# EDGAR Filing Document

**Accession Number:** 0000356349
**File Stem:** 0002071691-26-000413
**Filing Date:** 2026-1
**Character Count:** 766216
**Document Hash:** c5d2dc2c27a1affcd8fcf120da28e884
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-000413.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0002071691-26-000413

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XIII
- **CENTRAL INDEX KEY:** 0000356349

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03327
- **FILM NUMBER:** 26554593

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT SECURITIES FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT GUARANTEED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19910522

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORKING CAPITAL TRUST
- **DATE OF NAME CHANGE:** 19840529

## Series and Classes Contracts Data

### MFS Diversified Income Fund (Series ID: S000012219)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000033358 | A            | DIFAX           |
| C000033359 | C            | DIFCX           |
| C000033360 | I            | DIFIX           |
| C000068409 | R1           | DIFDX           |
| C000068410 | R2           | DIFEX           |
| C000068411 | R3           | DIFFX           |
| C000068412 | R4           | DIFGX           |
| C000117928 | R6           | DIFHX           |

## Nport-Ex

DIF-Q3

![](img419f15ad1.gif)

**Quarterly Report**

November 30, 2025

MFS<sup>®</sup> Diversified <br>Income Fund

![](imgf5520cd02.gif)

------

**Portfolio of Investments**

11/30/25 (unaudited)

The Portfolio of Investments is a complete list of all securities owned by your fund. It is categorized by broad-based asset classes.

