., 5.500%, 9/15/2033 | &nbsp;&nbsp; 4254945 |
| 1030000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 3/08/2032, variable rate thereafter), <br> 3.846%, 3/08/2037<br>| &nbsp;&nbsp; 969987 |
| 1370000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 9/21/2031, variable rate thereafter), <br> 2.482%, 9/21/2036<br>| &nbsp;&nbsp; 1202263 |
| 5000 | Bausch & Lomb Corp., 8.375%, 10/01/2028(c) | &nbsp;&nbsp; 5219 |
| 2985000 | Block, Inc., 3.500%, 6/01/2031 | &nbsp;&nbsp; 2805647 |
| 1300000 | Blue Owl Finance LLC, 6.250%, 4/18/2034 | &nbsp;&nbsp; 1340553 |
| 1261000 | Boeing Co., 3.625%, 2/01/2031 | &nbsp;&nbsp; 1211307 |
| 365000 | Boeing Co., 5.150%, 5/01/2030 | &nbsp;&nbsp; 375041 |
| 899000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 917680 |
| 3350000 | Boeing Co., 5.805%, 5/01/2050 | &nbsp;&nbsp; 3295041 |
| 5145000 | Boeing Co., 6.528%, 5/01/2034 | &nbsp;&nbsp; 5692217 |
| 5085000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 5711160 |
| 115000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class E, 1 mo. <br> USD SOFR + 5.621%, 9.372%, 12/15/2038(b)(c)<br>| &nbsp;&nbsp; 113877 |
| 875000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class F, 1 mo. <br> USD SOFR + 6.870%, <br> 10.621%, 12/15/2038(b)(c)<br>| &nbsp;&nbsp; 854082 |
| 3120000 | Broadcom, Inc., 2.450%, 2/15/2031 | &nbsp;&nbsp; 2853797 |
| 2845000 | Broadcom, Inc., 2.600%, 2/15/2033 | &nbsp;&nbsp; 2505354 |
| 5095000 | Broadcom, Inc., 3.419%, 4/15/2033 | &nbsp;&nbsp; 4716262 |
| 6870000 | Broadcom, Inc., 3.469%, 4/15/2034 | &nbsp;&nbsp; 6264362 |
| 2485000 | Broadcom, Inc., 4.150%, 4/15/2032(c) | &nbsp;&nbsp; 2429942 |
| 989000 | Carnival Corp., 5.750%, 3/15/2030(c) | &nbsp;&nbsp; 1017099 |
| 4210000 | &nbsp;&nbsp; CDW LLC/CDW Finance Corp., <br> 5.550%, 8/22/2034<br>| &nbsp;&nbsp; 4289630 |
| 2385000 | Centene Corp., 2.500%, 3/01/2031 | &nbsp;&nbsp; 2059617 |
| 1480000 | Centene Corp., 3.000%, 10/15/2030 | &nbsp;&nbsp; 1323916 |
| 420000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 3.950%, 6/30/2062<br>| &nbsp;&nbsp; 252725 |
| 430000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.384%, 10/23/2035<br>| &nbsp;&nbsp; 443784 |
| 990000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.550%, 6/01/2034<br>| &nbsp;&nbsp; 1041238 |
| 490000 | &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital, 6.650%, 2/01/2034<br>| &nbsp;&nbsp; 516186 |
| 247000 | Chemours Co., 5.750%, 11/15/2028(c) | &nbsp;&nbsp; 240210 |
| 150000 | Chord Energy Corp., 6.000%, 10/01/2030(c) | &nbsp;&nbsp; 151839 |
| 2635000 | Chord Energy Corp., 6.750%, 3/15/2033(c) | &nbsp;&nbsp; 2724898 |
| 312000 | Cipher Compute LLC, 7.125%, 11/15/2030(c) | &nbsp;&nbsp; 317767 |
| 240000 | Civitas Resources, Inc., 8.375%, 7/01/2028(c) | &nbsp;&nbsp; 247294 |
| 1185000 | Civitas Resources, Inc., 8.625%, 11/01/2030(c) | &nbsp;&nbsp; 1241951 |
| 245000 | Civitas Resources, Inc., 8.750%, 7/01/2031(c) | &nbsp;&nbsp; 254163 |
| 516000 | Commercial Metals Co., 5.750%, 11/15/2033(c) | &nbsp;&nbsp; 527627 |
| 729000 | Commercial Metals Co., 6.000%, 12/15/2035(c) | &nbsp;&nbsp; 747339 |
| 3473000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 2.875%, 4/01/2032(c)<br>| &nbsp;&nbsp; 3030822 |
| 4662000 | &nbsp;&nbsp; Continental Resources, Inc., <br> 5.750%, 1/15/2031(c)<br>| &nbsp;&nbsp; 4780346 |
| 5454000 | CSC Holdings LLC, 3.375%, 2/15/2031(c) | &nbsp;&nbsp; 3302715 |
| 1995000 | CSC Holdings LLC, 4.125%, 12/01/2030(c) | &nbsp;&nbsp; 1223341 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $2395000 | CSC Holdings LLC, 4.500%, 11/15/2031(c) | &nbsp;&nbsp; $1460950 |
| 7110000 | CSC Holdings LLC, 4.625%, 12/01/2030(c) | &nbsp;&nbsp; 2539629 |
| 1850000 | CSC Holdings LLC, 5.000%, 11/15/2031(c) | &nbsp;&nbsp; 653096 |
| 5569000 | CSC Holdings LLC, 5.375%, 2/01/2028(c) | &nbsp;&nbsp; 4040453 |
| 495000 | CSC Holdings LLC, 5.750%, 1/15/2030(c) | &nbsp;&nbsp; 183016 |
| 805000 | CSC Holdings LLC, 7.500%, 4/01/2028(c) | &nbsp;&nbsp; 468913 |
| 1573000 | CSC Holdings LLC, 11.250%, 5/15/2028(c) | &nbsp;&nbsp; 1251582 |
| 940000 | &nbsp;&nbsp; DH Europe Finance II SARL, <br> 0.750%, 9/18/2031, (EUR)<br>| &nbsp;&nbsp; 969002 |
| 50000 | Dillard's, Inc., 7.000%, 12/01/2028 | &nbsp;&nbsp; 53065 |
| 8000 | Dillard's, Inc., 7.750%, 7/15/2026 | &nbsp;&nbsp; 8121 |
| 2959000 | Directv Financing LLC, 8.875%, 2/01/2030(c) | &nbsp;&nbsp; 2993899 |
| 1075000 | Directv Financing LLC, 8.875%, 2/01/2030(c) | &nbsp;&nbsp; 1089449 |
| 1630000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(c)<br>| &nbsp;&nbsp; 1665944 |
| 6065000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 3.625%, 5/15/2030<br>| &nbsp;&nbsp; 5583637 |
| 443000 | &nbsp;&nbsp; Discovery Communications LLC, <br> 6.350%, 6/01/2040<br>| &nbsp;&nbsp; 366918 |
| 6385000 | DISH DBS Corp., 5.250%, 12/01/2026(c) | &nbsp;&nbsp; 6191837 |
| 795000 | DISH DBS Corp., 5.750%, 12/01/2028(c) | &nbsp;&nbsp; 780493 |
| 2395000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 2365849 |
| 22054106 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 24387457 |
| 1707260 | &nbsp;&nbsp; EchoStar Corp., 6.750% PIK and/or 6.750% <br> Cash, 11/30/2030(g)<br>| &nbsp;&nbsp; 1749034 |
| 765000 | Entegris, Inc., 4.750%, 4/15/2029(c) | &nbsp;&nbsp; 766669 |
| 835000 | &nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, <br> 3.250%, 3/15/2031, (EUR)<br>| &nbsp;&nbsp; 968859 |
| 5170000 | Fair Isaac Corp., 6.000%, 5/15/2033(c) | &nbsp;&nbsp; 5310350 |
| 345000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 8.375%, 4/01/2032(c)<br>| &nbsp;&nbsp; 363169 |
| 235000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.125%, 5/15/2031(c)<br>| &nbsp;&nbsp; 252403 |
| 2710000 | Freeport-McMoRan, Inc., 4.375%, 8/01/2028 | &nbsp;&nbsp; 2710837 |
| 4795000 | Freeport-McMoRan, Inc., 5.400%, 11/14/2034 | &nbsp;&nbsp; 4943867 |
| 480000 | GFL Environmental, Inc., 4.375%, 8/15/2029(c) | &nbsp;&nbsp; 471997 |
| 175000 | GFL Environmental, Inc., 6.750%, 1/15/2031(c) | &nbsp;&nbsp; 183605 |
| 2945000 | &nbsp;&nbsp; Go Daddy Operating Co. LLC/GD Finance Co., <br> Inc., 3.500%, 3/01/2029(c)<br>| &nbsp;&nbsp; 2823906 |
| 580000 | &nbsp;&nbsp; Go Daddy Operating Co. LLC/GD Finance Co., <br> Inc., 5.250%, 12/01/2027(c)<br>| &nbsp;&nbsp; 581581 |
| 2440000 | HCA, Inc., 5.125%, 6/15/2039 | &nbsp;&nbsp; 2356332 |
| 1035000 | &nbsp;&nbsp; Hess Midstream Operations LP, <br> 4.250%, 2/15/2030(c)<br>| &nbsp;&nbsp; 1012319 |
| 4695000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.625%, 2/15/2032(c)<br>| &nbsp;&nbsp; 4358276 |
| 274000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(c)<br>| &nbsp;&nbsp; 275882 |
| 475000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton <br> Grand Vacations Borrower, Inc., <br> 4.875%, 7/01/2031(c)<br>| &nbsp;&nbsp; 443422 |
| 510000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton <br> Grand Vacations Borrower, Inc., <br> 6.625%, 1/15/2032(c)<br>| &nbsp;&nbsp; 522743 |
| 1235000 | Hologic, Inc., 3.250%, 2/15/2029(c) | &nbsp;&nbsp; 1217180 |
| 2025000 | Ingersoll Rand, Inc., 5.700%, 8/14/2033 | &nbsp;&nbsp; 2145482 |
| 1580000 | Iron Mountain, Inc., 4.875%, 9/15/2029(c) | &nbsp;&nbsp; 1558746 |
| 895000 | Iron Mountain, Inc., 5.250%, 7/15/2030(c) | &nbsp;&nbsp; 884175 |
| 795000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 3.750%, 12/01/2031<br>| &nbsp;&nbsp; 754942 |
| 765000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 6.750%, 3/15/2034<br>| &nbsp;&nbsp; 845172 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $1740000 | &nbsp;&nbsp; Jefferies Financial Group, Inc., <br> 6.200%, 4/14/2034<br>| &nbsp;&nbsp; $1836389 |
| 530000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.875%, 1/31/2031(c)<br>| &nbsp;&nbsp; 540984 |
| 755000 | &nbsp;&nbsp; JH North America Holdings, Inc., <br> 6.125%, 7/31/2032(c)<br>| &nbsp;&nbsp; 775051 |
| 5680000 | &nbsp;&nbsp; JPMorgan Chase & Co., Series OO, (fixed <br> rate to 4/01/2030, variable rate thereafter), <br> 6.500%(e)<br>| &nbsp;&nbsp; 5902151 |
| 545000 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, <br> 7.250%, 10/15/2032(c)<br>| &nbsp;&nbsp; 515216 |
| 225000 | &nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.875%, 5/15/2028(c)<br>| &nbsp;&nbsp; 224427 |
| 612000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(c)<br>| &nbsp;&nbsp; 584710 |
| 447000 | Matador Resources Co., 6.500%, 4/15/2032(c) | &nbsp;&nbsp; 453332 |
| 155000 | Matador Resources Co., 6.875%, 4/15/2028(c) | &nbsp;&nbsp; 158392 |
| 615000 | &nbsp;&nbsp; Medtronic Global Holdings SCA, <br> 1.125%, 3/07/2027, (EUR)<br>| &nbsp;&nbsp; 711943 |
| 230000 | &nbsp;&nbsp; Molina Healthcare, Inc., <br> 3.875%, 11/15/2030(c)<br>| &nbsp;&nbsp; 213415 |
| 795000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(c) | &nbsp;&nbsp; 722001 |