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 42.4%  | Bonds – 42.4%  | Bonds – 42.4%  |
| Aerospace & Defense – 0.3% | Aerospace & Defense – 0.3% | Aerospace & Defense – 0.3% |
| Boeing Co., 2.196%, 2/04/2026  | $478000 | &nbsp;&nbsp;&nbsp; $476077 |
| Boeing Co., 5.15%, 5/01/2030  | 561000 | &nbsp;&nbsp;&nbsp; 578212 |
| Boeing Co., 5.805%, 5/01/2050  | 2114000 | &nbsp;&nbsp;&nbsp; 2105232 |
| Czechoslovak Group A.S., 6.5%, 1/10/2031 (n) | 403000 | &nbsp;&nbsp;&nbsp; 414860 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 324000 | &nbsp;&nbsp;&nbsp; 343596 |
| L3Harris Technologies, Inc., 5.4%, 1/15/2027  | 493000 | &nbsp;&nbsp;&nbsp; 500393 |
| L3Harris Technologies, Inc., 5.4%, 7/31/2033  | 1188000 | &nbsp;&nbsp;&nbsp; 1248271 |
|  |  | &nbsp;&nbsp;&nbsp; $5666641 |
| Asset-Backed & Securitized – 1.3% | Asset-Backed & Securitized – 1.3% | Asset-Backed & Securitized – 1.3% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.106%, 11/15/2054 (i) | $6359174 | &nbsp;&nbsp;&nbsp; $229070 |
| ACREC 2021-FL1 Ltd., "A", FLR, 5.227% ((SOFR - 1mo. + 0.11448%) + 1.15%), 10/16/2036 (n) | 352259 | &nbsp;&nbsp;&nbsp; 352260 |
| ACREC 2023-FL2 LLC, "A", FLR, 6.189% (SOFR - 1mo. + 2.23%), 2/19/2038 (n) | 371031 | &nbsp;&nbsp;&nbsp; 371833 |
| Alinea CLO Ltd., 2018-1A, "AR", FLR, 4.784% (SOFR - 3mo. + 0.9%), 7/20/2031 (n) | 16020 | &nbsp;&nbsp;&nbsp; 16023 |
| AmeriCredit Automobile Receivables Trust, 2024-1, "A2-B", FLR, 4.736% (SOFR - 1mo. + 0.6%), 2/18/2028  | 58783 | &nbsp;&nbsp;&nbsp; 58798 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | 774732 | &nbsp;&nbsp;&nbsp; 782195 |
| Arbor Realty Trust, Inc., CLO, 2021-FL4, "AS", FLR, 5.773% ((SOFR - 1mo. + 0.11448%) + 1.7%), 11/15/2036 (n) | 484000 | &nbsp;&nbsp;&nbsp; 484058 |
| ARDN Mortgage Trust, 2025-ARCP, "A", FLR, 5.709% (SOFR - 1mo. + 1.75%), 6/15/2035 (n) | 1097000 | &nbsp;&nbsp;&nbsp; 1099057 |
| AREIT 2022-CRE6 Trust, "AS", FLR, 5.755% (SOFR - 30 day + 1.65%), 1/20/2037 (n) | 946500 | &nbsp;&nbsp;&nbsp; 943152 |
| AREIT 2023-CRE8 Trust, "A", FLR, 6.074% (SOFR - 1mo. + 2.1118%), 8/17/2041 (n) | 343349 | &nbsp;&nbsp;&nbsp; 343748 |
| ARI Fleet Lease Trust, 2023-A, "A2", 5.41%, 2/17/2032 (n) | 27642 | &nbsp;&nbsp;&nbsp; 27669 |
| ARI Fleet Lease Trust, 2023-B, "A2", 6.05%, 7/15/2032 (n) | 105343 | &nbsp;&nbsp;&nbsp; 106158 |
| Babson CLO Ltd., 2021-3A, "B1R", FLR, 5.514% (SOFR - 3mo. + 1.63%), 1/18/2035 (n) | 900000 | &nbsp;&nbsp;&nbsp; 900028 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.679%, 2/15/2054 (i) | 3377113 | &nbsp;&nbsp;&nbsp; 211456 |
| BBCMS Mortgage Trust, 2022-C18, "XA", 0.656%, 12/15/2055 (i) | 4163305 | &nbsp;&nbsp;&nbsp; 139111 |
| BDS 2024-FL13 Ltd., "A", FLR, 5.535% (SOFR - 1mo. + 1.5762%), 9/19/2039 (n) | 365500 | &nbsp;&nbsp;&nbsp; 366288 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.248%, 3/15/2054 (i) | 6623606 | &nbsp;&nbsp;&nbsp; 256298 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.956%, 6/15/2054 (i) | 6297973 | &nbsp;&nbsp;&nbsp; 204855 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.349%, 7/15/2054 (i) | 7358042 | &nbsp;&nbsp;&nbsp; 349828 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.808%, 7/15/2055 (i) | 6957692 | &nbsp;&nbsp;&nbsp; 274114 |
| Bridgecrest Lending Auto Securitization Trust, 2025-1, "A2", 4.71%, 9/15/2027  | 166949 | &nbsp;&nbsp;&nbsp; 167017 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | 185307 | &nbsp;&nbsp;&nbsp; 189336 |
| Chesapeake Funding II LLC, 2023-2A, "A2", FLR, 5.242% (SOFR - 30 day + 1.1%), 10/15/2035 (n) | 444180 | &nbsp;&nbsp;&nbsp; 445986 |
| Citigroup Commercial Mortgage Trust, 2019-XA, "C7", 0.944%, 12/15/2072 (i)(n) | 8460006 | &nbsp;&nbsp;&nbsp; 241392 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | 622178 | &nbsp;&nbsp;&nbsp; 624565 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.868%, 4/15/2054 (i) | 4773739 | &nbsp;&nbsp;&nbsp; 136497 |
| Commercial Mortgage Pass-Through Certificates, 2022-BN43, "XA", 1.068%, 8/15/2055 (i) | 7881506 | &nbsp;&nbsp;&nbsp; 384377 |
| Commercial Mortgage Pass-Through Certificates, 2024-CBM, "A2", 5.867%, 12/10/2041 (n) | 201342 | &nbsp;&nbsp;&nbsp; 205731 |
| ELM Trust, 2024-ELM, "A10", 5.994%, 6/10/2039 (n) | 1030787 | &nbsp;&nbsp;&nbsp; 1036918 |
| EQT Trust, 2024-EXTR, "B", 5.655%, 7/05/2041 (n) | 234585 | &nbsp;&nbsp;&nbsp; 239936 |
| KREF 2018-FT1 Ltd., "A", FLR, 5.147% ((SOFR - 1mo. + 0.11448%) + 1.07%), 2/15/2039 (n) | 232952 | &nbsp;&nbsp;&nbsp; 232813 |
| KREF 2018-FT1 Ltd., "AS", FLR, 5.377% ((SOFR - 1mo. + 0.11448%) + 1.3%), 2/15/2039 (n) | 526000 | &nbsp;&nbsp;&nbsp; 523238 |
| LoanCore 2021-CRE5 Ltd., "AS", FLR, 5.823% ((SOFR - 1mo. + 0.11448%) + 1.75%), 7/15/2036 (n) | 509984 | &nbsp;&nbsp;&nbsp; 510054 |
| MF1 2024-FL5 LLC, "A", FLR, 5.651% (SOFR - 1mo. + 1.688%), 8/18/2041 (n) | 1151000 | &nbsp;&nbsp;&nbsp; 1154292 |
| MF1 2020-FL4 Ltd., "A", FLR, 5.773% ((SOFR - 1mo. + 0.11448%) + 1.7%), 12/15/2035 (n) | 229066 | &nbsp;&nbsp;&nbsp; 229201 |
| MF1 2021-FL5 Ltd., "AS", FLR, 5.273% ((SOFR - 1mo. + 0.11448%) + 1.2%), 7/15/2036 (n) | 40694 | &nbsp;&nbsp;&nbsp; 40693 |
| MF1 2021-FL5 Ltd., "B", FLR, 5.523% ((SOFR - 1mo. + 0.11448%) + 1.45%), 7/15/2036 (n) | 1241000 | &nbsp;&nbsp;&nbsp; 1238662 |
| MF1 2021-FL7 Ltd., "A", FLR, 5.153% ((SOFR - 1mo. + 0.11448%) + 1.08%), 10/16/2036 (n) | 354608 | &nbsp;&nbsp;&nbsp; 354481 |
| MF1 2022-FL8 Ltd., "A", FLR, 5.309% (SOFR - 1mo. + 1.35%), 2/19/2037 (n) | 929162 | &nbsp;&nbsp;&nbsp; 929158 |
| Morgan Stanley Capital I Trust, 2018-H4, "XA", 0.967%, 12/15/2051 (i) | 8708890 | &nbsp;&nbsp;&nbsp; 177746 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.385%, 5/15/2054 (i) | 2634174 | &nbsp;&nbsp;&nbsp; 115235 |
| Morgan Stanley Residential Mortgage Loan Trust, 2024-NQM3, "A1", 5.044%, 7/25/2069 (n) | 300727 | &nbsp;&nbsp;&nbsp; 300127 |
| Morgan Stanley Residential Mortgage Loan Trust, 2025-NQM3, "A1", 5.53%, 5/25/2070 (n) | 347687 | &nbsp;&nbsp;&nbsp; 349569 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | 249341 | &nbsp;&nbsp;&nbsp; 250841 |
| OBX Trust, 2024-NQM1, "A2", 6.253%, 11/25/2063 (n) | 67302 | &nbsp;&nbsp;&nbsp; 67704 |
| OBX Trust, 2024-NQM15, "A1", 5.316%, 10/25/2064 (n) | 175487 | &nbsp;&nbsp;&nbsp; 176065 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| OBX Trust, 2024-NQM16, "A1", 5.53%, 10/25/2064 (n) | $327832 | &nbsp;&nbsp;&nbsp; $329932 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | 311880 | &nbsp;&nbsp;&nbsp; 315240 |
| OBX Trust, 2025-NQM8, "A1", 5.472%, 3/25/2065 (n) | 299484 | &nbsp;&nbsp;&nbsp; 301438 |
| Palmer Square Loan Funding, 2025-2A Ltd., "A2", FLR, 5.688% (SOFR - 3mo. + 1.4%), 7/15/2033 (n) | 1225000 | &nbsp;&nbsp;&nbsp; 1223650 |
| PFS Financing Corp., 2023-C, "B", 5.91%, 10/15/2028 (n) | 208000 | &nbsp;&nbsp;&nbsp; 210452 |
| PFS Financing Corp., 2025-A, "A", FLR, 4.792% (SOFR - 1mo. + 0.65%), 1/15/2029 (n) | 692000 | &nbsp;&nbsp;&nbsp; 693150 |
| Provident Funding Mortgage Trust, 2024-1, "A3", 5.5%, 12/25/2054 (n) | 375735 | &nbsp;&nbsp;&nbsp; 377966 |
| Provident Funding Mortgage Trust, 2025-3, "A4", 5.5%, 8/25/2055 (n) | 1071344 | &nbsp;&nbsp;&nbsp; 1078096 |
| RCKT Trust, 2025-1A,"A", 4.9%, 7/25/2034 (n) | 163647 | &nbsp;&nbsp;&nbsp; 164045 |
| ReadyCap Commercial Mortgage Trust, 2021-FL7, "A", FLR, 5.269% ((SOFR - 1mo. + 0.11448%) + <br> 1.2%), 11/25/2036 (n)<br>| 66433 | &nbsp;&nbsp;&nbsp; 66404 |
| ReadyCap Commercial Mortgage Trust, 2021-FL7, "AS", FLR, 5.569% ((SOFR - 1mo. + 0.11448%) + <br> 1.5%), 11/25/2036 (n)<br>| 109000 | &nbsp;&nbsp;&nbsp; 109004 |
| SBNA Auto Receivables Trust, 2025-SF1, "B", 5.12%, 3/17/2031 (n) | 65173 | &nbsp;&nbsp;&nbsp; 65220 |
| Shackleton 2019-14A CLO Ltd., "BRR", FLR, 5.434% (SOFR - 3mo. + 1.55%), 7/20/2034 (n) | 948207 | &nbsp;&nbsp;&nbsp; 948162 |
| Verus Securitization Trust, 2024-1, "A2", 5.915%, 1/25/2069 (n) | 151157 | &nbsp;&nbsp;&nbsp; 151725 |
| Virginia Power Fuel Securitization LLC, 5.088%, 5/01/2027  | 226541 | &nbsp;&nbsp;&nbsp; 228140 |
| Wells Fargo Commercial Mortgage Trust, 2018-C48, "XA", 1.099%, 1/15/2052 (i)(n) | 4835371 | &nbsp;&nbsp;&nbsp; 108781 |
|  |  | &nbsp;&nbsp;&nbsp; $24209038 |
| Automotive – 0.2% | Automotive – 0.2% | Automotive – 0.2% |
| Cummins, Inc., 5.45%, 2/20/2054  | $638000 | &nbsp;&nbsp;&nbsp; $638064 |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026  | 1166000 | &nbsp;&nbsp;&nbsp; 1177950 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 1018000 | &nbsp;&nbsp;&nbsp; 1090203 |
| Hyundai Capital America, 4.5%, 9/18/2030 (n) | 199000 | &nbsp;&nbsp;&nbsp; 199274 |
| Volkswagen Group of America Finance LLC, 4.45%, 9/11/2027 (n) | 404000 | &nbsp;&nbsp;&nbsp; 405092 |
|  |  | &nbsp;&nbsp;&nbsp; $3510583 |
| Broadcasting – 0.3% | Broadcasting – 0.3% | Broadcasting – 0.3% |
| Prosus N.V., 4.193%, 1/19/2032 (n) | $881000 | &nbsp;&nbsp;&nbsp; $846712 |
| Prosus N.V., 4.027%, 8/03/2050 (n) | 1149000 | &nbsp;&nbsp;&nbsp; 805763 |
| Walt Disney Co., 3.5%, 5/13/2040  | 1283000 | &nbsp;&nbsp;&nbsp; 1085171 |
| Walt Disney Co., 3.8%, 5/13/2060  | 1364000 | &nbsp;&nbsp;&nbsp; 1023825 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | 588000 | &nbsp;&nbsp;&nbsp; 562933 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 781000 | &nbsp;&nbsp;&nbsp; 744432 |
|  |  | &nbsp;&nbsp;&nbsp; $5068836 |
| Brokerage & Asset Managers – 0.5% | Brokerage & Asset Managers – 0.5% | Brokerage & Asset Managers – 0.5% |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034  | $812000 | &nbsp;&nbsp;&nbsp; $888758 |
| Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036  | 977000 | &nbsp;&nbsp;&nbsp; 978771 |
| Citadel Securities Global Holdings LLC, 5.5%, 6/18/2030 (n) | 893000 | &nbsp;&nbsp;&nbsp; 917187 |
| LPL Holdings, Inc., 4.625%, 11/15/2027 (n) | 440000 | &nbsp;&nbsp;&nbsp; 439906 |
| LPL Holdings, Inc., 4.375%, 5/15/2031 (n) | 1273000 | &nbsp;&nbsp;&nbsp; 1238262 |
| LPL Holdings, Inc., 5.65%, 3/15/2035  | 902000 | &nbsp;&nbsp;&nbsp; 924671 |
| LSEGA Financing PLC, 2%, 4/06/2028 (n) | 1950000 | &nbsp;&nbsp;&nbsp; 1862303 |
| The Carlyle Group, Inc., 5.05%, 9/19/2035  | 1745000 | &nbsp;&nbsp;&nbsp; 1719799 |
|  |  | &nbsp;&nbsp;&nbsp; $8969657 |
| Building – 0.2% | Building – 0.2% | Building – 0.2% |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $1585000 | &nbsp;&nbsp;&nbsp; $1608066 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 565000 | &nbsp;&nbsp;&nbsp; 572614 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 516000 | &nbsp;&nbsp;&nbsp; 528942 |
| Vulcan Materials Co., 3.5%, 6/01/2030  | 532000 | &nbsp;&nbsp;&nbsp; 516759 |
| Vulcan Materials Co., 4.5%, 6/15/2047  | 419000 | &nbsp;&nbsp;&nbsp; 367653 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 581000 | &nbsp;&nbsp;&nbsp; 592209 |
|  |  | &nbsp;&nbsp;&nbsp; $4186243 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Business Services – 0.2% | Business Services – 0.2% | Business Services – 0.2% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $716000 | &nbsp;&nbsp;&nbsp; $717732 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | 478000 | &nbsp;&nbsp;&nbsp; 474520 |
| Fiserv, Inc., 4.4%, 7/01/2049  | 1026000 | &nbsp;&nbsp;&nbsp; 817476 |
| Mastercard, Inc., 4.35%, 1/15/2032  | 447000 | &nbsp;&nbsp;&nbsp; 451388 |
| Mastercard, Inc., 3.85%, 3/26/2050  | 977000 | &nbsp;&nbsp;&nbsp; 783664 |
| Paychex, Inc., 5.1%, 4/15/2030  | 372000 | &nbsp;&nbsp;&nbsp; 382296 |
| Paychex, Inc., 5.35%, 4/15/2032  | 818000 | &nbsp;&nbsp;&nbsp; 850702 |
|  |  | &nbsp;&nbsp;&nbsp; $4477778 |
| Cable TV – 0.3% | Cable TV – 0.3% | Cable TV – 0.3% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.1%, 6/01/2029  | $410000 | &nbsp;&nbsp;&nbsp; $427518 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035  | 504000 | &nbsp;&nbsp;&nbsp; 520757 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 5.375%, 5/01/2047  | 853000 | &nbsp;&nbsp;&nbsp; 715505 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.7%, 12/01/2055  | 459000 | &nbsp;&nbsp;&nbsp; 447308 |
| Comcast Corp., 5.35%, 5/15/2053  | 1348000 | &nbsp;&nbsp;&nbsp; 1242642 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | 1061000 | &nbsp;&nbsp;&nbsp; 1034165 |
| Videotron Ltd., 5.7%, 1/15/2035 (n) | 1077000 | &nbsp;&nbsp;&nbsp; 1109369 |
|  |  | &nbsp;&nbsp;&nbsp; $5497264 |
| Chemicals – 0.1% | Chemicals – 0.1% | Chemicals – 0.1% |
| Maxam Prill S.à r.l., 7.75%, 7/15/2030 (n) | $705000 | &nbsp;&nbsp;&nbsp; $718041 |
| Momentive Performance Materials, Inc., 4.125%, 10/22/2028 (n) | 913000 | &nbsp;&nbsp;&nbsp; 910070 |
|  |  | &nbsp;&nbsp;&nbsp; $1628111 |
| Computer Software – 0.2% | Computer Software – 0.2% | Computer Software – 0.2% |
| JSC Kaspi, 6.25%, 3/26/2030 (n) | $1064000 | &nbsp;&nbsp;&nbsp; $1091153 |
| Microsoft Corp., 2.525%, 6/01/2050  | 1429000 | &nbsp;&nbsp;&nbsp; 903350 |
| Microsoft Corp., 2.5%, 9/15/2050  | 1594000 | &nbsp;&nbsp;&nbsp; 1001404 |
| Oracle Corp., 4.8%, 9/26/2032  | 524000 | &nbsp;&nbsp;&nbsp; 515147 |
| Oracle Corp., 4%, 7/15/2046  | 811000 | &nbsp;&nbsp;&nbsp; 592150 |
|  |  | &nbsp;&nbsp;&nbsp; $4103204 |
| Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% | Computer Software - Systems – 0.1% |
| Apple, Inc., 2.65%, 5/11/2050  | $1640000 | &nbsp;&nbsp;&nbsp; $1055794 |
| Conglomerates – 0.3% | Conglomerates – 0.3% | Conglomerates – 0.3% |
| nVent Finance S.à r.l., 5.65%, 5/15/2033  | $952000 | &nbsp;&nbsp;&nbsp; $997630 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 1122000 | &nbsp;&nbsp;&nbsp; 1161262 |
| Regal Rexnord Corp., 6.3%, 2/15/2030  | 724000 | &nbsp;&nbsp;&nbsp; 769151 |
| Westinghouse Air Brake Technologies Corp., 4.7%, 9/15/2028  | 1231000 | &nbsp;&nbsp;&nbsp; 1245993 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | 599000 | &nbsp;&nbsp;&nbsp; 635785 |
|  |  | &nbsp;&nbsp;&nbsp; $4809821 |
| Consumer Products – 0.1% | Consumer Products – 0.1% | Consumer Products – 0.1% |
| Haleon US Capital LLC, 3.625%, 3/24/2032  | $935000 | &nbsp;&nbsp;&nbsp; $891533 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | 662000 | &nbsp;&nbsp;&nbsp; 682655 |
| Mattel, Inc., 3.75%, 4/01/2029 (n) | 482000 | &nbsp;&nbsp;&nbsp; 470407 |
|  |  | &nbsp;&nbsp;&nbsp; $2044595 |
| Consumer Services – 0.2% | Consumer Services – 0.2% | Consumer Services – 0.2% |
| CBRE Group, Inc., 5.95%, 8/15/2034  | $959000 | &nbsp;&nbsp;&nbsp; $1033219 |
| Meituan, 4.5%, 5/05/2031 (n) | 786000 | &nbsp;&nbsp;&nbsp; 780507 |
| Rentokil Terminix LLC, 5%, 4/28/2030 (n) | 1156000 | &nbsp;&nbsp;&nbsp; 1179607 |
|  |  | &nbsp;&nbsp;&nbsp; $2993333 |
| Containers – 0.1% | Containers – 0.1% | Containers – 0.1% |
| San Miguel Industrias PET S.A., 3.75%, 8/02/2028 (n)  | $2000000 | &nbsp;&nbsp;&nbsp; $1903680 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |
| Arrow Electronics, Inc., 5.875%, 4/10/2034  | $1106000 | &nbsp;&nbsp;&nbsp; $1156337 |
| Electronics – 0.1% | Electronics – 0.1% | Electronics – 0.1% |
| Broadcom, Inc., 5.05%, 7/12/2029  | $702000 | &nbsp;&nbsp;&nbsp; $725391 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 850000 | &nbsp;&nbsp;&nbsp; 885133 |
| Broadcom, Inc., 4.8%, 2/15/2036  | 576000 | &nbsp;&nbsp;&nbsp; 577354 |
| Intel Corp., 5.7%, 2/10/2053  | 488000 | &nbsp;&nbsp;&nbsp; 467798 |
|  |  | &nbsp;&nbsp;&nbsp; $2655676 |
| Emerging Market Quasi-Sovereign – 3.5% | Emerging Market Quasi-Sovereign – 3.5% | Emerging Market Quasi-Sovereign – 3.5% |
| Abu Dhabi Crude Oil Pipeline, 4.6%, 11/02/2047  | $870000 | &nbsp;&nbsp;&nbsp; $815693 |
| Abu Dhabi Developmental Holding Co. PJSC, 4.5%, 5/06/2030 (n) | 645000 | &nbsp;&nbsp;&nbsp; 651707 |
| Abu Dhabi Developmental Holding Co. PJSC, 4.375%, 10/02/2031 (n) | 677000 | &nbsp;&nbsp;&nbsp; 677280 |
| Abu Dhabi Developmental Holding Co. PJSC, 5.5%, 5/08/2034 (n) | 1214000 | &nbsp;&nbsp;&nbsp; 1287631 |
| Abu Dhabi Developmental Holding Co. PJSC, 5%, 5/06/2035 (n) | 864000 | &nbsp;&nbsp;&nbsp; 882014 |
| Abu Dhabi Developmental Holding Co. PJSC, 5.25%, 10/02/2054 (n) | 718000 | &nbsp;&nbsp;&nbsp; 708506 |
| Abu Dhabi National Energy Co. PJSC, 4.696%, 4/24/2033 (n) | 1147000 | &nbsp;&nbsp;&nbsp; 1159099 |
| Abu Dhabi National Energy Co. PJSC, 4.75%, 3/09/2037 (n) | 549000 | &nbsp;&nbsp;&nbsp; 543173 |
| Al Jawaher Assets Company SPC (Sultanate of Oman), 4.662%, 10/29/2030 (n) | 803000 | &nbsp;&nbsp;&nbsp; 797492 |
| Avilease Capital Ltd. (Kingdom of Saudi Arabia), 4.75%, 11/12/2030 (n) | 1002000 | &nbsp;&nbsp;&nbsp; 996478 |
| Baiterek National Managing Holding JSC (Republic of Kazakhstan), 5.45%, 5/08/2028 (n) | 640000 | &nbsp;&nbsp;&nbsp; 649376 |
| Baiterek National Managing Holding JSC (Republic of Kazakhstan), 4.65%, 10/01/2030 (n) | 1077000 | &nbsp;&nbsp;&nbsp; 1067324 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.375%, 5/22/2033 (n) | 1041000 | &nbsp;&nbsp;&nbsp; 1080651 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 4.25%, 3/18/2037  | 844000 | &nbsp;&nbsp;&nbsp; 1002649 |
| Bulgarian Energy Holding EAD, 2.45%, 7/22/2028  | 1054000 | &nbsp;&nbsp;&nbsp; 1177962 |
| Bulgarian Energy Holding EAD, 4.25%, 6/19/2030  | 515000 | &nbsp;&nbsp;&nbsp; 596972 |
| Chile Electricity Lux MPC II S.à r.l., 6.01%, 1/20/2033 (n) | $428705 | &nbsp;&nbsp;&nbsp; 449081 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | 664703 | &nbsp;&nbsp;&nbsp; 684644 |
| Chile Electricity Lux MPC II S.à r.l., 5.672%, 10/20/2035 (n) | 708736 | &nbsp;&nbsp;&nbsp; 732124 |
| Codelco, Inc. (Republic of Chile), 6.33%, 1/13/2035 (n) | 720000 | &nbsp;&nbsp;&nbsp; 768492 |
| Codelco, Inc. (Republic of Chile), 6.44%, 1/26/2036 (n) | 597000 | &nbsp;&nbsp;&nbsp; 647571 |
| Codelco, Inc. (Republic of Chile), 6.78%, 1/13/2055 (n) | 817000 | &nbsp;&nbsp;&nbsp; 880971 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.95%, 4/30/2029 (n) | 1013000 | &nbsp;&nbsp;&nbsp; 1051038 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | 423000 | &nbsp;&nbsp;&nbsp; 433596 |
| DAE Sukuk (DIFC) Ltd. (United Arab Emirates), 4.5%, 10/16/2030 (n) | 735000 | &nbsp;&nbsp;&nbsp; 729335 |
| Development Bank of Kazakhstan JSC, 5.5%, 4/15/2027 (n) | 911000 | &nbsp;&nbsp;&nbsp; 921752 |
| Development Bank of Kazakhstan JSC, 5.25%, 10/23/2029 (n) | 672000 | &nbsp;&nbsp;&nbsp; 688083 |
| Development Bank of Kazakhstan JSC, 5.625%, 4/07/2030 (n) | 592000 | &nbsp;&nbsp;&nbsp; 611897 |
| DP World Crescent Ltd. (United Arab Emirates), 5.5%, 5/08/2035 (n) | 1123000 | &nbsp;&nbsp;&nbsp; 1163630 |
| Dua Capital Ltd. (Federation of Malaysia), 2.78%, 5/11/2031  | 878000 | &nbsp;&nbsp;&nbsp; 814064 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.25%, 11/06/2029  | 624000 | &nbsp;&nbsp;&nbsp; 632994 |
| Empresa Nacional del Petroleo (Republic of Chile), 6.15%, 5/10/2033 (n) | 432000 | &nbsp;&nbsp;&nbsp; 456326 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.95%, 7/30/2034 (n) | 487000 | &nbsp;&nbsp;&nbsp; 508201 |
| Empresa Nacional del Petroleo (Republic of Chile), 4.5%, 9/14/2047  | 895000 | &nbsp;&nbsp;&nbsp; 750547 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028 (n) | 684000 | &nbsp;&nbsp;&nbsp; 706474 |
| Export-Import Bank of India, 5.5%, 1/18/2033 (n) | 2154000 | &nbsp;&nbsp;&nbsp; 2271537 |
| Export-Import Bank of India, 5.5%, 1/13/2035 (n) | 1099000 | &nbsp;&nbsp;&nbsp; 1154426 |
| Grupo Energia Bogota S.A. ESP (Republic of Colombia), 5.75%, 10/22/2035 (n) | 687000 | &nbsp;&nbsp;&nbsp; 685695 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031 (n) | 1354000 | &nbsp;&nbsp;&nbsp; 1247458 |
| JSCB Agrobank (Republic of Uzbekistan), 9.25%, 10/02/2029 (n) | 399000 | &nbsp;&nbsp;&nbsp; 429599 |
| Ma'aden Sukuk Ltd. (Kingdom of Saudi Arabia), 5.25%, 2/13/2030 (n) | 1287000 | &nbsp;&nbsp;&nbsp; 1320139 |
| Ma'aden Sukuk Ltd. (Kingdom of Saudi Arabia), 5.5%, 2/13/2035 (n) | 581000 | &nbsp;&nbsp;&nbsp; 605820 |
| Magyar Export-Import Bank PLC (Republic of Hungary), 6.125%, 12/04/2027 (n) | 798000 | &nbsp;&nbsp;&nbsp; 821977 |
| Magyar Fejlesztesi Bank Zrt. (Republic of Hungary), 4.375%, 6/27/2030  | 523000 | &nbsp;&nbsp;&nbsp; 624569 |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag (Republic of Hungary), 6.5%, 3/13/2031  | $852000 | &nbsp;&nbsp;&nbsp; 903668 |
| National Bank of Uzbekistan, 8.5%, 7/05/2029  | 668000 | &nbsp;&nbsp;&nbsp; 710992 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.75%, 5/14/2030 (n) | 1234000 | &nbsp;&nbsp;&nbsp; 1291478 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.95%, 10/17/2031 (n) | 752000 | &nbsp;&nbsp;&nbsp; 799623 |
| OCP S.A. (Kingdom of Morocco), 6.1%, 4/30/2030 (n) | 582000 | &nbsp;&nbsp;&nbsp; 606694 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Quasi-Sovereign – continued | Emerging Market Quasi-Sovereign – continued | Emerging Market Quasi-Sovereign – continued |
| OCP S.A. (Kingdom of Morocco), 6.75%, 5/02/2034 (n) | $1309000 | &nbsp;&nbsp;&nbsp; $1407771 |
| OCP S.A. (Kingdom of Morocco), 6.7%, 3/01/2036 (n) | 723000 | &nbsp;&nbsp;&nbsp; 771585 |
| OCP S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | 1376000 | &nbsp;&nbsp;&nbsp; 1138817 |
| OCP S.A. (Kingdom of Morocco), 7.5%, 5/02/2054 (n) | 1481000 | &nbsp;&nbsp;&nbsp; 1641872 |
| Ooredoo International Finance Ltd. (State of Qatar), 4.625%, 10/10/2034 (n) | 662000 | &nbsp;&nbsp;&nbsp; 665396 |
| Petroleos Mexicanos, 6.7%, 2/16/2032  | 313000 | &nbsp;&nbsp;&nbsp; 310281 |
| Petroleos Mexicanos, 6.75%, 9/21/2047  | 1119000 | &nbsp;&nbsp;&nbsp; 910580 |
| Petroleos Mexicanos, 6.35%, 2/12/2048  | 1147000 | &nbsp;&nbsp;&nbsp; 895988 |
| Petroleos Mexicanos, 7.69%, 1/23/2050  | 1840000 | &nbsp;&nbsp;&nbsp; 1642336 |
| Petroleos Mexicanos, 6.95%, 1/28/2060  | 739000 | &nbsp;&nbsp;&nbsp; 595926 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 4.95%, 1/03/2031 (n) | 1199000 | &nbsp;&nbsp;&nbsp; 1243767 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.34%, 4/03/2035 (n) | 1187000 | &nbsp;&nbsp;&nbsp; 1244091 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.848%, 4/03/2055 (n) | 580000 | &nbsp;&nbsp;&nbsp; 616822 |
| PT Pertamina Hulu Energi (Republic of Indonesia), 5.25%, 5/21/2030 (n) | 858000 | &nbsp;&nbsp;&nbsp; 875290 |
| QNB Finance Ltd. (State of Qatar), 2.75%, 2/12/2027  | 1129000 | &nbsp;&nbsp;&nbsp; 1108913 |
| REC Ltd. (Republic of India), 4.75%, 9/27/2029 (n) | 918000 | &nbsp;&nbsp;&nbsp; 930827 |
| Republic of El Salvador, 8.65%, 1/24/2033 (n) | 330000 | &nbsp;&nbsp;&nbsp; 352935 |
| SA Global Sukuk Ltd. (Kingdom of Saudi Arabia), 4.125%, 9/17/2030 (n) | 1023000 | &nbsp;&nbsp;&nbsp; 1007790 |
| Saudi Arabian Oil Co., 5.25%, 7/17/2034 (n) | 405000 | &nbsp;&nbsp;&nbsp; 417734 |
| Saudi Arabian Oil Co., 5.75%, 7/17/2054 (n) | 638000 | &nbsp;&nbsp;&nbsp; 631716 |
| Saudi Arabian Oil Co., 6.375%, 6/02/2055 (n) | 893000 | &nbsp;&nbsp;&nbsp; 952032 |
| T.C. Ziraat Bankasi A.S. (Republic of Turkey), 7.25%, 2/04/2030 (n) | 586000 | &nbsp;&nbsp;&nbsp; 606354 |
| Telecommunications Co. (Republic of Serbia), 7%, 10/28/2029 (n) | 886000 | &nbsp;&nbsp;&nbsp; 889354 |
| Turk Telekomunikasyon A.S. (Republic of Turkey), 6.95%, 10/07/2032 (n) | 456000 | &nbsp;&nbsp;&nbsp; 462845 |