| 435000 | Molina Healthcare, Inc., 4.375%, 6/15/2028(c) | &nbsp;&nbsp; 427799 |
| 868000 | Molina Healthcare, Inc., 6.500%, 2/15/2031(c) | &nbsp;&nbsp; 891462 |
| 3655000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 9/16/2031, <br> variable rate thereafter), 2.484%, 9/16/2036<br>| &nbsp;&nbsp; 3213890 |
| 1035000 | NCL Corp. Ltd., 6.750%, 2/01/2032(c) | &nbsp;&nbsp; 1059760 |
| 20000 | NGPL PipeCo LLC, 7.768%, 12/15/2037(c) | &nbsp;&nbsp; 23215 |
| 575000 | ONEOK, Inc., 5.450%, 6/01/2047 | &nbsp;&nbsp; 528628 |
| 389000 | Osaic Holdings, Inc., 6.750%, 8/01/2032(c) | &nbsp;&nbsp; 406357 |
| 2020000 | Paychex, Inc., 5.600%, 4/15/2035 | &nbsp;&nbsp; 2115536 |
| 1285000 | &nbsp;&nbsp; PetSmart LLC/PetSmart Finance Corp., <br> 7.500%, 9/15/2032(c)<br>| &nbsp;&nbsp; 1307724 |
| 3210000 | Pilgrim's Pride Corp., 3.500%, 3/01/2032 | &nbsp;&nbsp; 2965383 |
| 315000 | Pilgrim's Pride Corp., 4.250%, 4/15/2031 | &nbsp;&nbsp; 307524 |
| 1575000 | Post Holdings, Inc., 4.500%, 9/15/2031(c) | &nbsp;&nbsp; 1493174 |
| 2165000 | &nbsp;&nbsp; Prologis Euro Finance LLC, 0.250%, 9/10/2027, <br> (EUR)<br>| &nbsp;&nbsp; 2445436 |
| 1450000 | &nbsp;&nbsp; Prologis Euro Finance LLC, 1.875%, 1/05/2029, <br> (EUR)<br>| &nbsp;&nbsp; 1655058 |
| 365000 | Prologis LP, 2.250%, 6/30/2029, (GBP) | &nbsp;&nbsp; 460573 |
| 2325000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(c) | &nbsp;&nbsp; 2420046 |
| 430000 | Realty Income Corp., 5.125%, 7/06/2034, (EUR) | &nbsp;&nbsp; 549376 |
| 1100000 | &nbsp;&nbsp; Realty Income Corp., EMTN, <br> 1.625%, 12/15/2030, (GBP)<br>| &nbsp;&nbsp; 1288802 |
| 3771000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(c)<br>| &nbsp;&nbsp; 3580922 |
| 549000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 4.000%, 10/15/2033(c)<br>| &nbsp;&nbsp; 510074 |
| 1370000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 4.250%, 7/01/2026(c)<br>| &nbsp;&nbsp; 1369818 |
| 3280000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.500%, 4/01/2028(c)<br>| &nbsp;&nbsp; 3338756 |
| 3370000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 5.625%, 9/30/2031(c)<br>| &nbsp;&nbsp; 3445208 |
| 400000 | &nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.250%, 3/15/2032(c)<br>| &nbsp;&nbsp; 413901 |
| 1690000 | Ryan Specialty LLC, 5.875%, 8/01/2032(c) | &nbsp;&nbsp; 1726788 |
| 1115000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 4.091%, 6/01/2029(c)<br>| &nbsp;&nbsp; 1092625 |
| 269000 | &nbsp;&nbsp; Sensata Technologies BV, <br> 4.000%, 4/15/2029(c)<br>| &nbsp;&nbsp; 262461 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $830000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.750%, 2/15/2031(c)<br>| &nbsp;&nbsp; $778935 |
| 220000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 4.375%, 2/15/2030(c)<br>| &nbsp;&nbsp; 214874 |
| 910000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 6.625%, 7/15/2032(c)<br>| &nbsp;&nbsp; 952836 |
| 1015000 | SM Energy Co., 6.750%, 8/01/2029(c) | &nbsp;&nbsp; 1022452 |
| 280000 | SM Energy Co., 7.000%, 8/01/2032(c) | &nbsp;&nbsp; 275259 |
| 686000 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., <br> 5.625%, 9/30/2033(c)<br>| &nbsp;&nbsp; 692033 |
| 2860000 | Synopsys, Inc., 5.700%, 4/01/2055 | &nbsp;&nbsp; 2837089 |
| 1414000 | Talen Energy Supply LLC, 6.250%, 2/01/2034(c) | &nbsp;&nbsp; 1442158 |
| 875000 | Targa Resources Corp., 6.125%, 3/15/2033 | &nbsp;&nbsp; 935968 |
| 265000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa <br> Resources Partners Finance Corp., <br> 4.000%, 1/15/2032<br>| &nbsp;&nbsp; 253133 |
| 165000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa <br> Resources Partners Finance Corp., <br> 4.875%, 2/01/2031<br>| &nbsp;&nbsp; 166009 |
| 588000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(c)<br>| &nbsp;&nbsp; 604988 |
| 725000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 766079 |
| 245000 | &nbsp;&nbsp; Thermo Fisher Scientific Finance I BV, <br> 2.000%, 10/18/2051, (EUR)<br>| &nbsp;&nbsp; 179357 |
| 100000 | &nbsp;&nbsp; Thermo Fisher Scientific, Inc., EMTN, <br> 1.500%, 10/01/2039, (EUR)<br>| &nbsp;&nbsp; 87046 |
| 2805000 | T-Mobile USA, Inc., 3.875%, 4/15/2030 | &nbsp;&nbsp; 2758367 |
| 400000 | TopBuild Corp., 4.125%, 2/15/2032(c) | &nbsp;&nbsp; 379893 |
| 1240000 | TopBuild Corp., 5.625%, 1/31/2034(c) | &nbsp;&nbsp; 1254367 |
| 405000 | TransDigm, Inc., 6.750%, 8/15/2028(c) | &nbsp;&nbsp; 412792 |
| 875000 | Travel & Leisure Co., 4.500%, 12/01/2029(c) | &nbsp;&nbsp; 856422 |
| 920000 | Travel & Leisure Co., 4.625%, 3/01/2030(c) | &nbsp;&nbsp; 897053 |
| 615000 | Travel & Leisure Co., 6.125%, 9/01/2033(c) | &nbsp;&nbsp; 624256 |
| 2980000 | TriNet Group, Inc., 3.500%, 3/01/2029(c) | &nbsp;&nbsp; 2815983 |
| 6840000 | U.S. Treasury Bonds, 3.000%, 5/15/2045 | &nbsp;&nbsp; 5264128 |
| 1198000 | U.S. Treasury Notes, 2.750%, 8/15/2032 | &nbsp;&nbsp; 1116714 |
| 4129000 | U.S. Treasury Notes, 3.500%, 11/30/2030 | &nbsp;&nbsp; 4087387 |
| 14300000 | U.S. Treasury Notes, 4.000%, 3/31/2030(h) | &nbsp;&nbsp; 14482102 |
| 1525000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.750%, 1/15/2032<br>| &nbsp;&nbsp; 1430739 |
| 1090000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(c)<br>| &nbsp;&nbsp; 1135424 |
| 651000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 3.875%, 11/01/2033(c)<br>| &nbsp;&nbsp; 558175 |
| 913000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 4.125%, 8/15/2031(c)<br>| &nbsp;&nbsp; 830805 |
| 1665000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to <br> 9/30/2029, variable rate thereafter), <br> 9.000%(c)(e)<br>| &nbsp;&nbsp; 1314902 |
| 568000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.125%, 12/15/2030(c)<br>| &nbsp;&nbsp; 578420 |
| 4126000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(c)<br>| &nbsp;&nbsp; 4226014 |
| 37000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 6/15/2034(c)<br>| &nbsp;&nbsp; 37806 |
| 1045000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.750%, 1/15/2036(c)<br>| &nbsp;&nbsp; 1070383 |
| 1778000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(c)<br>| &nbsp;&nbsp; 1921131 |
| 440000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(c)<br>| &nbsp;&nbsp; 481780 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| 3095000 | &nbsp;&nbsp; Verizon Communications, Inc., Series MPLE, <br> 2.500%, 5/16/2030, (CAD)<br>| &nbsp;&nbsp; $2162948 |
| 6939000 | &nbsp;&nbsp; Warnermedia Holdings, Inc., <br> 4.279%, 3/15/2032<br>| &nbsp;&nbsp; 6091193 |
| 360000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 4.050%, 2/01/2030<br>| &nbsp;&nbsp; 352685 |
| 475000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.250%, 2/01/2050<br>| &nbsp;&nbsp; 406624 |
| 470000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.300%, 3/01/2048<br>| &nbsp;&nbsp; 405250 |
| 150000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.450%, 4/01/2044<br>| &nbsp;&nbsp; 136659 |
| 115000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 5.500%, 8/15/2048<br>| &nbsp;&nbsp; 101166 |
| 840000 | &nbsp;&nbsp; Western Midstream Operating LP, <br> 6.150%, 4/01/2033<br>| &nbsp;&nbsp; 889446 |
| 495000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 468241 |
| 1695000 | Yum! Brands, Inc., 4.625%, 1/31/2032 | &nbsp;&nbsp; 1661090 |
|  |  | &nbsp;&nbsp; 304380758 |
|  | **Uruguay — 0.1%** | **Uruguay — 0.1%** |
| 75685000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.250%, 5/21/2031, (UYU)<br>| &nbsp;&nbsp; 1998216 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $801,951,968)<br>| &nbsp;&nbsp; 792478917 |
| **Convertible Bonds — 0.2%** | **Convertible Bonds — 0.2%** | **Convertible Bonds — 0.2%** |
|  | **United States — 0.2%** | **United States — 0.2%** |
| 1916657 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% <br> Cash, 11/30/2030(g)<br>| &nbsp;&nbsp; 6401634 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $2,035,710)<br>| &nbsp;&nbsp; 6401634 |
| **Municipals — 0.0%** | **Municipals — 0.0%** | **Municipals — 0.0%** |
|  | **United States — 0.0%** | **United States — 0.0%** |
| 115000 | &nbsp;&nbsp; Tobacco Settlement Financing Corp., <br> Series A-1, 6.706%-, 6/01/2046 <br>(Identified cost $114,991)<br>| &nbsp;&nbsp; 87046 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $804,102,669)<br>| &nbsp;&nbsp; 798967597 |
| **Senior Loans — 1.0%** | **Senior Loans — 1.0%** | **Senior Loans — 1.0%** |
|  | **Ireland — 0.1%** | **Ireland — 0.1%** |
| 1413606 | &nbsp;&nbsp; Flutter Financing BV, 2024 Term Loan B, 3 mo. <br> USD SOFR + 1.750%, 5.422%, 11/30/2030(b)(i)<br>| &nbsp;&nbsp; 1411245 |
| 477600 | &nbsp;&nbsp; Flutter Financing BV, 2025 Term Loan B, 3 mo. <br> USD SOFR + 2.000%, 5.672%, 6/04/2032(b)(i)<br>| &nbsp;&nbsp; 477600 |
|  |  | &nbsp;&nbsp; 1888845 |