| Turkiye Ihracat Kredi Bankasi A.S., 6.875%, 7/03/2028 (n) | 433000 | &nbsp;&nbsp;&nbsp; 446008 |
| Turkiye Vakiflar Bankasi T.A.O., 6.875%, 1/07/2030 (n) | 712000 | &nbsp;&nbsp;&nbsp; 726662 |
| Uzbek Industrial & Construction Bank ATB (Republic of Uzbekistan), 8.95%, 7/24/2029 (n) | 741000 | &nbsp;&nbsp;&nbsp; 789050 |
| Uzbekneftegaz JSC (Republic of Uzbekistan), 4.75%, 11/16/2028 (n) | 324000 | &nbsp;&nbsp;&nbsp; 306476 |
|  |  | &nbsp;&nbsp;&nbsp; $64787720 |
| Emerging Market Sovereign – 9.6% | Emerging Market Sovereign – 9.6% | Emerging Market Sovereign – 9.6% |
| Arab Republic of Egypt, 0%, 12/02/2025  | 82575000 | &nbsp;&nbsp;&nbsp; $1725877 |
| Arab Republic of Egypt, 0%, 2/17/2026  | 38025000 | &nbsp;&nbsp;&nbsp; 752542 |
| Arab Republic of Egypt, 0%, 3/03/2026  | 86575000 | &nbsp;&nbsp;&nbsp; 1697715 |
| Arab Republic of Egypt, 7.6%, 3/01/2029 (n) | $313000 | &nbsp;&nbsp;&nbsp; 328005 |
| Arab Republic of Egypt, 7.6%, 3/01/2029  | 937000 | &nbsp;&nbsp;&nbsp; 981918 |
| Arab Republic of Egypt, 8.625%, 2/04/2030 (n) | 309000 | &nbsp;&nbsp;&nbsp; 334879 |
| Arab Republic of Egypt, 5.875%, 2/16/2031  | 1366000 | &nbsp;&nbsp;&nbsp; 1322479 |
| Arab Republic of Egypt, 7.903%, 2/21/2048  | 776000 | &nbsp;&nbsp;&nbsp; 680882 |
| Arab Republic of Egypt, 7.5%, 2/16/2061 (n) | 662000 | &nbsp;&nbsp;&nbsp; 548752 |
| Commonwealth of Bahamas, 8.25%, 6/24/2036 (n) | 915000 | &nbsp;&nbsp;&nbsp; 994166 |
| Democratic Socialist Republic of Sri Lanka, 4%, 4/15/2028 (n) | 246838 | &nbsp;&nbsp;&nbsp; 235854 |
| Democratic Socialist Republic of Sri Lanka, 3.1%, 1/15/2030 (n) | 271301 | &nbsp;&nbsp;&nbsp; 255362 |
| Democratic Socialist Republic of Sri Lanka, 3.35%, 3/15/2033 (n) | 758525 | &nbsp;&nbsp;&nbsp; 657768 |
| Democratic Socialist Republic of Sri Lanka, 3.6%, 6/15/2035 (n) | 359326 | &nbsp;&nbsp;&nbsp; 271227 |
| Democratic Socialist Republic of Sri Lanka, 3.6%, 5/15/2036 (n) | 565350 | &nbsp;&nbsp;&nbsp; 512662 |
| Democratic Socialist Republic of Sri Lanka, 3.6%, 2/15/2038 (n) | 498971 | &nbsp;&nbsp;&nbsp; 457618 |
| Dominican Republic, 5.5%, 2/22/2029 (n) | 931000 | &nbsp;&nbsp;&nbsp; 941148 |
| Dominican Republic, 7.05%, 2/03/2031 (n) | 1196000 | &nbsp;&nbsp;&nbsp; 1277268 |
| Dominican Republic, 4.875%, 9/23/2032 (n) | 839000 | &nbsp;&nbsp;&nbsp; 799273 |
| Dominican Republic, 4.875%, 9/23/2032  | 824000 | &nbsp;&nbsp;&nbsp; 784984 |
| Dominican Republic, 6%, 2/22/2033 (n) | 610000 | &nbsp;&nbsp;&nbsp; 618113 |
| Dominican Republic, 6.6%, 6/01/2036 (n) | 954000 | &nbsp;&nbsp;&nbsp; 995785 |
| Dominican Republic, 6.95%, 3/15/2037 (n) | 717000 | &nbsp;&nbsp;&nbsp; 763318 |
| Eagle Funding LuxCo S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | 1109000 | &nbsp;&nbsp;&nbsp; 1125846 |
| Egyptian Financial Co. for Sovereign Taskeek, 6.375%, 4/07/2029 (n) | 748000 | &nbsp;&nbsp;&nbsp; 756422 |
| Egyptian Financial Co. for Sovereign Taskeek, 7.95%, 10/07/2032 (n) | 969000 | &nbsp;&nbsp;&nbsp; 1004126 |
| Federal Republic of Nigeria, 0%, 2/03/2026  | 729176000 | &nbsp;&nbsp;&nbsp; 484547 |
| Federal Republic of Nigeria, 0%, 3/24/2026  | 1736133000 | &nbsp;&nbsp;&nbsp; 1126441 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Federal Republic of Nigeria, 7.875%, 2/16/2032  | $1341000 | &nbsp;&nbsp;&nbsp; $1376509 |
| Federal Republic of Nigeria, 7.375%, 9/28/2033 (n) | 601000 | &nbsp;&nbsp;&nbsp; 593891 |
| Federal Republic of Nigeria, 7.375%, 9/28/2033  | 1553000 | &nbsp;&nbsp;&nbsp; 1534629 |
| Federal Republic of Nigeria, 10.375%, 12/09/2034 (n) | 632000 | &nbsp;&nbsp;&nbsp; 731511 |
| Federal Republic of Nigeria, 8.631%, 1/13/2036 (n) | 703000 | &nbsp;&nbsp;&nbsp; 742055 |
| Federal Republic of Nigeria, 7.696%, 2/23/2038 (n) | 367000 | &nbsp;&nbsp;&nbsp; 360794 |
| Federal Republic of Nigeria, 7.696%, 2/23/2038  | 969000 | &nbsp;&nbsp;&nbsp; 952614 |
| Federal Republic of Nigeria, 9.13%, 1/13/2046 (n) | 575000 | &nbsp;&nbsp;&nbsp; 610631 |
| Federative Republic of Brazil, 10%, 1/01/2029  | 5356000 | &nbsp;&nbsp;&nbsp; 937560 |
| Federative Republic of Brazil, 10%, 1/01/2031  | 9352000 | &nbsp;&nbsp;&nbsp; 1564928 |
| Federative Republic of Brazil, 5.5%, 2/04/2033  | $796000 | &nbsp;&nbsp;&nbsp; 790348 |
| Federative Republic of Brazil, 6.625%, 3/15/2035  | 684000 | &nbsp;&nbsp;&nbsp; 707324 |
| Federative Republic of Brazil, 7.25%, 1/12/2056  | 474000 | &nbsp;&nbsp;&nbsp; 472246 |
| Government of Ukraine, 0%, 2/01/2034 (n) | 779905 | &nbsp;&nbsp;&nbsp; 358893 |
| Government of Ukraine, 4.5%, 2/01/2034 (n) | 188729 | &nbsp;&nbsp;&nbsp; 110852 |
| Government of Ukraine, 0%, 2/01/2035 (n) | 217038 | &nbsp;&nbsp;&nbsp; 122660 |
| Government of Ukraine, 4.5%, 2/01/2035 (n) | 440367 | &nbsp;&nbsp;&nbsp; 255874 |
| Government of Ukraine, 0%, 2/01/2036 (n) | 180865 | &nbsp;&nbsp;&nbsp; 101908 |
| Government of Ukraine, 4.5%, 2/01/2036 (n) | 629096 | &nbsp;&nbsp;&nbsp; 361006 |
| Government of Ukraine, GDP Linked Bond, 0%, 5/31/2041 (a) | 1244000 | &nbsp;&nbsp;&nbsp; 1163140 |
| Hazine Mustesarligi Varlik Kiralama A.S. (Republic of Turkey), 6.5%, 4/26/2030 (n) | 631000 | &nbsp;&nbsp;&nbsp; 653472 |
| Hazine Mustesarligi Varlik Kiralama A.S. (Republic of Turkey), 6.75%, 9/01/2030 (n) | 672000 | &nbsp;&nbsp;&nbsp; 699269 |
| Islamic Republic of Pakistan, 6%, 4/08/2026  | 557000 | &nbsp;&nbsp;&nbsp; 555403 |
| Islamic Republic of Pakistan, 7.375%, 4/08/2031  | 341000 | &nbsp;&nbsp;&nbsp; 334334 |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | 973000 | &nbsp;&nbsp;&nbsp; 993864 |
| Kingdom of Saudi Arabia, 5.625%, 1/13/2035 (n) | 540000 | &nbsp;&nbsp;&nbsp; 576151 |
| Kingdom of Saudi Arabia, 4.5%, 10/26/2046  | 1446000 | &nbsp;&nbsp;&nbsp; 1262805 |
| Kingdom of Saudi Arabia, 4.625%, 10/04/2047  | 1425000 | &nbsp;&nbsp;&nbsp; 1257669 |
| Kingdom of Saudi Arabia, 3.25%, 11/17/2051 (n) | 736000 | &nbsp;&nbsp;&nbsp; 500994 |
| KSA Ijarah Sukuk Ltd. (Kingdom of Saudi Arabia), 4.875%, 9/09/2035 (n) | 795000 | &nbsp;&nbsp;&nbsp; 803704 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 36509000 | &nbsp;&nbsp;&nbsp; 940811 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | 12405000 | &nbsp;&nbsp;&nbsp; 346812 |
| Oriental Republic of Uruguay, 8%, 10/29/2035  | 34699123 | &nbsp;&nbsp;&nbsp; 884680 |
| Oriental Republic of Uruguay, 5.442%, 2/14/2037  | $967000 | &nbsp;&nbsp;&nbsp; 1009064 |
| Oriental Republic of Uruguay, 4.975%, 4/20/2055  | 753000 | &nbsp;&nbsp;&nbsp; 692760 |
| Oriental Republic of Uruguay, 5.25%, 9/10/2060  | 940742 | &nbsp;&nbsp;&nbsp; 892294 |
| Republic of Albania, 4.75%, 2/14/2035 (n) | 795000 | &nbsp;&nbsp;&nbsp; 942235 |
| Republic of Angola, 9.244%, 1/15/2031 (n) | $679000 | &nbsp;&nbsp;&nbsp; 671389 |
| Republic of Angola, 8.75%, 4/14/2032 (n) | 782000 | &nbsp;&nbsp;&nbsp; 746748 |
| Republic of Angola, 9.375%, 5/08/2048  | 1356000 | &nbsp;&nbsp;&nbsp; 1182163 |
| Republic of Angola, 9.125%, 11/26/2049  | 1922000 | &nbsp;&nbsp;&nbsp; 1636856 |
| Republic of Argentina, 4.125%, 7/09/2035  | 3927000 | &nbsp;&nbsp;&nbsp; 2779727 |
| Republic of Argentina, 5%, 1/09/2038  | 3749000 | &nbsp;&nbsp;&nbsp; 2785507 |
| Republic of Argentina, 3.5%, 7/09/2041  | 4236000 | &nbsp;&nbsp;&nbsp; 2811645 |
| Republic of Azerbaijan, 3.5%, 9/01/2032  | 857000 | &nbsp;&nbsp;&nbsp; 799861 |
| Republic of Barbados, 8%, 6/26/2035 (n) | 690000 | &nbsp;&nbsp;&nbsp; 723079 |
| Republic of Benin, 7.96%, 2/13/2038 (n) | 816000 | &nbsp;&nbsp;&nbsp; 831582 |
| Republic of Benin, 8.375%, 1/23/2041 (n) | 533000 | &nbsp;&nbsp;&nbsp; 554824 |
| Republic of Bulgaria, 5%, 3/05/2037  | 1134000 | &nbsp;&nbsp;&nbsp; 1137449 |
| Republic of Chile, 5.65%, 1/13/2037  | 1491000 | &nbsp;&nbsp;&nbsp; 1578149 |
| Republic of Chile, 4%, 1/31/2052  | 2111000 | &nbsp;&nbsp;&nbsp; 1698299 |
| Republic of Colombia, 7.375%, 4/25/2030  | 605000 | &nbsp;&nbsp;&nbsp; 641300 |
| Republic of Colombia, 5%, 9/19/2032  | 706000 | &nbsp;&nbsp;&nbsp; 794794 |
| Republic of Colombia, 5.75%, 11/26/2034  | 675000 | &nbsp;&nbsp;&nbsp; 769000 |
| Republic of Colombia, 8%, 11/14/2035  | $1115000 | &nbsp;&nbsp;&nbsp; 1201691 |
| Republic of Colombia, 5.625%, 2/19/2036  | 811000 | &nbsp;&nbsp;&nbsp; 895772 |
| Republic of Colombia, 7.75%, 11/07/2036  | $1152000 | &nbsp;&nbsp;&nbsp; 1206720 |
| Republic of Costa Rica, 6.55%, 4/03/2034 (n) | 701000 | &nbsp;&nbsp;&nbsp; 752523 |
| Republic of Costa Rica, 7.158%, 3/12/2045  | 958000 | &nbsp;&nbsp;&nbsp; 1042304 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Republic of Costa Rica, 7.3%, 11/13/2054 (n) | $1919000 | &nbsp;&nbsp;&nbsp; $2125292 |
| Republic of Cote d'Ivoire, 7.625%, 1/30/2033 (n) | 1331000 | &nbsp;&nbsp;&nbsp; 1387723 |
| Republic of Cote d'Ivoire, 8.075%, 4/01/2036 (n) | 1350000 | &nbsp;&nbsp;&nbsp; 1400663 |
| Republic of Cote d'Ivoire, 8.25%, 1/30/2037 (n) | 1910000 | &nbsp;&nbsp;&nbsp; 2000599 |
| Republic of Ecuador, 6.9%, 7/31/2035  | 2887183 | &nbsp;&nbsp;&nbsp; 2445444 |
| Republic of Ecuador, 5%, 7/31/2040  | 1402000 | &nbsp;&nbsp;&nbsp; 1047294 |
| Republic of El Salvador, 9.65%, 11/21/2054 (n) | 294000 | &nbsp;&nbsp;&nbsp; 332720 |
| Republic of Ghana, 5%, 7/03/2029 (n) | 751390 | &nbsp;&nbsp;&nbsp; 734817 |
| Republic of Ghana, 5%, 7/03/2035 (n) | 2938576 | &nbsp;&nbsp;&nbsp; 2605270 |
| Republic of Guatemala, 6.05%, 8/06/2031 (n) | 992000 | &nbsp;&nbsp;&nbsp; 1030192 |
| Republic of Guatemala, 3.7%, 10/07/2033  | 936000 | &nbsp;&nbsp;&nbsp; 832572 |
| Republic of Guatemala, 6.6%, 6/13/2036 (n) | 703000 | &nbsp;&nbsp;&nbsp; 751156 |
| Republic of Guatemala, 6.25%, 8/15/2036 (n) | 1013000 | &nbsp;&nbsp;&nbsp; 1055121 |
| Republic of Guatemala, 6.55%, 2/06/2037 (n) | 794000 | &nbsp;&nbsp;&nbsp; 843228 |
| Republic of Guatemala, 6.875%, 8/15/2055 (n) | 691000 | &nbsp;&nbsp;&nbsp; 734879 |
| Republic of Honduras, 8.625%, 11/27/2034  | 578000 | &nbsp;&nbsp;&nbsp; 634644 |
| Republic of Hungary, 5.375%, 9/26/2030 (n) | 698000 | &nbsp;&nbsp;&nbsp; 714550 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | 1509000 | &nbsp;&nbsp;&nbsp; 1529473 |
| Republic of Hungary, 6%, 9/26/2035 (n) | 454000 | &nbsp;&nbsp;&nbsp; 472592 |
| Republic of Hungary, 5.5%, 3/26/2036 (n) | 1201000 | &nbsp;&nbsp;&nbsp; 1201896 |
| Republic of Hungary, 5.5%, 3/26/2036  | 643000 | &nbsp;&nbsp;&nbsp; 643480 |
| Republic of Hungary, 6.75%, 9/25/2052 (n) | 708000 | &nbsp;&nbsp;&nbsp; 761365 |
| Republic of Hungary, 6.75%, 9/23/2055 (n) | 698000 | &nbsp;&nbsp;&nbsp; 734970 |
| Republic of India, 7.18%, 8/14/2033  | 38220000 | &nbsp;&nbsp;&nbsp; 441983 |
| Republic of India, 7.1%, 4/08/2034  | 119700000 | &nbsp;&nbsp;&nbsp; 1379421 |
| Republic of Kazakhstan, 5%, 7/01/2032 (n) | $995000 | &nbsp;&nbsp;&nbsp; 1012960 |
| Republic of Kenya, 7.875%, 10/09/2033 (n) | 803000 | &nbsp;&nbsp;&nbsp; 772559 |
| Republic of Kenya, 8.8%, 10/09/2038 (n) | 588000 | &nbsp;&nbsp;&nbsp; 569155 |
| Republic of Montenegro, 4.875%, 4/01/2032 (n) | 568000 | &nbsp;&nbsp;&nbsp; 669024 |
| Republic of Panama, 6.4%, 2/14/2035  | $906000 | &nbsp;&nbsp;&nbsp; 942784 |
| Republic of Panama, 6.7%, 1/26/2036  | 336000 | &nbsp;&nbsp;&nbsp; 356362 |
| Republic of Panama, 8%, 3/01/2038  | 1082000 | &nbsp;&nbsp;&nbsp; 1245490 |
| Republic of Panama, 3.87%, 7/23/2060  | 873000 | &nbsp;&nbsp;&nbsp; 573212 |
| Republic of Panama, 4.5%, 1/19/2063  | 1037000 | &nbsp;&nbsp;&nbsp; 764891 |
| Republic of Paraguay, 5.6%, 3/13/2048  | 1093000 | &nbsp;&nbsp;&nbsp; 1038763 |
| Republic of Paraguay, 5.4%, 3/30/2050 (n) | 1713000 | &nbsp;&nbsp;&nbsp; 1577672 |