|  | **United Kingdom — 0.2%** | **United Kingdom — 0.2%** |
| 1240284 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan <br> B, 2/15/2031(j)<br>| &nbsp;&nbsp; 1236414 |
| 4021530 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan <br> B, USD SOFR + 2.750%, 6.924%, 2/15/2031(b)(i)<br>| &nbsp;&nbsp; 4008983 |
|  |  | &nbsp;&nbsp; 5245397 |
|  | **United States — 0.7%** | **United States — 0.7%** |
| 600000 | &nbsp;&nbsp; Allison Transmission, Inc., 2025 Incremental <br> Term Loan B, 11/05/2032(j)<br>| &nbsp;&nbsp; 602502 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $100000 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Repriced Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.471%, 4/06/2028(b)(i)<br>| &nbsp;&nbsp; $100075 |
| 909010 | &nbsp;&nbsp; Aramark Services, Inc., 2025 Term Loan, <br> 1 mo. USD SOFR + 1.750%, <br> 5.471%, 6/22/2030(b)(i)<br>| &nbsp;&nbsp; 910919 |
| 1092240 | &nbsp;&nbsp; Asplundh Tree Expert LLC, 2024 Incremental <br> Term Loan B, 1 mo. USD SOFR + 1.750%, <br> 5.466%, 5/23/2031(b)<br>| &nbsp;&nbsp; 1096139 |
| 496388 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term <br> Loan, 1/15/2031(j)<br>| &nbsp;&nbsp; 500855 |
| 496230 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Term Loan B, <br> 1 mo. USD SOFR + 4.250%, <br> 7.966%, 1/15/2031(b)(i)<br>| &nbsp;&nbsp; 500696 |
| 203989 | &nbsp;&nbsp; Ciena Corp., 2025 Repriced Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.484%, 10/24/2030(b)(i)<br>| &nbsp;&nbsp; 204372 |
| 203459 | &nbsp;&nbsp; Citadel Securities LP, 2024 First Lien Term <br> Loan, 3 mo. USD SOFR + 2.000%, <br> 5.672%, 10/31/2031(b)(i)<br>| &nbsp;&nbsp; 204452 |
| 650000 | &nbsp;&nbsp; Clean Harbors, Inc., 2025 Term Loan, 1 mo. <br> USD SOFR + 1.500%, 5.216%, 10/08/2032(b)(i)<br>| &nbsp;&nbsp; 655415 |
| 188575 | &nbsp;&nbsp; DaVita, Inc., 2025 Term Loan B, 1 mo. USD <br> SOFR + 1.750%, 5.466%, 5/09/2031(b)(i)<br>| &nbsp;&nbsp; 189231 |
| 615350 | &nbsp;&nbsp; DK Crown Holdings, Inc., 2025 Term Loan B, <br> 1 mo. USD SOFR + 1.750%, <br> 5.534%, 3/04/2032(b)(i)<br>| &nbsp;&nbsp; 615239 |
| 1475000 | &nbsp;&nbsp; Gryphon Acquire NewCo LLC, Term Loan B, <br> 6 mo. USD SOFR + 3.000%, <br> 6.855%, 9/13/2032(b)(i)<br>| &nbsp;&nbsp; 1484381 |
| 26442 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 3.500%, 10/23/2031(k)<br>| &nbsp;&nbsp; 26507 |
| 37907 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 1 mo. USD SOFR + 3.500%, <br> 7.216%, 10/23/2031(b)(i)<br>| &nbsp;&nbsp; 38001 |
| 497136 | &nbsp;&nbsp; Hanger, Inc., 2024 Term Loan B, 1 mo. USD <br> SOFR + 3.500%, 7.216%, 10/23/2031(b)(i)<br>| &nbsp;&nbsp; 498364 |
| 746411 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 2023 <br> Term Loan B4, 1 mo. USD SOFR + 1.750%, <br> 5.477%, 11/08/2030(b)<br>| &nbsp;&nbsp; 750621 |
| 485224 | &nbsp;&nbsp; IQVIA, Inc., 2025 Incremental Term Loan B5, <br> 3 mo. USD SOFR + 1.750%, <br> 5.422%, 1/02/2031(b)(i)<br>| &nbsp;&nbsp; 487956 |
| 811036 | &nbsp;&nbsp; Kaseya, Inc., 2025 1st Lien Term Loan B, 1 mo. <br> USD SOFR + 3.000%, 6.716%, 3/20/2032(b)(i)<br>| &nbsp;&nbsp; 811149 |
| 98503 | &nbsp;&nbsp; Light & Wonder International, Inc., 2024 Term <br> Loan B2, 1 mo. USD SOFR + 2.250%, <br> 5.986%, 4/14/2029(b)(i)<br>| &nbsp;&nbsp; 98719 |
| 799820 | &nbsp;&nbsp; Novelis Corp., 2025 Term Loan B, 3 mo. USD <br> SOFR + 1.750%, 5.422%, 3/11/2032(b)(i)<br>| &nbsp;&nbsp; 802484 |
| 2077543 | &nbsp;&nbsp; NRG Energy, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 1.750%, 5.593%, 4/16/2031(b)(i)<br>| &nbsp;&nbsp; 2082384 |
| 229465 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 1st Lien Term <br> Loan B, 1 mo. USD SOFR + 2.000%, <br> 5.734%, 2/11/2028(b)(i)<br>| &nbsp;&nbsp; 229896 |
| 1028586 | &nbsp;&nbsp; Resideo Funding, Inc., 2024 M&A 1st lien <br> Term Loan B, 6 mo. USD SOFR + 2.000%, <br> 5.839%, 6/13/2031(b)(i)<br>| &nbsp;&nbsp; 1028267 |
| 152460 | &nbsp;&nbsp; Ryan Specialty Group LLC, 2024 USD Term <br> Loan B, 1 mo. USD SOFR + 2.000%, <br> 5.716%, 9/15/2031(b)(i)<br>| &nbsp;&nbsp; 152556 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **United States — continued** | **United States — continued** |
| $755000 | &nbsp;&nbsp; Solstice Advanced Materials, Inc., Term Loan <br> B, 3 mo. USD SOFR + 1.750%, <br> 5.593%, 10/29/2032(b)(i)<br>| &nbsp;&nbsp; $758307 |
| 148877 | &nbsp;&nbsp; Terex Corp., 2025 Term Loan, 1 mo. USD SOFR <br> + 1.750%, 5.466%, 10/08/2031(b)(i)<br>| &nbsp;&nbsp; 149472 |
| 2038579 | &nbsp;&nbsp; Trans Union LLC, 2024 Term Loan B8, 1 mo. <br> USD SOFR + 1.750%, 5.466%, 6/24/2031(b)(i)<br>| &nbsp;&nbsp; 2041902 |
| 270504 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2024 Term <br> Loan B, 3 mo. USD SOFR + 2.750%, <br> 6.422%, 5/06/2031(b)(i)<br>| &nbsp;&nbsp; 270618 |
| 164165 | &nbsp;&nbsp; United Rentals, Inc., 2025 Repriced Term Loan <br> B, 1 mo. USD SOFR + 1.500%, <br> 5.216%, 2/14/2031(b)(i)<br>| &nbsp;&nbsp; 164780 |
| 2048800 | &nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 2024 Term <br> Loan, 1 mo. USD SOFR + 1.750%, <br> 5.466%, 5/24/2030(b)(i)<br>| &nbsp;&nbsp; 2052365 |
|  |  | &nbsp;&nbsp; 19508624 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $26,596,159)<br>| &nbsp;&nbsp; 26642866 |
| **Collateralized Loan Obligations — 0.3%** | **Collateralized Loan Obligations — 0.3%** | **Collateralized Loan Obligations — 0.3%** |
| 450000 | &nbsp;&nbsp; Anchorage Capital CLO 6 Ltd., <br> Series 2015-6A, Class AR4, 3 mo. USD SOFR + <br> 1.370%, 5.640%, 7/22/2038(b)(c)<br>| &nbsp;&nbsp; 450934 |
| 1695000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVIII Ltd., <br> Series 2024-38A, Class A, 3 mo. USD SOFR + <br> 1.310%, 5.168%, 1/25/2038(b)(c)<br>| &nbsp;&nbsp; 1697205 |
| 455000 | &nbsp;&nbsp; Birch Grove CLO 13 Ltd., Series 2025-13A, <br> Class A1, 3 mo. USD SOFR + 1.310%, <br> 5.467%, 10/23/2038(b)(c)<br>| &nbsp;&nbsp; 456043 |
| 315000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2019-7A, Class A1R, <br> 3 mo. USD SOFR + 1.280%, <br> 5.371%, 10/19/2038(b)(c)<br>| &nbsp;&nbsp; 315882 |
| 510000 | &nbsp;&nbsp; Crown City CLO I, Series 2020-1A, <br> Class A1RR, 3 mo. USD SOFR + 1.370%, <br> 5.533%, 7/20/2038(b)(c)<br>| &nbsp;&nbsp; 510874 |
| 250000 | &nbsp;&nbsp; Diameter Capital CLO 10 Ltd., <br> Series 2025-10A, Class A, 3 mo. USD SOFR + <br> 1.310%, 5.194%, 4/20/2038(b)(c)<br>| &nbsp;&nbsp; 250474 |
| 665000 | &nbsp;&nbsp; Garnet CLO 2 Ltd., Series 2025-2A, Class A, <br> 3 mo. USD SOFR + 1.350%, <br> 5.431%, 10/20/2038(b)(c)<br>| &nbsp;&nbsp; 666323 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $380000 | &nbsp;&nbsp; Golub Capital CLO 82 B Ltd., Series 2025-82A, <br> Class A1, 3 mo. USD SOFR + 1.260%, <br> 5.226%, 10/15/2038(b)(c)<br>| &nbsp;&nbsp; $380870 |
| 305000 | &nbsp;&nbsp; Northwoods Capital 20 Ltd., Series 2019-20A, <br> Class AR2, 3 mo. USD SOFR + 1.340%, <br> 5.198%, 10/25/2038(b)(c)<br>| &nbsp;&nbsp; 305796 |
| 530000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-18A, Class A1R2, <br> 3 mo. USD SOFR + 1.370%, <br> 5.254%, 7/20/2037(b)(c)<br>| &nbsp;&nbsp; 531206 |
| 760000 | &nbsp;&nbsp; OHA Credit Funding 10-R Ltd., <br> Series 2021-10RA, Class A1, 3 mo. USD SOFR <br> + 1.260%, 5.539%, 7/18/2037(b)(c)<br>| &nbsp;&nbsp; 761106 |
| 475000 | &nbsp;&nbsp; OHA Loan Funding Ltd., Series 2015-1A, <br> Class A1R4, 3 mo. USD SOFR + 1.250%, <br> 5.134%, 10/19/2038(b)(c)<br>| &nbsp;&nbsp; 475911 |
| 565000 | &nbsp;&nbsp; Regatta 35 Funding Ltd., Series 2025-5A, <br> Class A1, 3 mo. USD SOFR + 1.290%, <br> 5.575%, 10/15/2038(b)(c)<br>| &nbsp;&nbsp; 566628 |
| 650000 | &nbsp;&nbsp; Silver Point CLO 12 Ltd., Series 2025-12A, <br> Class A1, 3 mo. USD SOFR + 1.310%, <br> 5.289%, 10/15/2038(b)(c)<br>| &nbsp;&nbsp; 651360 |
| 675000 | &nbsp;&nbsp; TPG CLO Ltd., Series 2025-1A, Class A1, 3 mo. <br> USD SOFR + 1.370%, 5.518%, 7/15/2037(b)(c)<br>| &nbsp;&nbsp; 675922 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $8,686,327)<br>| &nbsp;&nbsp; 8696534 |
| **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** |
| 28270223 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, <br> dated 12/31/2025 at 2.150% to be repurchased <br> at $28,273,600 on 1/02/2026 collateralized by <br> $28,715,700 U.S. Treasury Note, 3.750% due <br> 6/30/2027 valued at $28,835,818 including <br> accrued interest(l)<br>| &nbsp;&nbsp; 28270223 |
| 5154000 | U.S. Treasury Bills, 3.482%, 6/25/2026(m) | &nbsp;&nbsp; 5067128 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $33,336,972)<br>| &nbsp;&nbsp; 33337351 |
|  | &nbsp;&nbsp; Total Investments — 99.7% <br>(Identified Cost $2,155,393,701)<br>| &nbsp;&nbsp; 2782461247 |
|  | Other assets less liabilities — 0.3% | &nbsp;&nbsp; 9738592 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $2792199839 |