| Republic of Paraguay, 5.4%, 3/30/2050  | 1091000 | &nbsp;&nbsp;&nbsp; 1004810 |
| Republic of Paraguay, 6.65%, 3/04/2055 (n) | 593000 | &nbsp;&nbsp;&nbsp; 635119 |
| Republic of Peru, 6.15%, 8/12/2032  | 5123000 | &nbsp;&nbsp;&nbsp; 1634853 |
| Republic of Peru, 6.85%, 8/12/2035  | 2196000 | &nbsp;&nbsp;&nbsp; 696848 |
| Republic of Peru, 5.875%, 8/08/2054  | $799000 | &nbsp;&nbsp;&nbsp; 802715 |
| Republic of Philippines, 6.375%, 7/27/2030  | 50280000 | &nbsp;&nbsp;&nbsp; 883603 |
| Republic of Poland, 4.625%, 3/18/2029  | $713000 | &nbsp;&nbsp;&nbsp; 728922 |
| Republic of Poland, 4.875%, 2/12/2030  | 685000 | &nbsp;&nbsp;&nbsp; 707376 |
| Republic of Poland, 5.75%, 11/16/2032  | 1038000 | &nbsp;&nbsp;&nbsp; 1118042 |
| Republic of Poland, 4.875%, 10/04/2033  | 828000 | &nbsp;&nbsp;&nbsp; 843089 |
| Republic of Poland, 5.125%, 9/18/2034  | 981000 | &nbsp;&nbsp;&nbsp; 1008566 |
| Republic of Poland, 5%, 10/25/2034  | 4502000 | &nbsp;&nbsp;&nbsp; 1229661 |
| Republic of Poland, 5.375%, 2/12/2035  | $1349000 | &nbsp;&nbsp;&nbsp; 1408390 |
| Republic of Poland, 5.5%, 3/18/2054  | 317000 | &nbsp;&nbsp;&nbsp; 309346 |
| Republic of Romania, 2%, 1/28/2032  | 625000 | &nbsp;&nbsp;&nbsp; 619304 |
| Republic of Romania, 3.625%, 3/27/2032  | $1082000 | &nbsp;&nbsp;&nbsp; 983942 |
| Republic of Romania, 7.125%, 1/17/2033 (n) | 684000 | &nbsp;&nbsp;&nbsp; 741268 |
| Republic of Romania, 7.5%, 7/27/2033  | 2380000 | &nbsp;&nbsp;&nbsp; 557577 |
| Republic of Romania, 6.375%, 1/30/2034 (n) | $554000 | &nbsp;&nbsp;&nbsp; 573255 |
| Republic of Romania, 3.75%, 2/07/2034 (n) | 592000 | &nbsp;&nbsp;&nbsp; 615782 |
| Republic of Romania, 6%, 5/25/2034 (n) | $928000 | &nbsp;&nbsp;&nbsp; 936012 |
| Republic of Romania, 5.75%, 3/24/2035  | 1974000 | &nbsp;&nbsp;&nbsp; 1936802 |
| Republic of Romania, 6.625%, 5/16/2036 (n) | 1202000 | &nbsp;&nbsp;&nbsp; 1240456 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Republic of Romania, 7.5%, 2/10/2037 (n) | $610000 | &nbsp;&nbsp;&nbsp; $669941 |
| Republic of Romania, 6.75%, 7/11/2039 (n) | 644000 | &nbsp;&nbsp;&nbsp; 783537 |
| Republic of Romania, 6.5%, 10/07/2045 (n) | 695000 | &nbsp;&nbsp;&nbsp; 801471 |
| Republic of Serbia, 6.25%, 5/26/2028 (n) | $895000 | &nbsp;&nbsp;&nbsp; 929924 |
| Republic of Serbia, 6%, 6/12/2034 (n) | 657000 | &nbsp;&nbsp;&nbsp; 683231 |
| Republic of South Africa, 8.875%, 2/28/2035  | 13611000 | &nbsp;&nbsp;&nbsp; 814880 |
| Republic of South Africa, 7.1%, 11/19/2036 (n) | $1486000 | &nbsp;&nbsp;&nbsp; 1598390 |
| Republic of South Africa, 6.5%, 2/28/2041  | 18493000 | &nbsp;&nbsp;&nbsp; 838756 |
| Republic of South Africa, 7.3%, 4/20/2052  | $1812000 | &nbsp;&nbsp;&nbsp; 1832182 |
| Republic of South Africa, 7.95%, 11/19/2054 (n) | 1529000 | &nbsp;&nbsp;&nbsp; 1638843 |
| Republic of Suriname, 7.7%, 11/06/2030 (n) | 336000 | &nbsp;&nbsp;&nbsp; 340637 |
| Republic of Suriname, 8.5%, 11/06/2035 (n) | 443000 | &nbsp;&nbsp;&nbsp; 478657 |
| Republic of Turkey, 8.509%, 1/14/2029 (n) | 453000 | &nbsp;&nbsp;&nbsp; 498054 |
| Republic of Turkey, 5.875%, 6/26/2031  | 1934000 | &nbsp;&nbsp;&nbsp; 1938938 |
| Republic of Turkey, 7.625%, 5/15/2034  | 565000 | &nbsp;&nbsp;&nbsp; 608477 |
| Republic of Turkey, 6.5%, 1/03/2035  | 1216000 | &nbsp;&nbsp;&nbsp; 1216018 |
| Republic of Turkey, 6.95%, 9/16/2035  | 777000 | &nbsp;&nbsp;&nbsp; 795925 |
| Republic of Turkey, 6.8%, 11/04/2036  | 565000 | &nbsp;&nbsp;&nbsp; 568108 |
| Republic of Turkey, 6%, 1/14/2041  | 357000 | &nbsp;&nbsp;&nbsp; 322482 |
| Republic of Turkey, 5.75%, 5/11/2047  | 1575000 | &nbsp;&nbsp;&nbsp; 1298526 |
| Republic of Uzbekistan, 7.85%, 10/12/2028 (n) | 668000 | &nbsp;&nbsp;&nbsp; 714152 |
| Republic of Uzbekistan, 5.375%, 2/20/2029  | 1081000 | &nbsp;&nbsp;&nbsp; 1081534 |
| Republic of Uzbekistan, 6.9%, 2/28/2032 (n) | 907000 | &nbsp;&nbsp;&nbsp; 970020 |
| Republic of Uzbekistan, 6.947%, 5/25/2032 (n) | 771000 | &nbsp;&nbsp;&nbsp; 827946 |
| Republic of Venezuela, 7.65%, 4/21/2026 (a)(d) | 1973000 | &nbsp;&nbsp;&nbsp; 537643 |
| Republic of Venezuela, 9.25%, 9/15/2027 (a)(d) | 1121000 | &nbsp;&nbsp;&nbsp; 355985 |
| Republic of Venezuela, 11.95%, 8/05/2031 (a)(d) | 551000 | &nbsp;&nbsp;&nbsp; 170810 |
| Republic of Venezuela, 7%, 3/31/2038 (a)(d) | 6957000 | &nbsp;&nbsp;&nbsp; 1989702 |
| Republic of Zambia, 5.75%, 6/30/2033  | 893165 | &nbsp;&nbsp;&nbsp; 859630 |
| State of Kuwait, 4.136%, 10/09/2030 (n) | 1273000 | &nbsp;&nbsp;&nbsp; 1273851 |
| State of Kuwait, 4.652%, 10/09/2035 (n) | 1410000 | &nbsp;&nbsp;&nbsp; 1413539 |
| Sultanate of Oman, 6.5%, 3/08/2047  | 1218000 | &nbsp;&nbsp;&nbsp; 1325882 |
| Sultanate of Oman, 6.75%, 1/17/2048  | 1457000 | &nbsp;&nbsp;&nbsp; 1615770 |
| Sultanate of Oman, 7%, 1/25/2051  | 1416000 | &nbsp;&nbsp;&nbsp; 1626635 |
| United Mexican States, 3.5%, 9/19/2029  | 704000 | &nbsp;&nbsp;&nbsp; 817910 |
| United Mexican States, 5.85%, 7/02/2032  | $1166000 | &nbsp;&nbsp;&nbsp; 1200222 |
| United Mexican States, 5.375%, 3/22/2033  | 929000 | &nbsp;&nbsp;&nbsp; 926122 |
| United Mexican States, 4.5%, 3/19/2034  | 579000 | &nbsp;&nbsp;&nbsp; 677106 |
| United Mexican States, 5.625%, 9/22/2035  | $811000 | &nbsp;&nbsp;&nbsp; 802501 |
| United Mexican States, 6.875%, 5/13/2037  | 703000 | &nbsp;&nbsp;&nbsp; 754600 |
| United Mexican States, 6.625%, 1/29/2038  | 698000 | &nbsp;&nbsp;&nbsp; 734087 |
| United Mexican States, 5.125%, 3/19/2038  | 706000 | &nbsp;&nbsp;&nbsp; 825300 |
| United Mexican States, 6.338%, 5/04/2053  | $1089000 | &nbsp;&nbsp;&nbsp; 1052736 |
| United Mexican States, 6.4%, 5/07/2054  | 578000 | &nbsp;&nbsp;&nbsp; 563394 |
| United Mexican States, 7.375%, 5/13/2055  | 741000 | &nbsp;&nbsp;&nbsp; 811958 |
|  |  | &nbsp;&nbsp;&nbsp; $178038019 |
| Energy - Independent – 0.3% | Energy - Independent – 0.3% | Energy - Independent – 0.3% |
| Occidental Petroleum Corp., 6.125%, 1/01/2031  | $414000 | &nbsp;&nbsp;&nbsp; $438163 |
| Occidental Petroleum Corp., 4.4%, 4/15/2046  | 625000 | &nbsp;&nbsp;&nbsp; 496922 |
| Pioneer Natural Resources Co., 1.9%, 8/15/2030  | 1491000 | &nbsp;&nbsp;&nbsp; 1349294 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 501000 | &nbsp;&nbsp;&nbsp; 455433 |
| Santos Finance Ltd., 6.875%, 9/19/2033 (n) | 1029000 | &nbsp;&nbsp;&nbsp; 1129202 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | 321000 | &nbsp;&nbsp;&nbsp; 321846 |
| SierraCol Energy Andina LLC/SierraCol Energy, 9%, 11/14/2030 (n) | 628000 | &nbsp;&nbsp;&nbsp; 616225 |
|  |  | &nbsp;&nbsp;&nbsp; $4807085 |
| Energy - Integrated – 0.0% | Energy - Integrated – 0.0% | Energy - Integrated – 0.0% |
| BP Capital Markets America, Inc., 3.001%, 3/17/2052  | $1126000 | &nbsp;&nbsp;&nbsp; $739261 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Entertainment – 0.1% | Entertainment – 0.1% | Entertainment – 0.1% |
| Royal Caribbean Cruises Ltd., 4.25%, 7/01/2026 (n) | $1035000 | &nbsp;&nbsp;&nbsp; $1034546 |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | 590000 | &nbsp;&nbsp;&nbsp; 603016 |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036  | 339000 | &nbsp;&nbsp;&nbsp; 342693 |
|  |  | &nbsp;&nbsp;&nbsp; $1980255 |
| Financial Institutions – 0.4% | Financial Institutions – 0.4% | Financial Institutions – 0.4% |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | $1323000 | &nbsp;&nbsp;&nbsp; $1277275 |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n) | 620000 | &nbsp;&nbsp;&nbsp; 615020 |
| IIFL Finance Ltd., 8.75%, 7/24/2028 (n) | 616000 | &nbsp;&nbsp;&nbsp; 625548 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 1411000 | &nbsp;&nbsp;&nbsp; 1431168 |
| Muangthai Capital PCL, 7.55%, 7/21/2030 (n) | 403000 | &nbsp;&nbsp;&nbsp; 415650 |
| Muthoot Finance Ltd., 7.125%, 2/14/2028 (n) | 714000 | &nbsp;&nbsp;&nbsp; 728076 |
| Muthoot Finance Ltd., 6.375%, 3/02/2030 (n) | 669000 | &nbsp;&nbsp;&nbsp; 675383 |
| SMBC Aviation Capital Finance DAC, 5.3%, 4/03/2029 (n) | 1660000 | &nbsp;&nbsp;&nbsp; 1709298 |
| SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n) | 806000 | &nbsp;&nbsp;&nbsp; 810156 |
|  |  | &nbsp;&nbsp;&nbsp; $8287574 |
| Food & Beverages – 1.0% | Food & Beverages – 1.0% | Food & Beverages – 1.0% |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | $2041000 | &nbsp;&nbsp;&nbsp; $2076717 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 2504000 | &nbsp;&nbsp;&nbsp; 2393606 |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | 2121000 | &nbsp;&nbsp;&nbsp; 2080584 |
| Diageo Capital PLC, 5.625%, 10/05/2033  | 1299000 | &nbsp;&nbsp;&nbsp; 1391143 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | 810000 | &nbsp;&nbsp;&nbsp; 818260 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 238000 | &nbsp;&nbsp;&nbsp; 229412 |
| Grupo Nutresa S.A., 8%, 5/12/2030 (n) | 857000 | &nbsp;&nbsp;&nbsp; 914928 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029  | 592000 | &nbsp;&nbsp;&nbsp; 570540 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/2031  | 465000 | &nbsp;&nbsp;&nbsp; 441832 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032  | 461000 | &nbsp;&nbsp;&nbsp; 431963 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | 399000 | &nbsp;&nbsp;&nbsp; 416923 |
| Kraft Heinz Foods Co., 4.875%, 10/01/2049  | 506000 | &nbsp;&nbsp;&nbsp; 444474 |
| Kraft Heinz Foods Co., 5.5%, 6/01/2050  | 628000 | &nbsp;&nbsp;&nbsp; 596493 |
| Mars, Inc., 4.55%, 4/20/2028 (n) | 463000 | &nbsp;&nbsp;&nbsp; 468772 |
| Mars, Inc., 4.75%, 4/20/2033 (n) | 1424000 | &nbsp;&nbsp;&nbsp; 1447417 |
| Mars, Inc., 3.95%, 4/01/2049 (n) | 758000 | &nbsp;&nbsp;&nbsp; 609031 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 932000 | &nbsp;&nbsp;&nbsp; 950027 |
| PT Indofood CBP Sukses Makmur Tbk, 3.398%, 6/09/2031  | 813000 | &nbsp;&nbsp;&nbsp; 762535 |
| SYSCO Corp., 4.45%, 3/15/2048  | 640000 | &nbsp;&nbsp;&nbsp; 551568 |
|  |  | &nbsp;&nbsp;&nbsp; $17596225 |
| Gaming & Lodging – 0.4% | Gaming & Lodging – 0.4% | Gaming & Lodging – 0.4% |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | $709000 | &nbsp;&nbsp;&nbsp; $731258 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 1257000 | &nbsp;&nbsp;&nbsp; 1269583 |
| Las Vegas Sands Corp., 5.9%, 6/01/2027  | 297000 | &nbsp;&nbsp;&nbsp; 302470 |
| Las Vegas Sands Corp., 6.2%, 8/15/2034  | 594000 | &nbsp;&nbsp;&nbsp; 625927 |
| Marriott International, Inc., 2.85%, 4/15/2031  | 646000 | &nbsp;&nbsp;&nbsp; 599236 |
| Marriott International, Inc., 3.5%, 10/15/2032  | 347000 | &nbsp;&nbsp;&nbsp; 325114 |
| Sands China Ltd., 2.85%, 3/08/2029  | 1094000 | &nbsp;&nbsp;&nbsp; 1032233 |
| Sands China Ltd., 3.25%, 8/08/2031  | 1670000 | &nbsp;&nbsp;&nbsp; 1528490 |
| VICI Properties LP/VICI Note Co., Inc., 4.25%, 12/01/2026 (n) | 688000 | &nbsp;&nbsp;&nbsp; 687637 |
| Wynn Macau Ltd., 6.75%, 2/15/2034 (n) | 707000 | &nbsp;&nbsp;&nbsp; 706855 |
|  |  | &nbsp;&nbsp;&nbsp; $7808803 |
| Industrial – 0.2% | Industrial – 0.2% | Industrial – 0.2% |
| Bidvest Group (UK) PLC, 6.2%, 9/17/2032 (n) | $691000 | &nbsp;&nbsp;&nbsp; $700346 |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | 734000 | &nbsp;&nbsp;&nbsp; 762929 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050  | 2127000 | &nbsp;&nbsp;&nbsp; 1279209 |
|  |  | &nbsp;&nbsp;&nbsp; $2742484 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Insurance – 0.4% | Insurance – 0.4% | Insurance – 0.4% |
| Corebridge Financial, Inc., 3.9%, 4/05/2032  | $1005000 | &nbsp;&nbsp;&nbsp; $955339 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | 1951000 | &nbsp;&nbsp;&nbsp; 1680189 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | 643000 | &nbsp;&nbsp;&nbsp; 649395 |
| Lincoln National Corp., 5.852%, 3/15/2034  | 963000 | &nbsp;&nbsp;&nbsp; 1013234 |
| MetLife, Inc., 5.3%, 12/15/2034  | 47000 | &nbsp;&nbsp;&nbsp; 49059 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | 1540000 | &nbsp;&nbsp;&nbsp; 1657723 |
| Pacific Life Insurance Co., 5.95%, 9/15/2055 (n) | 1288000 | &nbsp;&nbsp;&nbsp; 1324188 |
| Sammons Financial Group, Inc., 4.75%, 4/08/2032 (n) | 985000 | &nbsp;&nbsp;&nbsp; 965227 |
|  |  | &nbsp;&nbsp;&nbsp; $8294354 |
| Insurance - Health – 0.2% | Insurance - Health – 0.2% | Insurance - Health – 0.2% |
| Elevance Health, Inc., 5.65%, 6/15/2054  | $641000 | &nbsp;&nbsp;&nbsp; $631068 |
| Humana, Inc., 5.375%, 4/15/2031  | 435000 | &nbsp;&nbsp;&nbsp; 450054 |
| Humana, Inc., 5.55%, 5/01/2035  | 429000 | &nbsp;&nbsp;&nbsp; 440289 |
| Humana, Inc., 4.95%, 10/01/2044  | 560000 | &nbsp;&nbsp;&nbsp; 500672 |
| UnitedHealth Group, Inc., 5.3%, 2/15/2030  | 584000 | &nbsp;&nbsp;&nbsp; 610441 |
| UnitedHealth Group, Inc., 2.3%, 5/15/2031  | 599000 | &nbsp;&nbsp;&nbsp; 541912 |
| UnitedHealth Group, Inc., 5.5%, 7/15/2044  | 529000 | &nbsp;&nbsp;&nbsp; 533155 |
| UnitedHealth Group, Inc., 5.875%, 2/15/2053  | 776000 | &nbsp;&nbsp;&nbsp; 800198 |
|  |  | &nbsp;&nbsp;&nbsp; $4507789 |
| Insurance - Property & Casualty – 0.5% | Insurance - Property & Casualty – 0.5% | Insurance - Property & Casualty – 0.5% |
| American International Group, Inc., 4.85%, 5/07/2030  | $538000 | &nbsp;&nbsp;&nbsp; $550931 |
| American International Group, Inc., 5.125%, 3/27/2033  | 1168000 | &nbsp;&nbsp;&nbsp; 1207127 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 751000 | &nbsp;&nbsp;&nbsp; 832029 |
| Arthur J. Gallagher & Co., 6.75%, 2/15/2054  | 1046000 | &nbsp;&nbsp;&nbsp; 1170476 |
| Brown & Brown, Inc., 6.25%, 6/23/2055  | 246000 | &nbsp;&nbsp;&nbsp; 257729 |
| Fairfax Financial Holdings Ltd., 3.375%, 3/03/2031  | 853000 | &nbsp;&nbsp;&nbsp; 802659 |
| Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032  | 437000 | &nbsp;&nbsp;&nbsp; 456906 |
| Fairfax Financial Holdings Ltd., 6.5%, 5/20/2055  | 888000 | &nbsp;&nbsp;&nbsp; 956176 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031  | 1137000 | &nbsp;&nbsp;&nbsp; 1167044 |
| Marsh & McLennan Cos., Inc., 2.9%, 12/15/2051  | 902000 | &nbsp;&nbsp;&nbsp; 582693 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | 801000 | &nbsp;&nbsp;&nbsp; 784580 |
|  |  | &nbsp;&nbsp;&nbsp; $8768350 |
| International Market Quasi-Sovereign – 0.2% | International Market Quasi-Sovereign – 0.2% | International Market Quasi-Sovereign – 0.2% |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $1470000 | &nbsp;&nbsp;&nbsp; $1537155 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | 1421000 | &nbsp;&nbsp;&nbsp; 1280602 |
|  |  | &nbsp;&nbsp;&nbsp; $2817757 |
| International Market Sovereign – 0.3% | International Market Sovereign – 0.3% | International Market Sovereign – 0.3% |
| Government of Bermuda, 5%, 7/15/2032 (n) | $3715000 | &nbsp;&nbsp;&nbsp; $3784879 |
| Government of Bermuda, 3.375%, 8/20/2050 (n) | 2322000 | &nbsp;&nbsp;&nbsp; 1634665 |
|  |  | &nbsp;&nbsp;&nbsp; $5419544 |
| Local Authorities – 0.0% | Local Authorities – 0.0% | Local Authorities – 0.0% |
| City of Buenos Aires, 7.8%, 11/26/2033 (n)  | $453000 | &nbsp;&nbsp;&nbsp; $454721 |
| Machinery & Tools – 0.2% | Machinery & Tools – 0.2% | Machinery & Tools – 0.2% |
| Ashtead Capital, Inc., 4.375%, 8/15/2027 (n) | $408000 | &nbsp;&nbsp;&nbsp; $407949 |
| Ashtead Capital, Inc., 5.55%, 5/30/2033 (n) | 839000 | &nbsp;&nbsp;&nbsp; 869345 |
| CNH Industrial Capital LLC, 5.5%, 1/12/2029  | 1066000 | &nbsp;&nbsp;&nbsp; 1103898 |
| CNH Industrial N.V., 3.85%, 11/15/2027  | 1172000 | &nbsp;&nbsp;&nbsp; 1167314 |
|  |  | &nbsp;&nbsp;&nbsp; $3548506 |
| Major Banks – 2.7% | Major Banks – 2.7% | Major Banks – 2.7% |
| Bank of America Corp., 3.419% to 12/20/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.04%) to 12/20/2028  | $2164000 | &nbsp;&nbsp;&nbsp; $2137208 |
| Bank of America Corp., 5.819% to 9/15/2028, FLR (SOFR - 1 day + 1.57%) to 9/15/2029  | 989000 | &nbsp;&nbsp;&nbsp; 1033848 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 2851000 | &nbsp;&nbsp;&nbsp; 2624803 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| Commonwealth Bank of Australia, 3.61% to 9/12/2029, FLR (CMT - 1yr. + 2.05%) to 9/12/2034 (n) | $818000 | &nbsp;&nbsp;&nbsp; $790730 |
| Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n) | 1351000 | &nbsp;&nbsp;&nbsp; 1053737 |
| Credit Agricole S.A., 1.247% to 1/26/2026, FLR (SOFR - 1 day + 0.89162%) to 1/26/2027 (n) | 3272000 | &nbsp;&nbsp;&nbsp; 3255893 |
| Deutsche Bank AG, 5.706% to 2/08/2027, FLR (SOFR - 1 day + 1.594%) to 2/08/2028  | 1402000 | &nbsp;&nbsp;&nbsp; 1425226 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | 1059000 | &nbsp;&nbsp;&nbsp; 1081448 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031  | 484000 | &nbsp;&nbsp;&nbsp; 491018 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | 704000 | &nbsp;&nbsp;&nbsp; 715545 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 1458000 | &nbsp;&nbsp;&nbsp; 1480677 |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031  | 796000 | &nbsp;&nbsp;&nbsp; 818015 |
| HSBC Holdings PLC, 2.357% to 8/18/2030, FLR (SOFR - 1 day + 1.947%) to 8/18/2031  | 804000 | &nbsp;&nbsp;&nbsp; 734011 |
| JPMorgan Chase & Co., 6.07% to 10/22/2026, FLR (SOFR - 1 day + 1.33%) to 10/22/2027  | 878000 | &nbsp;&nbsp;&nbsp; 892958 |
| JPMorgan Chase & Co., 3.782% to 2/01/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.337%) to 2/01/2028  | 901000 | &nbsp;&nbsp;&nbsp; 898176 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 788000 | &nbsp;&nbsp;&nbsp; 824679 |
| JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032  | 3984000 | &nbsp;&nbsp;&nbsp; 3606842 |
| JPMorgan Chase & Co., 5.336% to 1/23/2034, FLR (SOFR - 1 day + 1.62%) to 1/23/2035  | 675000 | &nbsp;&nbsp;&nbsp; 706141 |
| JPMorgan Chase & Co., 4.946% to 10/22/2034, FLR (SOFR - 1 day + 1.34%) to 10/22/2035  | 499000 | &nbsp;&nbsp;&nbsp; 508400 |
| Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%) to 10/13/2027  | 2438000 | &nbsp;&nbsp;&nbsp; 2386083 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032  | 2319000 | &nbsp;&nbsp;&nbsp; 2085531 |
| Morgan Stanley, 3.125%, 7/27/2026  | 1495000 | &nbsp;&nbsp;&nbsp; 1486567 |
| Morgan Stanley, 5.449% to 7/20/2028, FLR (SOFR - 1 day + 1.63%) to 7/20/2029  | 705000 | &nbsp;&nbsp;&nbsp; 728600 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 1119000 | &nbsp;&nbsp;&nbsp; 1172985 |
| National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n) | 1931000 | &nbsp;&nbsp;&nbsp; 1777833 |
| Nationwide Building Society, 4.351%, 9/30/2030 (n) | 1019000 | &nbsp;&nbsp;&nbsp; 1019585 |
| Nordea Bank Abp, 1.5%, 9/30/2026 (n) | 1837000 | &nbsp;&nbsp;&nbsp; 1800012 |
| Oversea-Chinese Banking Corp. Ltd., 4.602%, 6/15/2032  | 671000 | &nbsp;&nbsp;&nbsp; 673332 |
| PNC Financial Services Group, Inc., 5.3% to 1/21/2027, FLR (SOFR - 1 day + 1.342%) to 1/21/2028  | 686000 | &nbsp;&nbsp;&nbsp; 695331 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | 698000 | &nbsp;&nbsp;&nbsp; 739224 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 292000 | &nbsp;&nbsp;&nbsp; 307079 |
| Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031  | 2461000 | &nbsp;&nbsp;&nbsp; 2167468 |
| Toronto-Dominion Bank, 4.108%, 6/08/2027  | 830000 | &nbsp;&nbsp;&nbsp; 831241 |
| Toronto-Dominion Bank, 4.693%, 9/15/2027  | 1068000 | &nbsp;&nbsp;&nbsp; 1080999 |
| UBS Group AG, 5.58%, 5/09/2036 (n) | 3081000 | &nbsp;&nbsp;&nbsp; 3232003 |
| UBS Group AG, 3.179% to 2/11/2042, FLR (CMT - 1yr. + 1.1%) to 2/11/2043 (n) | 1759000 | &nbsp;&nbsp;&nbsp; 1350516 |
| UBS Group AG, 7% to 8/05/2035, FLR (USD SOFR ICE Swap Rate - 5yr. + 3.296%) to 8/05/2172 (n) | 613000 | &nbsp;&nbsp;&nbsp; 621909 |
| UniCredit S.p.A., 1.982% to 6/03/2026, FLR (CMT - 1yr. + 1.2%) to 6/03/2027 (n) | 817000 | &nbsp;&nbsp;&nbsp; 807797 |
| Wells Fargo & Co., 5.574% to 7/25/2028, FLR (SOFR - 1 day + 1.74%) to 7/25/2029  | 569000 | &nbsp;&nbsp;&nbsp; 589716 |
|  |  | &nbsp;&nbsp;&nbsp; $50633166 |
| Medical & Health Technology & Services – 0.5% | Medical & Health Technology & Services – 0.5% | Medical & Health Technology & Services – 0.5% |
| Alcon Finance Corp., 2.75%, 9/23/2026 (n) | $2224000 | &nbsp;&nbsp;&nbsp; $2201276 |
| Baxter International, Inc., 4.9%, 12/15/2030 (w) | 255000 | &nbsp;&nbsp;&nbsp; 256480 |
| Baxter International, Inc., 5.65%, 12/15/2035 (w) | 360000 | &nbsp;&nbsp;&nbsp; 366870 |
| CommonSpirit Health, 5.662%, 9/01/2055  | 475000 | &nbsp;&nbsp;&nbsp; 470050 |
| HCA, Inc., 4.9%, 11/15/2035  | 805000 | &nbsp;&nbsp;&nbsp; 801937 |
| HCA, Inc., 5.7%, 11/15/2055  | 541000 | &nbsp;&nbsp;&nbsp; 527912 |
| ICON Investments Six DAC, 5.809%, 5/08/2027  | 1724000 | &nbsp;&nbsp;&nbsp; 1758157 |
| Marin General Hospital, 7.242%, 8/01/2045  | 839000 | &nbsp;&nbsp;&nbsp; 949206 |
| Thermo Fisher Scientific, Inc., 4.977%, 8/10/2030  | 581000 | &nbsp;&nbsp;&nbsp; 602879 |
| Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032  | 1053000 | &nbsp;&nbsp;&nbsp; 1060988 |
| Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041  | 832000 | &nbsp;&nbsp;&nbsp; 621517 |
|  |  | &nbsp;&nbsp;&nbsp; $9617272 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Danaher Corp., 2.6%, 10/01/2050  | $1499000 | &nbsp;&nbsp;&nbsp; $937629 |
| Stryker Corp., 4.625%, 9/11/2034  | 1207000 | &nbsp;&nbsp;&nbsp; 1210830 |
|  |  | &nbsp;&nbsp;&nbsp; $2148459 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Metals & Mining – 0.2% | Metals & Mining – 0.2% | Metals & Mining – 0.2% |
| First Quantum Minerals Ltd., 8%, 3/01/2033 (n) | $329000 | &nbsp;&nbsp;&nbsp; $346528 |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2030 (z) | 1636301 | &nbsp;&nbsp;&nbsp; 956441 |
| Rio Tinto Finance (USA) PLC, 4.875%, 3/14/2030  | 590000 | &nbsp;&nbsp;&nbsp; 607288 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 175000 | &nbsp;&nbsp;&nbsp; 180924 |
| Samarco Mineracao S.A., 9% PIK to 12/30/2025, (4% Cash + 5% PIK) to 12/30/2026, (5.5% Cash + 3.5% PIK) to <br> 12/30/2027, 9.25% Cash to 12/30/29, 9.5% Cash to 6/30/2031 (n)(p)<br>| 1167762 | &nbsp;&nbsp;&nbsp; 1171808 |
| Vale Overseas Ltd., 6.4%, 6/28/2054  | 443000 | &nbsp;&nbsp;&nbsp; 456736 |
|  |  | &nbsp;&nbsp;&nbsp; $3719725 |
| Midstream – 0.6% | Midstream – 0.6% | Midstream – 0.6% |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | $1127000 | &nbsp;&nbsp;&nbsp; $1159466 |
| Columbia Pipelines Holdings Co. LLC, 6.055%, 8/15/2026 (n) | 313000 | &nbsp;&nbsp;&nbsp; 316058 |
| Columbia Pipelines Operating Co. LLC, 6.497%, 8/15/2043 (n) | 781000 | &nbsp;&nbsp;&nbsp; 837600 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 443000 | &nbsp;&nbsp;&nbsp; 477978 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 1216000 | &nbsp;&nbsp;&nbsp; 1198506 |
| Enbridge, Inc., 5.95%, 4/05/2054  | 530000 | &nbsp;&nbsp;&nbsp; 546163 |
| Energy Transfer LP, 4%, 10/01/2027  | 600000 | &nbsp;&nbsp;&nbsp; 598265 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 900000 | &nbsp;&nbsp;&nbsp; 867944 |
| Enterprise Products Operating LLC, 4.85%, 1/31/2034  | 1192000 | &nbsp;&nbsp;&nbsp; 1213471 |
| Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027 (n) | 512492 | &nbsp;&nbsp;&nbsp; 498790 |