---

&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. Senior loans and collateralized loan obligations ("CLOs") are fair valued at bid prices supplied by <br> an independent pricing service, if available. Broker-dealer bid prices may be used to fair value debt, unlisted equities, senior loans and CLOs where <br> an independent pricing service is unable to price an investment or where an independent pricing service does not provide a reliable price for the <br> investment. Forward foreign currency contracts are fair valued utilizing interpolated rates determined based on information provided by an <br> independent pricing service. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but <br> prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a <br> delisting of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such <br> as market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation <br> designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or <br> other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. <br> Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to <br> determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the <br> use of fair value pricing may not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

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

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | Non-income producing security. |
| (b) | &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>|
| (c) | &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> $262,362,223 or 9.4% of net assets.<br>|
| (d) | Amount shown represents units. One unit represents a principal amount of 1,000. |
| (e) | Perpetual bond with no specified maturity date. |
| (f) | Amount shown represents units. One unit represents a principal amount of 100. |
| (g) | Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal. |
| (h) | Security (or a portion thereof) has been pledged as collateral for open derivative contracts. |
| (i) | &nbsp;&nbsp;&nbsp; Stated interest rate has been determined in accordance with the provisions of the loan agreement and is subject to a minimum benchmark floor rate <br> which may range from 0.00% to 0.50%, to which the spread is added.<br>|
| (j) | &nbsp;&nbsp;&nbsp; Position is unsettled. Contract rate was not determined at December 31, 2025 and does not take effect until settlement date. Maturity date is not <br> finalized until settlement date.<br>|
| (k) | &nbsp;&nbsp;&nbsp; Unfunded loan commitment. An unfunded loan commitment is a contractual obligation for future funding at the option of the borrower. The Fund <br> receives a stated coupon rate until the borrower draws on the loan commitment, at which time the rate will become the stated rate in the loan <br> agreement.<br>|
| (l) | &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>|
| (m) | Interest rate represents discount rate at time of purchase; not a coupon rate. |