| Galaxy Pipeline Assets Bidco Ltd., 2.625%, 3/31/2036 (n) | 597000 | &nbsp;&nbsp;&nbsp; 525269 |
| Plains All American Pipeline LP, 5.95%, 6/15/2035  | 1433000 | &nbsp;&nbsp;&nbsp; 1502946 |
| Plains All American Pipeline LP, 5.6%, 1/15/2036  | 485000 | &nbsp;&nbsp;&nbsp; 492783 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 1424000 | &nbsp;&nbsp;&nbsp; 1221184 |
|  |  | &nbsp;&nbsp;&nbsp; $11456423 |
| Mortgage-Backed – 5.6% | Mortgage-Backed – 5.6% |  |
| Fannie Mae, 3%, 11/01/2028 - 5/01/2052  | $2119335 | &nbsp;&nbsp;&nbsp; $1990328 |
| Fannie Mae, 3.5%, 1/25/2030 - 12/01/2047  | 2501393 | &nbsp;&nbsp;&nbsp; 2392754 |
| Fannie Mae, 2.5%, 11/01/2031 - 10/01/2046  | 770754 | &nbsp;&nbsp;&nbsp; 710909 |
| Fannie Mae, 3.5%, 12/25/2031 - 2/25/2036 (i) | 250752 | &nbsp;&nbsp;&nbsp; 17475 |
| Fannie Mae, 6.5%, 1/01/2033 - 10/01/2037  | 28968 | &nbsp;&nbsp;&nbsp; 30223 |
| Fannie Mae, 3%, 2/25/2033 (i) | 348860 | &nbsp;&nbsp;&nbsp; 23817 |
| Fannie Mae, 5.5%, 5/01/2033 - 5/01/2044  | 1628066 | &nbsp;&nbsp;&nbsp; 1692631 |
| Fannie Mae, 5%, 11/01/2033 - 3/25/2042  | 2163933 | &nbsp;&nbsp;&nbsp; 2228991 |
| Fannie Mae, 4.5%, 3/01/2034 - 11/25/2042  | 1057120 | &nbsp;&nbsp;&nbsp; 1067332 |
| Fannie Mae, 4.636%, 4/25/2034 - 11/25/2046  | 817446 | &nbsp;&nbsp;&nbsp; 812237 |
| Fannie Mae, 6%, 8/01/2034 - 8/01/2054  | 2561081 | &nbsp;&nbsp;&nbsp; 2624354 |
| Fannie Mae, 4%, 9/01/2040 - 7/01/2043  | 2848706 | &nbsp;&nbsp;&nbsp; 2794993 |
| Fannie Mae, 1%, 3/25/2041  | 210383 | &nbsp;&nbsp;&nbsp; 188034 |
| Fannie Mae, 4.536%, 3/25/2041  | 33616 | &nbsp;&nbsp;&nbsp; 33492 |
| Fannie Mae, 2.25%, 4/25/2041  | 366291 | &nbsp;&nbsp;&nbsp; 353738 |
| Fannie Mae, 4.686%, 7/25/2041  | 34524 | &nbsp;&nbsp;&nbsp; 34345 |
| Fannie Mae, 2%, 8/25/2044  | 163328 | &nbsp;&nbsp;&nbsp; 153403 |
| Fannie Mae, 4.486%, 12/25/2045  | 83512 | &nbsp;&nbsp;&nbsp; 82544 |
| Fannie Mae, 4%, 9/25/2050 (i) | 421110 | &nbsp;&nbsp;&nbsp; 81658 |
| Fannie Mae, 4.772%, 9/25/2052  | 559320 | &nbsp;&nbsp;&nbsp; 548769 |
| Fannie Mae, 5.522%, 11/25/2053  | 600775 | &nbsp;&nbsp;&nbsp; 608198 |
| Fannie Mae, 4.972%, 12/25/2053  | 769861 | &nbsp;&nbsp;&nbsp; 770649 |
| Fannie Mae, 5.222%, 6/25/2054 - 10/25/2054  | 504091 | &nbsp;&nbsp;&nbsp; 505080 |
| Fannie Mae, 7.072%, 7/25/2054  | 428785 | &nbsp;&nbsp;&nbsp; 444717 |
| Fannie Mae, 5.472%, 12/25/2054  | 1085325 | &nbsp;&nbsp;&nbsp; 1090856 |
| Fannie Mae, 6.512%, 3/25/2055  | 613688 | &nbsp;&nbsp;&nbsp; 614434 |
| Fannie Mae, UMBS, 2.5%, 8/01/2036 - 9/01/2052  | 8547869 | &nbsp;&nbsp;&nbsp; 7403034 |
| Fannie Mae, UMBS, 5.5%, 8/01/2038 - 6/01/2055  | 2268256 | &nbsp;&nbsp;&nbsp; 2312449 |
| Fannie Mae, UMBS, 1.5%, 2/01/2042 - 9/01/2051  | 1832184 | &nbsp;&nbsp;&nbsp; 1427439 |
| Fannie Mae, UMBS, 2%, 2/01/2042 - 2/01/2052  | 3378624 | &nbsp;&nbsp;&nbsp; 2817381 |
| Fannie Mae, UMBS, 3.5%, 5/01/2049  | 352374 | &nbsp;&nbsp;&nbsp; 334506 |
| Fannie Mae, UMBS, 3%, 8/01/2050 - 8/01/2052  | 3493762 | &nbsp;&nbsp;&nbsp; 3120261 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Fannie Mae, UMBS, 4%, 8/01/2051 - 5/01/2052  | $712323 | &nbsp;&nbsp;&nbsp; $688298 |
| Fannie Mae, UMBS, 4.5%, 7/01/2052 - 9/01/2052  | 307373 | &nbsp;&nbsp;&nbsp; 304567 |
| Fannie Mae, UMBS, 5%, 8/01/2052 - 11/01/2054  | 2422049 | &nbsp;&nbsp;&nbsp; 2426569 |
| Fannie Mae, UMBS, 6.5%, 6/01/2053 - 1/01/2054  | 679530 | &nbsp;&nbsp;&nbsp; 704301 |
| Fannie Mae, UMBS, 6%, 9/01/2053 - 11/01/2054  | 3116508 | &nbsp;&nbsp;&nbsp; 3200692 |
| Freddie Mac, 2.745%, 1/25/2026  | 300440 | &nbsp;&nbsp;&nbsp; 299333 |
| Freddie Mac, 3.208%, 2/25/2026  | 210197 | &nbsp;&nbsp;&nbsp; 209425 |
| Freddie Mac, 2.797%, 12/25/2026  | 114627 | &nbsp;&nbsp;&nbsp; 114045 |
| Freddie Mac, 1.487%, 3/25/2027 (i) | 2188000 | &nbsp;&nbsp;&nbsp; 34355 |
| Freddie Mac, 0.697%, 7/25/2027 (i) | 42496854 | &nbsp;&nbsp;&nbsp; 311451 |
| Freddie Mac, 0.536%, 8/25/2027 (i) | 31674756 | &nbsp;&nbsp;&nbsp; 186625 |
| Freddie Mac, 0.487%, 12/25/2027 (i) | 205947 | &nbsp;&nbsp;&nbsp; 1422 |
| Freddie Mac, 0.43%, 1/25/2028 (i) | 57575471 | &nbsp;&nbsp;&nbsp; 334226 |
| Freddie Mac, 0.432%, 1/25/2028 (i) | 24144175 | &nbsp;&nbsp;&nbsp; 141200 |
| Freddie Mac, 0.264%, 2/25/2028 (i) | 73540311 | &nbsp;&nbsp;&nbsp; 217775 |
| Freddie Mac, 0.257%, 4/25/2028 (i) | 48353504 | &nbsp;&nbsp;&nbsp; 146724 |
| Freddie Mac, 0.612%, 10/25/2028 (i) | 6094969 | &nbsp;&nbsp;&nbsp; 72674 |
| Freddie Mac, 0.598%, 5/25/2029 (i) | 6541483 | &nbsp;&nbsp;&nbsp; 90706 |
| Freddie Mac, 1.005%, 7/25/2029 (i) | 4906286 | &nbsp;&nbsp;&nbsp; 137286 |
| Freddie Mac, 1.212%, 7/25/2029 (i) | 7847146 | &nbsp;&nbsp;&nbsp; 262029 |
| Freddie Mac, 1.259%, 8/25/2029 (i) | 13846868 | &nbsp;&nbsp;&nbsp; 498102 |
| Freddie Mac, 0.734%, 1/25/2030 (i) | 2649208 | &nbsp;&nbsp;&nbsp; 57997 |
| Freddie Mac, 1.437%, 1/25/2030 (i) | 4061836 | &nbsp;&nbsp;&nbsp; 192126 |
| Freddie Mac, 1.913%, 4/25/2030 (i) | 3344437 | &nbsp;&nbsp;&nbsp; 231941 |
| Freddie Mac, 1.954%, 4/25/2030 (i) | 8166315 | &nbsp;&nbsp;&nbsp; 588226 |
| Freddie Mac, 1.769%, 5/25/2030 (i) | 4373949 | &nbsp;&nbsp;&nbsp; 292585 |
| Freddie Mac, 1.907%, 5/25/2030 (i) | 9928903 | &nbsp;&nbsp;&nbsp; 720217 |
| Freddie Mac, 5.5%, 6/01/2030 - 9/01/2041  | 558547 | &nbsp;&nbsp;&nbsp; 581763 |
| Freddie Mac, 1.205%, 6/25/2030 (i) | 3066826 | &nbsp;&nbsp;&nbsp; 131568 |
| Freddie Mac, 1.435%, 6/25/2030 (i) | 3957955 | &nbsp;&nbsp;&nbsp; 215957 |
| Freddie Mac, 1.701%, 8/25/2030 (i) | 3506241 | &nbsp;&nbsp;&nbsp; 233373 |
| Freddie Mac, 1.262%, 9/25/2030 (i) | 2193674 | &nbsp;&nbsp;&nbsp; 110084 |
| Freddie Mac, 0.412%, 1/25/2031 (i) | 12611564 | &nbsp;&nbsp;&nbsp; 161070 |
| Freddie Mac, 0.871%, 1/25/2031 (i) | 4987462 | &nbsp;&nbsp;&nbsp; 180874 |
| Freddie Mac, 0.546%, 2/25/2031 (i) | 2871045 | &nbsp;&nbsp;&nbsp; 58914 |
| Freddie Mac, 1.321%, 7/25/2031 (i) | 3953830 | &nbsp;&nbsp;&nbsp; 238590 |
| Freddie Mac, 0.954%, 9/25/2031 (i) | 5826990 | &nbsp;&nbsp;&nbsp; 248775 |
| Freddie Mac, 0.434%, 6/25/2032 (i) | 17860106 | &nbsp;&nbsp;&nbsp; 351773 |
| Freddie Mac, 4.606%, 10/15/2032  | 27512 | &nbsp;&nbsp;&nbsp; 27498 |
| Freddie Mac, 0.302%, 11/25/2032 (i) | 11453817 | &nbsp;&nbsp;&nbsp; 143395 |
| Freddie Mac, 0.431%, 5/25/2033 (i) | 2600000 | &nbsp;&nbsp;&nbsp; 53946 |
| Freddie Mac, 3.5%, 8/15/2033 - 10/25/2058  | 2990119 | &nbsp;&nbsp;&nbsp; 2882836 |
| Freddie Mac, 0.299%, 8/25/2033 (i) | 12475897 | &nbsp;&nbsp;&nbsp; 151613 |
| Freddie Mac, 0.362%, 10/25/2033 (i) | 11781459 | &nbsp;&nbsp;&nbsp; 191153 |
| Freddie Mac, 5%, 5/01/2034 - 12/01/2044  | 1065949 | &nbsp;&nbsp;&nbsp; 1097682 |
| Freddie Mac, 6%, 8/01/2034 - 10/01/2038  | 346899 | &nbsp;&nbsp;&nbsp; 364577 |
| Freddie Mac, 1.092%, 9/25/2034 (i) | 1508629 | &nbsp;&nbsp;&nbsp; 104412 |
| Freddie Mac, 0.22%, 1/25/2035 (i) | 17854931 | &nbsp;&nbsp;&nbsp; 161767 |
| Freddie Mac, 0.427%, 1/25/2035 (i) | 6569974 | &nbsp;&nbsp;&nbsp; 150555 |
| Freddie Mac, 4.456%, 4/15/2035  | 17158 | &nbsp;&nbsp;&nbsp; 17059 |
| Freddie Mac, 5.5%, 2/15/2036 (i) | 101045 | &nbsp;&nbsp;&nbsp; 15468 |
| Freddie Mac, 6.5%, 5/01/2037  | 3460 | &nbsp;&nbsp;&nbsp; 3607 |
| Freddie Mac, 4%, 8/01/2037 - 4/15/2044  | 1511444 | &nbsp;&nbsp;&nbsp; 1496216 |
| Freddie Mac, 4.957%, 5/15/2039  | 27228 | &nbsp;&nbsp;&nbsp; 27306 |
| Freddie Mac, 4.5%, 7/01/2039 - 5/01/2042  | 593681 | &nbsp;&nbsp;&nbsp; 600138 |
| Freddie Mac, 3%, 7/15/2039 - 10/01/2046  | 2538615 | &nbsp;&nbsp;&nbsp; 2346035 |
| Freddie Mac, 4.5%, 12/15/2040 (i) | 14772 | &nbsp;&nbsp;&nbsp; 1375 |
| Freddie Mac, 4.656%, 8/15/2046  | 43636 | &nbsp;&nbsp;&nbsp; 43275 |
| Freddie Mac, 2.5%, 3/25/2051 (i) | 1118280 | &nbsp;&nbsp;&nbsp; 184224 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, 4.892%, 9/25/2052  | $697365 | &nbsp;&nbsp;&nbsp; $687303 |
| Freddie Mac, 5.522%, 10/25/2053  | 70018 | &nbsp;&nbsp;&nbsp; 70883 |
| Freddie Mac, 6.301%, 12/25/2053  | 584703 | &nbsp;&nbsp;&nbsp; 586513 |
| Freddie Mac, 5.372%, 12/25/2054  | 592950 | &nbsp;&nbsp;&nbsp; 595464 |
| Freddie Mac, 6.522%, 1/25/2055  | 355021 | &nbsp;&nbsp;&nbsp; 358785 |
| Freddie Mac, 7.622%, 8/25/2055  | 32867 | &nbsp;&nbsp;&nbsp; 32997 |
| Freddie Mac, 8.022%, 9/25/2055  | 97379 | &nbsp;&nbsp;&nbsp; 102112 |
| Freddie Mac, 3.25%, 11/25/2061  | 728186 | &nbsp;&nbsp;&nbsp; 686267 |
| Freddie Mac, UMBS, 2.5%, 3/01/2037 - 9/01/2052  | 1805556 | &nbsp;&nbsp;&nbsp; 1567885 |
| Freddie Mac, UMBS, 2%, 2/01/2042 - 2/01/2052  | 3784905 | &nbsp;&nbsp;&nbsp; 3141918 |
| Freddie Mac, UMBS, 3%, 3/01/2047 - 9/01/2052  | 2516630 | &nbsp;&nbsp;&nbsp; 2275271 |
| Freddie Mac, UMBS, 1.5%, 11/01/2051  | 34426 | &nbsp;&nbsp;&nbsp; 26750 |
| Freddie Mac, UMBS, 3.5%, 5/01/2052  | 128367 | &nbsp;&nbsp;&nbsp; 119916 |
| Freddie Mac, UMBS, 4%, 5/01/2052  | 569117 | &nbsp;&nbsp;&nbsp; 546971 |
| Freddie Mac, UMBS, 6%, 10/01/2052 - 7/01/2054  | 1340445 | &nbsp;&nbsp;&nbsp; 1373257 |
| Freddie Mac, UMBS, 5.5%, 12/01/2052 - 11/01/2054  | 1602245 | &nbsp;&nbsp;&nbsp; 1629856 |
| Freddie Mac, UMBS, 6.5%, 11/01/2054  | 366739 | &nbsp;&nbsp;&nbsp; 382583 |
| Ginnie Mae, 3.5%, 8/20/2029 - 1/20/2043 (i) | 938685 | &nbsp;&nbsp;&nbsp; 104535 |
| Ginnie Mae, 5.5%, 5/15/2033 - 2/20/2053  | 2704549 | &nbsp;&nbsp;&nbsp; 2752040 |
| Ginnie Mae, 4.5%, 7/20/2033 - 9/20/2052  | 4470534 | &nbsp;&nbsp;&nbsp; 4441815 |
| Ginnie Mae, 5.659%, 8/20/2034  | 208658 | &nbsp;&nbsp;&nbsp; 213476 |
| Ginnie Mae, 4%, 5/16/2039 - 7/20/2052  | 905008 | &nbsp;&nbsp;&nbsp; 880467 |
| Ginnie Mae, 5%, 8/20/2039 - 1/20/2053  | 1000228 | &nbsp;&nbsp;&nbsp; 1009498 |
| Ginnie Mae, 4%, 12/20/2039 - 8/16/2042 (i) | 276023 | &nbsp;&nbsp;&nbsp; 38579 |
| Ginnie Mae, 4.174%, 9/20/2041  | 1063754 | &nbsp;&nbsp;&nbsp; 1040315 |
| Ginnie Mae, 3.5%, 12/15/2041 - 4/20/2047  | 2212487 | &nbsp;&nbsp;&nbsp; 2096516 |
| Ginnie Mae, 2.5%, 6/20/2042 - 4/20/2052  | 4349200 | &nbsp;&nbsp;&nbsp; 3779617 |
| Ginnie Mae, 3%, 4/20/2045 - 9/20/2047  | 1619541 | &nbsp;&nbsp;&nbsp; 1484730 |
| Ginnie Mae, 4.374%, 10/20/2045  | 1055166 | &nbsp;&nbsp;&nbsp; 1035586 |
| Ginnie Mae, 4.524%, 7/20/2046  | 408025 | &nbsp;&nbsp;&nbsp; 402799 |
| Ginnie Mae, 4.324%, 10/20/2047  | 78650 | &nbsp;&nbsp;&nbsp; 76518 |
| Ginnie Mae, 2.5%, 2/20/2051 (i) | 336865 | &nbsp;&nbsp;&nbsp; 46662 |
| Ginnie Mae, 2%, 3/20/2052  | 153839 | &nbsp;&nbsp;&nbsp; 128101 |
| Ginnie Mae, 5.149%, 10/20/2054  | 541369 | &nbsp;&nbsp;&nbsp; 541662 |
| Ginnie Mae, 5.427%, 6/20/2055  | 635976 | &nbsp;&nbsp;&nbsp; 648795 |
| Ginnie Mae, 5.502%, 6/20/2055  | 567106 | &nbsp;&nbsp;&nbsp; 566848 |
| Ginnie Mae, 6%, 11/20/2055  | 413667 | &nbsp;&nbsp;&nbsp; 427939 |
| Ginnie Mae, 2.147%, 12/20/2062 (i) | 600812 | &nbsp;&nbsp;&nbsp; 28017 |
| Ginnie Mae, 5.248%, 3/20/2064  | 161979 | &nbsp;&nbsp;&nbsp; 162596 |
| Ginnie Mae, 4.9%, 7/20/2064  | 72047 | &nbsp;&nbsp;&nbsp; 72097 |
| Ginnie Mae, 4.97%, 10/20/2066  | 132362 | &nbsp;&nbsp;&nbsp; 132596 |
| Ginnie Mae, 4.99%, 10/20/2066  | 335806 | &nbsp;&nbsp;&nbsp; 336479 |
| Ginnie Mae, 5.249%, 1/20/2067  | 308755 | &nbsp;&nbsp;&nbsp; 310593 |
| Ginnie Mae, 5.127%, 2/20/2067  | 243631 | &nbsp;&nbsp;&nbsp; 244975 |
| Ginnie Mae, 5.173%, 3/20/2067  | 554030 | &nbsp;&nbsp;&nbsp; 557625 |
| Ginnie Mae, 5.281%, 7/20/2067  | 666412 | &nbsp;&nbsp;&nbsp; 673165 |
| Ginnie Mae, 4.67%, 11/20/2067  | 187177 | &nbsp;&nbsp;&nbsp; 187031 |
| Ginnie Mae, 4.992%, 4/20/2068  | 1019045 | &nbsp;&nbsp;&nbsp; 1022928 |
| UMBS, TBA, 2.5%, 12/25/2055  | 400000 | &nbsp;&nbsp;&nbsp; 340265 |
|  |  | &nbsp;&nbsp;&nbsp; $104322402 |