---

------

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

---

| | |
|:---|:---|
| CPI | Consumer Price Index |
| EMTN | Euro Medium Term Note |
| GMTN | Global Medium Term Note |
| MTN | Medium Term Note |
| PIK | Payment-in-Kind |
| SOFR | Secured Overnight Financing Rate |

---

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

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi Offshore |
| COP | Colombian Peso |
| EUR | Euro |
| GBP | British Pound |
| IDR | Indonesian Rupiah |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

**Forward Foreign Currency Contracts**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| At December 31, 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 | JPY | &nbsp;&nbsp; B | &nbsp;&nbsp; 3569733000 | &nbsp;&nbsp; $23020139 | &nbsp;&nbsp; $22930918 | &nbsp;&nbsp; $(89221)<br>|
| Bank of America N.A. | 3/18/2026 | KRW | &nbsp;&nbsp; S | &nbsp;&nbsp; 14794741000 | &nbsp;&nbsp; 10108114 | &nbsp;&nbsp; 10299315 | &nbsp;&nbsp; (191201)<br>|
| Bank of America N.A. | 3/18/2026 | MXN | &nbsp;&nbsp; S | &nbsp;&nbsp; 273885000 | &nbsp;&nbsp; 14869038 | &nbsp;&nbsp; 15101893 | &nbsp;&nbsp; (232855)<br>|
| Bank of America N.A. | 3/18/2026 | ZAR | &nbsp;&nbsp; S | &nbsp;&nbsp; 39995000 | &nbsp;&nbsp; 2359611 | &nbsp;&nbsp; 2402909 | &nbsp;&nbsp; (43298)<br>|
| Deutsche Bank AG | 3/03/2026 | BRL | &nbsp;&nbsp; S | &nbsp;&nbsp; 55600000 | &nbsp;&nbsp; 10088364 | &nbsp;&nbsp; 10014384 | &nbsp;&nbsp; 73980 |
| Deutsche Bank AG | 3/17/2026 | IDR | &nbsp;&nbsp; S | &nbsp;&nbsp; 37000000000 | &nbsp;&nbsp; 2212191 | &nbsp;&nbsp; 2216984 | &nbsp;&nbsp; (4793)<br>|
| HSBC Bank USA N.A. | 3/18/2026 | AUD | &nbsp;&nbsp; S | &nbsp;&nbsp; 7703000 | &nbsp;&nbsp; 5111595 | &nbsp;&nbsp; 5141023 | &nbsp;&nbsp; (29428)<br>|
| HSBC Bank USA N.A. | 3/18/2026 | CAD | &nbsp;&nbsp; B | &nbsp;&nbsp; 9410000 | &nbsp;&nbsp; 6856445 | &nbsp;&nbsp; 6878180 | &nbsp;&nbsp; 21735 |
| HSBC Bank USA N.A. | 3/18/2026 | CAD | &nbsp;&nbsp; S | &nbsp;&nbsp; 47897000 | &nbsp;&nbsp; 34789146 | &nbsp;&nbsp; 35010012 | &nbsp;&nbsp; (220866)<br>|
| HSBC Bank USA N.A. | 3/18/2026 | CNH | &nbsp;&nbsp; B | &nbsp;&nbsp; 339154000 | &nbsp;&nbsp; 48263035 | &nbsp;&nbsp; 48825921 | &nbsp;&nbsp; 562886 |
| Morgan Stanley Capital Services LLC | 3/18/2026 | EUR | &nbsp;&nbsp; B | &nbsp;&nbsp; 75330000 | &nbsp;&nbsp; 88991698 | &nbsp;&nbsp; 88826326 | &nbsp;&nbsp; (165372)<br>|
| Morgan Stanley Capital Services LLC | 3/18/2026 | EUR | &nbsp;&nbsp; S | &nbsp;&nbsp; 2704000 | &nbsp;&nbsp; 3193348 | &nbsp;&nbsp; 3188456 | &nbsp;&nbsp; 4892 |
| Morgan Stanley Capital Services LLC | 3/18/2026 | NZD | &nbsp;&nbsp; S | &nbsp;&nbsp; 11511000 | &nbsp;&nbsp; 6672903 | &nbsp;&nbsp; 6645383 | &nbsp;&nbsp; 27520 |
| Royal Bank of Canada | 3/18/2026 | GBP | &nbsp;&nbsp; S | &nbsp;&nbsp; 8142000 | &nbsp;&nbsp; 10882931 | &nbsp;&nbsp; 10973002 | &nbsp;&nbsp; (90071)<br>|
| UBS AG | 3/18/2026 | COP | &nbsp;&nbsp; S | &nbsp;&nbsp; 25969789000 | &nbsp;&nbsp; 6626636 | &nbsp;&nbsp; 6708458 | &nbsp;&nbsp; (81822)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; $(457914)<br>|

---

&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>|
| HSBC Bank USA N.A. | 3/18/2026 | NOK | &nbsp;&nbsp;&nbsp; 30959000 | EUR | &nbsp;&nbsp;&nbsp; 2615267 | &nbsp;&nbsp;&nbsp; $3083824 | &nbsp;&nbsp;&nbsp; $13227 |

---

------

**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 10 Year U.S. Treasury Notes Futures | 3/20/2026 | 521 | &nbsp;&nbsp;&nbsp; $59044451 | &nbsp;&nbsp;&nbsp; $58579938 | &nbsp;&nbsp;&nbsp; $(464513)<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 3/31/2026 | 144 | &nbsp;&nbsp;&nbsp; 30076987 | &nbsp;&nbsp;&nbsp; 30065625 | &nbsp;&nbsp;&nbsp; (11362)<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 3/31/2026 | 2150 | &nbsp;&nbsp;&nbsp; 235458063 | &nbsp;&nbsp;&nbsp; 235005079 | &nbsp;&nbsp;&nbsp; (452984)<br>|
| Eurex 10 Year Euro BUND Futures | 3/06/2026 | 204 | &nbsp;&nbsp;&nbsp; 30819008 | &nbsp;&nbsp;&nbsp; 30583734 | &nbsp;&nbsp;&nbsp; (235274)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $(1164133)<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 | 136 | &nbsp;&nbsp;&nbsp; $15944494 | &nbsp;&nbsp;&nbsp; $15720750 | &nbsp;&nbsp;&nbsp; $223744 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 3/20/2026 | 78 | &nbsp;&nbsp;&nbsp; 9426649 | &nbsp;&nbsp;&nbsp; 9204000 | &nbsp;&nbsp;&nbsp; 222649 |
| Ultra 10 Year U.S. Treasury Notes Futures | 3/20/2026 | 780 | &nbsp;&nbsp;&nbsp; 90406630 | &nbsp;&nbsp;&nbsp; 89712188 | &nbsp;&nbsp;&nbsp; 694442 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $1140835 |

---

**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 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Canada | $39986202 | $— | $— | $39986202 |
| &nbsp;&nbsp;&nbsp; France |  | 21307354 |  | 21307354 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Description | Level 1 | Level 2 | Level 3 | Total |
| &nbsp;&nbsp;&nbsp; Japan | $— | $48757889 | $— | $48757889 |
| &nbsp;&nbsp;&nbsp; Netherlands |  | 80671779 |  | 80671779 |
| &nbsp;&nbsp;&nbsp; Sweden |  | 60958299 |  | 60958299 |
| &nbsp;&nbsp;&nbsp; Taiwan |  | 98019568 |  | 98019568 |
| &nbsp;&nbsp;&nbsp; United Kingdom |  | 76169275 |  | 76169275 |
| &nbsp;&nbsp;&nbsp; United States | 1443669285 | 45277248 |  | 1488946533 |
| Total Common Stocks | 1483655487 | 431161412 |  | 1914816899 |
| Bonds and Notes(a) |  | 798967597 |  | 798967597 |
| Collateralized Loan Obligations |  | 8696534 |  | 8696534 |
| Senior Loans(a) |  | 26642866 |  | 26642866 |
| Short-Term Investments |  | 33337351 |  | 33337351 |
| Total Investments | 1483655487 | 1298805760 |  | 2782461247 |
| Forward Foreign Currency Contracts (unrealized appreciation) |  | 704240 |  | 704240 |
| Futures Contracts (unrealized appreciation) | 1140835 |  |  | 1140835 |
| Total | $1484796322 | $1299510000 | $— | $2784306322 |

---

&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) | $— | $(1148927)<br>| $— | $(1148927)<br>|
| Futures Contracts (unrealized depreciation) | (1164133)<br>|  |  | (1164133)<br>|
| Total | $(1164133)<br>| $(1148927)<br>| $— | $(2313060)<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 | 73.5<br> %<br>|
| Euro | 6.8 |
| British Pound | 3.9 |
| New Taiwan Dollar | 3.5 |
| Canadian Dollar | 2.7 |
| Japanese Yen | 2.6 |
| Swedish Krona | 2.3 |
| Other, less than 2% each | 4.4 |
| Total Investments | 99.7 |
| Other assets less liabilities (including forward foreign currency and futures contracts) | 0.3 |
| Net Assets | 100.0<br> %<br>|

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 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:** $2798910394.60

**Total Liabilities:** $6952773.89

**Net Assets:** $2791957620.71

**Cash Not Reported:** $2276290.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -760.66000000 | **1-Year:** -16395.49000000 | **5-Year:** -89579.62000000 | **10-Year:** -58105.37000000 | **30-Year:** -11938.43000000