| Municipals – 0.2% | Municipals – 0.2% | Municipals – 0.2% |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 2.746%, 6/01/2034  | $560000 | &nbsp;&nbsp;&nbsp; $514379 |
| Kentucky Higher Education Student Loan Corp. Rev., Taxable, "A-2", 6.195%, 6/01/2040  | 890000 | &nbsp;&nbsp;&nbsp; 934862 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 6.352%, 7/01/2049  | 760000 | &nbsp;&nbsp;&nbsp; 793057 |
| National Finance Authority, NH, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", 6.89%, 4/01/2034  | 630000 | &nbsp;&nbsp;&nbsp; 670051 |
|  |  | &nbsp;&nbsp;&nbsp; $2912349 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $1305000 | &nbsp;&nbsp;&nbsp; $1389107 |
| Sempra, 6.875% to 10/01/2029, FLR (CMT - 5yr. + 2.789%) to 10/01/2054  | 530000 | &nbsp;&nbsp;&nbsp; 543293 |
| Sempra, 6.375% to 4/01/2031, FLR (CMT - 5yr. + 2.632%) to 4/01/2056  | 353000 | &nbsp;&nbsp;&nbsp; 359598 |
|  |  | &nbsp;&nbsp;&nbsp; $2291998 |
| Network & Telecom – 0.1% | Network & Telecom – 0.1% | Network & Telecom – 0.1% |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $1059000 | &nbsp;&nbsp;&nbsp; $1092042 |
| NTT Finance Corp., 5.502%, 7/16/2035 (n) | 716000 | &nbsp;&nbsp;&nbsp; 748185 |
|  |  | &nbsp;&nbsp;&nbsp; $1840227 |
| Oils – 0.1% | Oils – 0.1% | Oils – 0.1% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $428000 | &nbsp;&nbsp;&nbsp; $444502 |
| Raizen Fuels Finance S.A., 6.25%, 7/08/2032 (n) | 1796000 | &nbsp;&nbsp;&nbsp; 1555156 |
|  |  | &nbsp;&nbsp;&nbsp; $1999658 |
| Other Banks & Diversified Financials – 0.9% | Other Banks & Diversified Financials – 0.9% | Other Banks & Diversified Financials – 0.9% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $1421000 | &nbsp;&nbsp;&nbsp; $1511654 |
| Banco de Crédito del Perú, 6.45% to 7/30/2030, FLR (CMT - 5yr. + 2.486%) to 7/30/2035 (n) | 829000 | &nbsp;&nbsp;&nbsp; 857523 |
| Banco GNB Sudameris S.A., 7.5% to 4/16/2026, FLR (CMT - 5yr. + 6.66%) to 4/16/2031 (n) | 602000 | &nbsp;&nbsp;&nbsp; 595324 |
| Bangkok Bank PCL/Hong Kong, 4.507%, 11/26/2030 (n) | 1132000 | &nbsp;&nbsp;&nbsp; 1136918 |
| Bangkok Bank Public Co. Ltd. (Hong Kong), 5.65%, 7/05/2034 (n) | 886000 | &nbsp;&nbsp;&nbsp; 932600 |
| Bangkok Bank Public Co. Ltd. (Hong Kong), 3.733% to 9/25/2029, FLR (CMT - 5yr. + 1.9%) to 9/25/2034  | 1222000 | &nbsp;&nbsp;&nbsp; 1163682 |
| BBVA Bancomer S.A. (Texas), 8.45% to 6/29/2033, FLR (CMT - 5yr. + 4.661%) to 6/29/2038 (n) | 362000 | &nbsp;&nbsp;&nbsp; 397199 |
| BBVA Bancomer S.A. (Texas), 8.125%, 1/08/2039 (n) | 476000 | &nbsp;&nbsp;&nbsp; 515158 |
| BBVA Mexico S.A., 7.625%, 2/11/2035 (n) | 485000 | &nbsp;&nbsp;&nbsp; 508364 |
| CaixaBank S.A., 6.84% to 9/13/2033, FLR (SOFR - 1 day + 2.77%) to 9/13/2034 (n) | 1234000 | &nbsp;&nbsp;&nbsp; 1386394 |
| Intesa Sanpaolo S.p.A., 7.2%, 11/28/2033 (n) | 929000 | &nbsp;&nbsp;&nbsp; 1065535 |
| M&T Bank Corp., 7.413% to 10/30/2028, FLR (SOFR - 1 day + 2.80%) to 10/30/2029  | 269000 | &nbsp;&nbsp;&nbsp; 291784 |
| M&T Bank Corp., 5.053% to 1/27/2033, FLR (SOFR - 1 day + 1.850%) to 1/27/2034  | 694000 | &nbsp;&nbsp;&nbsp; 700286 |
| Macquarie Bank Ltd., 5.642% to 8/13/2035, FLR (CMT - 1yr. + 1.45%) to 8/13/2036 (n) | 902000 | &nbsp;&nbsp;&nbsp; 922559 |
| Manufacturers and Traders Trust Co., 4.7%, 1/27/2028  | 588000 | &nbsp;&nbsp;&nbsp; 596302 |
| NBK SPC Ltd. (State of Kuwait), 5.5% to 6/06/2029, FLR (SOFR - 1 day + 1.16%) to 6/06/2030 (n) | 426000 | &nbsp;&nbsp;&nbsp; 440971 |
| Scotiabank Peru S.A.A., 6.1% to 10/01/2030, FLR (CMT - 5yr. + 2.309%) to 10/01/2035 (n) | 262000 | &nbsp;&nbsp;&nbsp; 269336 |
| Truist Financial Corp., 7.161% to 10/30/2028, FLR (SOFR - 1 day + 2.446%) to 10/30/2029  | 1016000 | &nbsp;&nbsp;&nbsp; 1100113 |
| United Overseas Bank Ltd., 2% to 10/14/2026, FLR (CMT - 5yr. + 1.23%) to 10/14/2031 (n) | 1677000 | &nbsp;&nbsp;&nbsp; 1643278 |
| United Overseas Bank Ltd., 3.863% to 10/07/2027, FLR (CMT - 5yr. + 1.45%) to 10/07/2032 (n) | 934000 | &nbsp;&nbsp;&nbsp; 926684 |
|  |  | &nbsp;&nbsp;&nbsp; $16961664 |
| Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% | Pharmaceuticals – 0.3% |
| AbbVie, Inc., 5.35%, 3/15/2044  | $1232000 | &nbsp;&nbsp;&nbsp; $1238844 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 468000 | &nbsp;&nbsp;&nbsp; 466505 |
| Biocon Biologics Global PLC, 6.67%, 10/09/2029 (n) | 751000 | &nbsp;&nbsp;&nbsp; 739951 |
| Eli Lilly & Co., 4.7%, 2/09/2034  | 1560000 | &nbsp;&nbsp;&nbsp; 1590237 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | 272000 | &nbsp;&nbsp;&nbsp; 279366 |
| Pfizer Investment Enterprises Pte. Ltd., 5.3%, 5/19/2053  | 324000 | &nbsp;&nbsp;&nbsp; 314036 |
| Pfizer, Inc., 2.55%, 5/28/2040  | 826000 | &nbsp;&nbsp;&nbsp; 615086 |
| Roche Holdings, Inc., 5.338%, 11/13/2028 (n) | 400000 | &nbsp;&nbsp;&nbsp; 416575 |
|  |  | &nbsp;&nbsp;&nbsp; $5660600 |
| Pollution Control – 0.0% | Pollution Control – 0.0% | Pollution Control – 0.0% |
| Ambipar Lux S.à r.l., 10.875%, 2/05/2033 (n)  | $488000 | &nbsp;&nbsp;&nbsp; $82960 |
| Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n)  | $1119000 | &nbsp;&nbsp;&nbsp; $1195912 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |
| Burlington Northern Santa Fe LLC, 5.2%, 4/15/2054  | $1172000 | &nbsp;&nbsp;&nbsp; $1128560 |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | 538000 | &nbsp;&nbsp;&nbsp; 540309 |
| Canadian Pacific Railway Co., 3.1%, 12/02/2051  | 1543000 | &nbsp;&nbsp;&nbsp; 1041351 |
|  |  | &nbsp;&nbsp;&nbsp; $2710220 |
| Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% |
| American Homes 4 Rent LP, REIT, 5.25%, 3/15/2035  | $1401000 | &nbsp;&nbsp;&nbsp; $1428729 |
| Real Estate - Office – 0.2% | Real Estate - Office – 0.2% | Real Estate - Office – 0.2% |
| Boston Properties LP, REIT, 3.65%, 2/01/2026  | $886000 | &nbsp;&nbsp;&nbsp; $884771 |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | 637000 | &nbsp;&nbsp;&nbsp; 629233 |
| COPT Defense Properties, 4.5%, 10/15/2030  | 337000 | &nbsp;&nbsp;&nbsp; 335633 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029  | 641000 | &nbsp;&nbsp;&nbsp; 597457 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031  | 494000 | &nbsp;&nbsp;&nbsp; 449503 |
| Highwoods Realty LP, 5.35%, 1/15/2033  | 718000 | &nbsp;&nbsp;&nbsp; 720955 |
|  |  | &nbsp;&nbsp;&nbsp; $3617552 |
| Real Estate - Other – 0.1% | Real Estate - Other – 0.1% | Real Estate - Other – 0.1% |
| Prologis LP, REIT, 5.125%, 1/15/2034  | $954000 | &nbsp;&nbsp;&nbsp; $985587 |
| Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% |
| NNN REIT, Inc., 5.6%, 10/15/2033  | $745000 | &nbsp;&nbsp;&nbsp; $783941 |
| Realty Income Corp., REIT, 5.375%, 9/01/2054  | 1265000 | &nbsp;&nbsp;&nbsp; 1241662 |
| STORE Capital Corp., REIT, 4.625%, 3/15/2029  | 325000 | &nbsp;&nbsp;&nbsp; 323936 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | 1205000 | &nbsp;&nbsp;&nbsp; 1099756 |
|  |  | &nbsp;&nbsp;&nbsp; $3449295 |
| Retailers – 0.2% | Retailers – 0.2% | Retailers – 0.2% |
| Alimentation Couche-Tard, Inc., 3.8%, 1/25/2050 (n) | $817000 | &nbsp;&nbsp;&nbsp; $626984 |
| Amazon.com, Inc., 3.6%, 4/13/2032  | 1160000 | &nbsp;&nbsp;&nbsp; 1128821 |
| Home Depot, Inc., 3.9%, 6/15/2047  | 1234000 | &nbsp;&nbsp;&nbsp; 996474 |
|  |  | &nbsp;&nbsp;&nbsp; $2752279 |
| Specialty Stores – 0.0% | Specialty Stores – 0.0% | Specialty Stores – 0.0% |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | $967000 | &nbsp;&nbsp;&nbsp; $715964 |
| Supermarkets – 0.0% | Supermarkets – 0.0% | Supermarkets – 0.0% |
| Kroger Co., 5.5%, 9/15/2054  | $384000 | &nbsp;&nbsp;&nbsp; $374406 |
| Supranational – 0.1% | Supranational – 0.1% | Supranational – 0.1% |
| African Development Bank, 5.875% to 8/07/2035, FLR (CMT - 5yr. + 1.653%) to 8/07/2174  | $821000 | &nbsp;&nbsp;&nbsp; $821000 |
| Corporacion Andina de Fomento, 6.75%, 12/17/2173 (n) | 613000 | &nbsp;&nbsp;&nbsp; 630680 |
| West African Developement Bank, 6.25%, 10/14/2040 (n) | 581000 | &nbsp;&nbsp;&nbsp; 665290 |
|  |  | &nbsp;&nbsp;&nbsp; $2116970 |
| Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% | Telecommunications - Wireless – 0.5% |
| American Tower Corp., 5.2%, 2/15/2029  | $979000 | &nbsp;&nbsp;&nbsp; $1007050 |
| American Tower Corp., 5.45%, 2/15/2034  | 905000 | &nbsp;&nbsp;&nbsp; 943501 |
| American Tower Corp., 3.7%, 10/15/2049  | 325000 | &nbsp;&nbsp;&nbsp; 243939 |
| Cellnex Finance Co. S.A., 3.875%, 7/07/2041 (n) | 1551000 | &nbsp;&nbsp;&nbsp; 1241158 |
| Crown Castle, Inc., REIT, 3.7%, 6/15/2026  | 986000 | &nbsp;&nbsp;&nbsp; 982750 |
| Liberty Costa Rica Senior Secured Finance, 10.875%, 1/15/2031 (n) | 570000 | &nbsp;&nbsp;&nbsp; 599925 |
| Rogers Communications, Inc., 4.5%, 3/15/2042  | 779000 | &nbsp;&nbsp;&nbsp; 674455 |
| Telefonica Celular del Paraguay S.A., 5.875%, 4/15/2027  | 399000 | &nbsp;&nbsp;&nbsp; 397005 |
| T-Mobile USA, Inc., 2.05%, 2/15/2028  | 563000 | &nbsp;&nbsp;&nbsp; 539442 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | 701000 | &nbsp;&nbsp;&nbsp; 719725 |
| T-Mobile USA, Inc., 5.75%, 1/15/2054  | 427000 | &nbsp;&nbsp;&nbsp; 427574 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Telecommunications - Wireless – continued | Telecommunications - Wireless – continued | Telecommunications - Wireless – continued |
| Vodafone Group PLC, 5.625%, 2/10/2053  | $1084000 | &nbsp;&nbsp;&nbsp; $1053325 |
|  |  | &nbsp;&nbsp;&nbsp; $8829849 |
| Tobacco – 0.1% | Tobacco – 0.1% | Tobacco – 0.1% |
| B.A.T. Capital Corp., 6.343%, 8/02/2030  | $811000 | &nbsp;&nbsp;&nbsp; $877627 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | 1013000 | &nbsp;&nbsp;&nbsp; 1054239 |
|  |  | &nbsp;&nbsp;&nbsp; $1931866 |
| Transportation - Services – 0.3% | Transportation - Services – 0.3% | Transportation - Services – 0.3% |
| Adani Ports & Special Economic Zone Ltd., 5%, 8/02/2041 (n) | $865000 | &nbsp;&nbsp;&nbsp; $729229 |
| Aeropuertos Dominicanos Siglo XXI S.A., 7%, 6/30/2034 (n) | 632000 | &nbsp;&nbsp;&nbsp; 662633 |
| Corporación Quiport S.A. (Republic of Ecuadorl), 9%, 12/15/2037 (n) | 323000 | &nbsp;&nbsp;&nbsp; 340571 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | 1366000 | &nbsp;&nbsp;&nbsp; 1441453 |
| IRB Infrastructure Developers Ltd., 7.11%, 3/11/2032 (n) | 751000 | &nbsp;&nbsp;&nbsp; 775781 |
| Kingston Airport Revenue Finance, 6.75%, 12/15/2036 (n) | 447000 | &nbsp;&nbsp;&nbsp; 455940 |
| Montego Bay Airport Revenue Finance Ltd., 6.6%, 6/15/2035 (n) | 543000 | &nbsp;&nbsp;&nbsp; 542457 |
| Yinson Bergenia Production B.V., 8.498%, 1/31/2045 (n) | 766000 | &nbsp;&nbsp;&nbsp; 803403 |
|  |  | &nbsp;&nbsp;&nbsp; $5751467 |
| U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% |
| Small Business Administration, 5.16%, 2/01/2028  | $5996 | &nbsp;&nbsp;&nbsp; $6041 |
| Small Business Administration, 2.21%, 2/01/2033  | 54769 | &nbsp;&nbsp;&nbsp; 51807 |
| Small Business Administration, 2.22%, 3/01/2033  | 89613 | &nbsp;&nbsp;&nbsp; 84533 |
| Small Business Administration, 3.15%, 7/01/2033  | 106119 | &nbsp;&nbsp;&nbsp; 102908 |
| Small Business Administration, 3.16%, 8/01/2033  | 134928 | &nbsp;&nbsp;&nbsp; 130773 |
| Small Business Administration, 3.62%, 9/01/2033  | 86229 | &nbsp;&nbsp;&nbsp; 84787 |
|  |  | &nbsp;&nbsp;&nbsp; $460849 |
| U.S. Treasury Obligations – 4.9% | U.S. Treasury Obligations – 4.9% | U.S. Treasury Obligations – 4.9% |
| U.S. Treasury Bonds, 6.375%, 8/15/2027  | $106000 | &nbsp;&nbsp;&nbsp; $111014 |
| U.S. Treasury Bonds, 3.5%, 9/30/2027  | 5555000 | &nbsp;&nbsp;&nbsp; 