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

- **3-Month:** -845.99000000 | **1-Year:** -18673.68000000 | **5-Year:** -57004.04000000 | **10-Year:** -35527.85000000 | **30-Year:** -7973.78000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018226 | 1.33%                | 0.33%                | 1.14%                |
| Class ID C000027670 | 1.32%                | 0.33%                | 1.14%                |
| Class ID C000027671 | 1.27%                | 0.27%                | 1.06%                |
| Class ID C000182249 | 1.33%                | 0.37%                | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $33016562.13             | $3557801.92                                |
| Month 2  | $8605615.65              | $-1293770.05                               |
| Month 3  | $24455077.48             | $2622610.32                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1180000 | PA      | $1157273.20   | 0.04%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      855000 | PA      | $895351.10    | 0.03%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Adobe Inc                                               | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       23561 | NS      | $8246114.39   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3245000 | PA      | $2996171.68   | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      389000 | PA      | $406357.11    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                              | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      286498 | NS      | $38883508.56  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA 2015-2A PTT                                  | Air Canada 2015-2 Class A Pass Through Trust                                    | CUSIP: 009088AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      268114 | PA      | $262896.35    | 0.01%             | 2027-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                                 | Air Canada 2017-1 Class AA Pass Through Trust                                   | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      574232 | PA      | $545778.79    | 0.02%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1841518.87   | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                        | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1087561.72   | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | ALLISON TRANSMISSION INC 2025 INCREMENTAL TERM LOAN B                           | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      600000 | PA      | $602502.00    | 0.02%             | 2032-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      290927 | NS      | $91060151.00  | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      366675 | NS      | $84635923.50  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      860000 | PA      | $809869.20    | 0.03%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      965000 | PA      | $991597.31    | 0.04%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                     | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1082515.79   | 0.04%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 6 Ltd                                                     | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $450933.75    | 0.02%             | 2038-07-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1461936.20   | 0.05%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1290371.53   | 0.05%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2990000 | PA      | $2900710.65   | 0.10%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1204530.80   | 0.04%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      755000 | PA      | $738205.18    | 0.03%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      305000 | PA      | $322716.93    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      510000 | PA      | $549348.03    | 0.02%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc 2025 Repriced Term Loan                                    | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      100000 | PA      | $100075.00    | 0.00%             | 2028-04-06      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                    | ARAMARK SERVICES INC 2025 TERM LOAN                                             | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      909010 | PA      | $910919.07    | 0.03%             | 2030-06-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                           | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      920000 | PA      | $1005644.56   | 0.04%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1973000 | PA      | $1467912.00   | 0.05%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                               | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      886872 | NS      | $42095259.74  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHLAND INC                                             | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |      425000 | PA      | $388748.20    | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                           | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1092240 | PA      | $1096139.30   | 0.04%             | 2031-05-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      420000 | PA      | $417717.94    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      355000 | PA      | $366482.12    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1742547.99   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $113877.13    | 0.00%             | 2038-12-15      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $854081.81    | 0.03%             | 2038-12-15      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     4174000 | PA      | $4254944.67   | 0.15%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $915474.25    | 0.03%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                   | Banco Santander Chile                                                           | CUSIP: 05970FAD3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     2525000 | PA      | $2356203.75   | 0.08%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     1213000 | PA      | $1218458.50   | 0.04%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1202263.32   | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $969987.21    | 0.03%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $5218.75      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1385000 | PA      | $1239575.00   | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2835000 | PA      | $2080741.90   | 0.07%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                         | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1695000 | PA      | $1697205.20   | 0.06%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 13 Ltd                                                          | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      455000 | PA      | $456043.41    | 0.02%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                           | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       68712 | NS      | $73545202.08  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL FINANCE LLC                                    | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1340553.49   | 0.05%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      899000 | PA      | $917679.51    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3295041.21   | 0.12%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      365000 | PA      | $375041.20    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1211306.93   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5145000 | PA      | $5692216.85   | 0.20%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5085000 | PA      | $5711159.83   | 0.20%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                           | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     8755000 | PA      | $8674016.25   | 0.31%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                           | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4475000 | PA      | $4521987.50   | 0.16%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                           | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2190000 | PA      | $2210579.19   | 0.08%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2429941.82   | 0.09%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $2853796.83   | 0.10%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2505354.43   | 0.09%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6870000 | PA      | $6264362.03   | 0.22%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5095000 | PA      | $4716262.00   | 0.17%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                  | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     1015000 | PA      | $1011425.43   | 0.04%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                 | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     1735000 | PA      | $1520835.90   | 0.05%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                | Brookfield Renewable Partners ULC                                               | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |     2715000 | PA      | $2023367.82   | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       74167 | NS      | $7631042.63   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4289630.17   | 0.15%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                 | CGI Inc                                                                         | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      432900 | NS      | $39986202.32  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                                | CK Hutchison International 19 Ltd                                               | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |     1350000 | PA      | $1325980.77   | 0.05%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5569000 | PA      | $4040453.18   | 0.14%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      805000 | PA      | $468912.50    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      495000 | PA      | $183016.10    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1223340.78   | 0.04%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     7110000 | PA      | $2539628.79   | 0.09%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5454000 | PA      | $3302714.97   | 0.12%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $1460950.00   | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $653095.58    | 0.02%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1251581.52   | 0.04%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CT TRUST                                                | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1050000 | PA      | $1009774.50   | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    16995000 | PA      | $12310246.62  | 0.44%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                         | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1461000 | PA      | $1062845.43   | 0.04%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      989000 | PA      | $1017099.47   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      810000 | PA      | $807535.49    | 0.03%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1323916.18   | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2385000 | PA      | $2059617.26   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXIA ENERGIA                                            | Axia Energia                                                                    | CUSIP: 15236FAB6<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |      650000 | PA      | $628009.53    | 0.02%             | 2030-02-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $443783.93    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $252725.45    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $516185.78    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      990000 | PA      | $1041237.95   | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      247000 | PA      | $240210.03    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                            | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      805000 | PA      | $721320.25    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                              | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      231553 | NS      | $8567461.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                       | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |      203989 | PA      | $204372.16    | 0.01%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-VII Ltd                                                       | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      315000 | PA      | $315882.00    | 0.01%             | 2038-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $317766.67    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      203459 | PA      | $204451.54    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247294.32    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      245000 | PA      | $254163.31    | 0.01%             | 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        |     1185000 | PA      | $1241951.10   | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                       | Clean Harbors Inc 2025 Term Loan                                                | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      650000 | PA      | $655414.50    | 0.02%             | 2032-10-08      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                  | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     1775000 | PA      | $1680361.97   | 0.06%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                               | Colbun SA                                                                       | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2550000 | PA      | $2553187.50   | 0.09%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3920000 | PA      | $3394720.00   | 0.12%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1080000 | PA      | $1125360.00   | 0.04%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      355000 | PA      | $369963.25    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      516000 | PA      | $527626.54    | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      729000 | PA      | $747338.63    | 0.03%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     4662000 | PA      | $4780345.66   | 0.17%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     3473000 | PA      | $3030822.43   | 0.11%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1960000 | PA      | $1860073.32   | 0.07%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       51217 | NS      | $44166467.78  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      990000 | PA      | $1044267.35   | 0.04%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2960000 | PA      | $2746205.77   | 0.10%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                        | Crown City CLO I                                                                | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $510873.63    | 0.02%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                             | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      125220 | NS      | $63918549.00  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                            | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      203103 | NS      | $46494338.76  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                              | DaVita Inc 2025 Term Loan B                                                     | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |      188575 | PA      | $189231.23    | 0.01%             | 2031-05-09      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAE6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      260000 | PA      | $297699.31    | 0.01%             | 2028-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                      | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1420000 | PA      | $1235667.36   | 0.04%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 10 Ltd                                                     | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250474.50    | 0.01%             | 2038-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                            | Dillard's Inc                                                                   | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8120.56      | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                            | Dillard's Inc                                                                   | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53065.00     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1089448.86   | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1665944.40   | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                    | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      443000 | PA      | $366917.74    | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     6065000 | PA      | $5583636.72   | 0.20%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2365848.59   | 0.08%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6385000 | PA      | $6191837.09   | 0.22%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $780493.19    | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2959000 | PA      | $2993898.51   | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PAJ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      216667 | PA      | $223307.50    | 0.01%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      490000 | PA      | $495306.70    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      845000 | PA      | $866201.05    | 0.03%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1890000 | PA      | $1843222.50   | 0.07%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1005000 | PA      | $966006.00    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $73980.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |           1 | NC      | $13226.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-232854.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-81821.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-220866.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-29428.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4792.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-191201.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CNH / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $562885.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-89221.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $13438.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $-165372.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-43297.85    | -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      | $-90071.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $14081.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |           1 | NC      | $21735.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $4892.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                        | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1410000 | PA      | $1315248.76   | 0.05%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                          | EDP Finance BV                                                                  | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |     3590000 | PA      | $3417823.60   | 0.12%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1707260 | PA      | $1749034.24   | 0.06%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1916657 | PA      | $6401634.38   | 0.23%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    22054106 | PA      | $24387456.66  | 0.87%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     1085000 | PA      | $1160841.50   | 0.04%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      253000 | PA      | $232079.43    | 0.01%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                          | Empresa Nacional de Telecomunicaciones SA                                       | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      595000 | PA      | $531658.80    | 0.02%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                | Empresas Publicas de Medellin ESP                                               | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1300000 | PA      | $1221545.00   | 0.04%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                    | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4770000 | PA      | $3428853.45   | 0.12%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                        | Enbridge Gas Inc                                                                | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |     4695000 | PA      | $3363105.24   | 0.12%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                           | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |      525000 | PA      | $532350.53    | 0.02%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                          | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1075000 | PA      | $1144681.50   | 0.04%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      765000 | PA      | $766669.24    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                             | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     2790000 | PA      | $2358063.47   | 0.08%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                  | Export-Import Bank of India                                                     | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2790000 | PA      | $2515731.84   | 0.09%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     5170000 | PA      | $5310349.99   | 0.19%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      235000 | PA      | $252403.40    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      345000 | PA      | $363169.36    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     4795000 | PA      | $4943866.53   | 0.18%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2710836.85   | 0.10%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      480000 | PA      | $471997.01    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $183605.10    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2 Ltd                                                                | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      665000 | PA      | $666322.69    | 0.02%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $6218000.30   | 0.22%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    14450000 | PA      | $15097240.64  | 0.54%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $581580.50    | 0.02%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2823906.31   | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       62761 | NS      | $55166919.00  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital CLO 82 B Ltd                                                      | CUSIP: 38181TAA5<br>LEI: 254900OT2T9188HTIC06 | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $380869.63    | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                              | Gryphon Acquire Newco LLC Term Loan B                                           | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1475000 | PA      | $1484381.00   | 0.05%             | 2032-09-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2356332.38   | 0.08%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                     | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       28269 | NS      | $21307353.73  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanger Inc                                              | Hanger Inc 2024 Term Loan B                                                     | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      497136 | PA      | $498364.42    | 0.02%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                              | Hanger Inc 2024 Delayed Draw Term Loan                                          | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |       64349 | PA      | $64508.14     | 0.00%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1012318.80   | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     4695000 | PA      | $4358275.54   | 0.16%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      274000 | PA      | $275881.79    | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $522743.37    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $443422.24    | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      746411 | PA      | $750621.20    | 0.03%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      226639 | NS      | $65102052.75  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1217180.20   | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      167146 | NS      | $57514938.60  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                 | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2345000 | PA      | $2415350.00   | 0.09%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc 2025 Incremental Term Loan B5                                         | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |      485224 | PA      | $487955.88    | 0.02%             | 2031-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                      | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2145481.77   | 0.08%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                             | CUSIP: 459058JY0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    10030000 | PA      | $7263136.21   | 0.26%             | 2026-07-22      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $200096.33    | 0.01%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2225000 | PA      | $2448429.16   | 0.09%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1580000 | PA      | $1558746.05   | 0.06%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      895000 | PA      | $884174.80    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                               | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     1210000 | PA      | $1248372.73   | 0.04%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      795000 | PA      | $754942.07    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      530000 | PA      | $540984.25    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      755000 | PA      | $775050.53    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      176680 | NS      | $56929829.60  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      765000 | PA      | $845172.16    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1836389.44   | 0.07%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5902151.39   | 0.21%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       34637 | NS      | $42086725.96  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                   | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      165502 | NS      | $45277248.08  | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      811036 | PA      | $811149.14    | 0.03%             | 2032-03-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                                | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |      840000 | PA      | $763035.17    | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                 | Kingpin Intermediate Holdings LLC                                               | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      545000 | PA      | $515216.13    | 0.02%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224426.90    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $4521939.35   | 0.16%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       65000 | PA      | $68113.27     | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      135000 | PA      | $144378.98    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     6939000 | PA      | $6091192.98   | 0.22%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      612000 | PA      | $584709.71    | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      141558 | NS      | $80812631.04  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      155000 | PA      | $158392.33    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      447000 | PA      | $453331.71    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                        | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       42228 | NS      | $58873855.32  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       40000 | PA      | $40852.00     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      125000 | PA      | $131187.54    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                  | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2020000 | PA      | $1809243.30   | 0.06%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      435000 | PA      | $427798.81    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      230000 | PA      | $213414.94    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      795000 | PA      | $722000.95    | 0.03%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      868000 | PA      | $891462.01    | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3655000 | PA      | $3213890.40   | 0.12%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1035000 | PA      | $1059759.63   | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |       20000 | PA      | $23214.75     | 0.00%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     2077543 | PA      | $2082383.51   | 0.07%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                           | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     1281261 | NS      | $48757889.16  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd                               | Northwoods Capital 20 Ltd                                                       | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      305000 | PA      | $305796.08    | 0.01%             | 2038-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                     | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |      799820 | PA      | $802483.55    | 0.03%             | 2032-03-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      713433 | NS      | $133055254.50 | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3310000 | PA      | $3566690.50   | 0.13%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                 | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      604019 | NS      | $55092572.99  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-18 Ltd                                                             | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      530000 | PA      | $531205.75    | 0.02%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2015-1 Ltd                                                     | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |      475000 | PA      | $475910.58    | 0.02%             | 2038-10-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 10-R Ltd                                                     | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      760000 | PA      | $761105.80    | 0.03%             | 2037-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2724898.30   | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                               | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151839.45    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19715.04     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4825000 | PA      | $4595350.02   | 0.16%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       75000 | PA      | $72465.24     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      650000 | PA      | $661820.90    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      575000 | PA      | $528627.96    | 0.02%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                | Ontario Power Generation Inc                                                    | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |     4670000 | PA      | $3365952.13   | 0.12%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      655000 | PA      | $621614.78    | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3170000 | PA      | $3029953.65   | 0.11%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     1994000 | NS      | $98019567.69  | 3.51%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                          | CUSIP: 699149AC4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      183000 | PA      | $183457.50    | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                          | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1220000 | PA      | $1236470.00   | 0.04%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       97406 | NS      | $85615977.76  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     2020000 | PA      | $2115535.86   | 0.08%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1307724.45   | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $2965382.75   | 0.11%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      315000 | PA      | $307524.35    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1493173.84   | 0.05%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                  | Power Finance Corp Ltd                                                          | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     1250000 | PA      | $1216462.50   | 0.04%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      148787 | NS      | $33881775.64  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                     | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      365000 | PA      | $460572.85    | 0.02%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2350000 | PA      | $2378880.54   | 0.09%             | 2033-09-08      | Fixed         | 4.50%                 | 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        |     3771000 | PA      | $3580921.99   | 0.13%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2420046.00   | 0.09%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                 | Regatta 35 Funding Ltd                                                          | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      565000 | PA      | $566627.71    | 0.02%             | 2038-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     1028586 | PA      | $1028267.09   | 0.04%             | 2031-06-13      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                     | Resideo Funding Inc 2024 1st Lien Term Loan B                                   | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      229465 | PA      | $229896.45    | 0.01%             | 2028-02-11      | Floating      | 5.73%                 | 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        |      549000 | PA      | $510073.76    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                  | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      107664 | NS      | $47924476.32  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3280000 | PA      | $3338755.92   | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1370000 | PA      | $1369817.78   | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      400000 | PA      | $413900.90    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3370000 | PA      | $3445207.58   | 0.12%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                | Ryan Specialty Group LLC 2024 USD Term Loan B                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      152460 | PA      | $152556.05    | 0.01%             | 2031-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1726787.72   | 0.06%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK hynix Inc                                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $208813.05    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      163925 | NS      | $85665565.75  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SK TELECOM CO LTD                                       | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |      140000 | PA      | $145198.65    | 0.01%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1022452.35   | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      280000 | PA      | $275259.21    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       42567 | NS      | $11276423.97  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      955000 | PA      | $938546.17    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                    | Light and Wonder International Inc 2024 Term Loan B2                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |       98503 | PA      | $98718.82     | 0.00%             | 2029-04-14      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1115000 | PA      | $1092624.85   | 0.04%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      269000 | PA      | $262461.42    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      220000 | PA      | $214873.98    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      830000 | PA      | $778935.08    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      910000 | PA      | $952835.65    | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 12 Ltd                                                         | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $651360.45    | 0.02%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      870000 | PA      | $942331.80    | 0.03%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      990000 | PA      | $1002899.70   | 0.04%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                         | Solstice Advanced Materials Inc Term Loan B                                     | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |      755000 | PA      | $758306.90    | 0.03%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      686000 | PA      | $692032.75    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6640000 | PA      | $5597460.11   | 0.20%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    17435000 | PA      | $18722400.40  | 0.67%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     2985000 | PA      | $2805646.57   | 0.10%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                          | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1455000 | PA      | $1347036.66   | 0.05%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    28270223 | PA      | $28270222.87  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1277940.68   | 0.05%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                   | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     2470000 | PA      | $2448708.60   | 0.09%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      550000 | PA      | $518974.48    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1185000 | PA      | $1060028.47   | 0.04%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2515000 | PA      | $2380481.96   | 0.09%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2837089.23   | 0.10%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      725000 | PA      | $766079.11    | 0.03%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2758366.68   | 0.10%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TPG CLO Ltd                                             | TPG CLO 2025-1 Ltd                                                              | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      675000 | PA      | $675922.05    | 0.02%             | 2037-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1442158.25   | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $166008.76    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $253133.30    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      875000 | PA      | $935967.57    | 0.03%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      588000 | PA      | $604988.50    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                            | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     1690000 | PA      | $1765392.64   | 0.06%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                       | Terex Corporation 2025 Term Loan                                                | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |      148877 | PA      | $149472.38    | 0.01%             | 2031-10-08      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                   | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2892471.33   | 0.10%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    11096000 | PA      | $8390846.02   | 0.30%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      510000 | PA      | $515763.67    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     3170000 | PA      | $3650065.09   | 0.13%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     4415000 | PA      | $4856623.62   | 0.17%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1430000 | PA      | $1500796.65   | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     5445000 | PA      | $5647687.29   | 0.20%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                    | TOBACCO SETTLEMENT FING CORP VA                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      115000 | PA      | $87045.80     | 0.00%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      400000 | PA      | $379893.23    | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1254367.27   | 0.04%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                         | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     2038579 | PA      | $2041902.03   | 0.07%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      405000 | PA      | $412792.20    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                   | Transportadora de Gas del Peru SA                                               | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |      630000 | PA      | $628989.73    | 0.02%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      875000 | PA      | $856422.18    | 0.03%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                             | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      615000 | PA      | $624255.75    | 0.02%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     2980000 | PA      | $2815983.48   | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      270504 | PA      | $270617.71    | 0.01%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                | Turk Telekomunikasyon AS                                                        | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     1050000 | PA      | $1072932.00   | 0.04%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                    | TC Ziraat Bankasi AS                                                            | CUSIP: 90014TAG6<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     1120000 | PA      | $1121880.48   | 0.04%             | 2026-03-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      690000 | PA      | $700738.47    | 0.03%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1460000 | PA      | $1484075.40   | 0.05%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      830000 | PA      | $889954.20    | 0.03%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $840934.25    | 0.03%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2055000 | PA      | $1909865.79   | 0.07%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2335000 | PA      | $2205407.50   | 0.08%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1645000 | PA      | $1422102.50   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      610000 | PA      | $585600.00    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8735000 | PA      | $8874760.00   | 0.32%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      550000 | PA      | $557150.00    | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1430000 | PA      | $1469196.30   | 0.05%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1430738.53   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1135423.58   | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                      | United Rentals Inc 2025 Repriced Term Loan B                                    | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |      164165 | PA      | $164780.18    | 0.01%             | 2031-02-14      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                             | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5154000 | PA      | $5067128.09   | 0.18%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6840000 | PA      | $5264128.16   | 0.19%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1198000 | PA      | $1116713.83   | 0.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14300000 | PA      | $14482101.63  | 0.52%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4129000 | PA      | $4087387.44   | 0.15%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       41915 | NS      | $13836560.65  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                           | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    75685000 | PA      | $1998215.78   | 0.07%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1921130.78   | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      440000 | PA      | $481779.53    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     4126000 | PA      | $4226014.36   | 0.15%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1070383.41   | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      568000 | PA      | $578419.64    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37805.96     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      913000 | PA      | $830805.25    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      651000 | PA      | $558175.10    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1314901.62   | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3095000 | PA      | $2162948.49   | 0.08%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      150000 | PA      | $136658.69    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      470000 | PA      | $405250.35    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      115000 | PA      | $101166.27    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      475000 | PA      | $406623.82    | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      360000 | PA      | $352684.86    | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      840000 | PA      | $889446.41    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                            | Wyndham Hotels & Resorts Inc 2024 Term Loan                                     | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     2048800 | PA      | $2052364.91   | 0.07%             | 2030-05-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                             | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      920000 | PA      | $897053.08    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      495000 | PA      | $468241.09    | 0.02%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                 | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1661090.07   | 0.06%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406588.00    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      265000 | PA      | $267435.35    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      340000 | PA      | $335978.31    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      690000 | PA      | $674775.36    | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 29559900000 | PA      | $7733693.64   | 0.28%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       74868 | NS      | $80671779.16  | 2.89%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                              | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    10000000 | PA      | $330573.37    | 0.01%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      196000 | PA      | $161037.87    | 0.01%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    37055000 | PA      | $2240880.87   | 0.08%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   148389600 | PA      | $8211344.42   | 0.29%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                 | Norway Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    16500000 | PA      | $1631066.23   | 0.06%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                         | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      770000 | PA      | $891684.51    | 0.03%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                              | Singapore Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     8755000 | PA      | $6827267.85   | 0.24%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                                | Fonterra Co-operative Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |     4200000 | PA      | $2795694.79   | 0.10%             | 2026-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                 | Norway Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    33750000 | PA      | $3268014.51   | 0.12%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                                | Fonterra Co-operative Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |      700000 | PA      | $460763.82    | 0.02%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                   | Naturgy Finance Iberia SA                                                       | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $803903.46    | 0.03%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    13140000 | PA      | $7461951.86   | 0.27%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     1415000 | PA      | $1427425.70   | 0.05%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                   | Japanese Government CPI Linked Bond                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1112819400 | PA      | $7221611.09   | 0.26%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                               | Prologis Euro Finance LLC                                                       | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     1450000 | PA      | $1655058.19   | 0.06%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                | Medtronic Global Holdings SCA                                                   | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      615000 | PA      | $711942.91    | 0.03%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9770000 | PA      | $2465372.76   | 0.09%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38112000000 | PA      | $2405463.23   | 0.09%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                   | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     2165000 | PA      | $2445436.17   | 0.09%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                    | DH Europe Finance II Sarl                                                       | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      940000 | PA      | $969001.70    | 0.03%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     5520000 | PA      | $2811514.41   | 0.10%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87046.37     | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1061113.41   | 0.04%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    43401000 | PA      | $6977299.76   | 0.25%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    10135000 | PA      | $5556832.40   | 0.20%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     2365000 | PA      | $2646853.20   | 0.09%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                 | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    40955000 | PA      | $3942738.94   | 0.14%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5914000 | PA      | $1422604.02   | 0.05%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1100000 | PA      | $1288802.44   | 0.05%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     3700000 | PA      | $4049871.39   | 0.15%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11413150000 | PA      | $7288713.06   | 0.26%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     3245000 | PA      | $3273628.12   | 0.12%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      280000 | PA      | $289193.75    | 0.01%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                 | Thermo Fisher Scientific Finance I BV                                           | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      245000 | PA      | $179357.27    | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                  | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1905000 | PA      | $2070093.21   | 0.07%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      955000 | PA      | $960602.33    | 0.03%             | 2034-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9404000 | PA      | $2341915.80   | 0.08%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1405000 | PA      | $1313780.45   | 0.05%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      430000 | PA      | $549376.03    | 0.02%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3868290000 | PA      | $2749035.58   | 0.10%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    25149000 | PA      | $3772176.93   | 0.14%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   899000000 | PA      | $3898517.17   | 0.14%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4378000 | PA      | $2806983.35   | 0.10%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3129530000 | PA      | $2105738.87   | 0.08%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      835000 | PA      | $968858.94    | 0.03%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      990000 | PA      | $1181809.53   | 0.04%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                        | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2055000 | PA      | $2415497.26   | 0.09%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7315000 | PA      | $8679321.49   | 0.31%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    11720000 | PA      | $3269332.75   | 0.12%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   774000000 | PA      | $4422977.15   | 0.16%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1403000 | PA      | $1629019.92   | 0.06%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7628470000 | PA      | $5168433.39   | 0.19%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1216350000 | PA      | $7533154.36   | 0.27%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1460000 | PA      | $1725074.41   | 0.06%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         204 | NC      | $-235274.43   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -136 | NC      | $223743.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         521 | NC      | $-464512.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -78 | NC      | $222649.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2150 | NC      | $-452983.93   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         144 | NC      | $-11362.17    | -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        |        -780 | NC      | $694442.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                         | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      283269 | NS      | $34074015.46  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    62982200 | PA      | $3492937.03   | 0.13%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                   | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      615350 | PA      | $615239.24    | 0.02%             | 2032-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      235000 | PA      | $318068.08    | 0.01%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                          | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     3424130 | NS      | $60958298.87  | 2.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                 | Norway Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    19765000 | PA      | $1753359.42   | 0.06%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4430000 | PA      | $2646504.49   | 0.09%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $2315353.17   | 0.08%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                            | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1600000 | PA      | $1754710.85   | 0.06%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7975000 | PA      | $10845450.46  | 0.39%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    12340000 | PA      | $16433738.82  | 0.59%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   101590000 | PA      | $6382901.66   | 0.23%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2485000000 | PA      | $2743640.38   | 0.10%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      496230 | PA      | $500695.92    | 0.02%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                               | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      496388 | PA      | $500855.01    | 0.02%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $521395.08    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      975000 | PA      | $1014097.50   | 0.04%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                               | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      110634 | NS      | $47173231.26  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      119506 | NS      | $46511735.20  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ORSTED A/S                                              | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2055000 | PA      | $2682582.70   | 0.10%             | 2027-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     1413606 | PA      | $1411244.83   | 0.05%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      477600 | PA      | $477600.00    | 0.02%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SIGMA FINANCE NL                                        | Sigma Finance Netherlands BV                                                    | CUSIP: 000000000<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |     2090000 | PA      | $2109634.11   | 0.08%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      855000 | PA      | $865778.99    | 0.03%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                               | Colbun SA                                                                       | CUSIP: 000000000<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2580000 | PA      | $2434052.50   | 0.09%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                          | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     2690000 | PA      | $2530601.09   | 0.09%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                                | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 000000000<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |     1515000 | PA      | $1376188.43   | 0.05%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    55444500 | PA      | $2885515.59   | 0.10%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    92526100 | PA      | $5185418.01   | 0.19%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                    | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     6104643 | PA      | $6085597.00   | 0.22%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                       | Bharti Airtel Ltd                                                               | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     2940000 | PA      | $2782245.33   | 0.10%             | 2031-06-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer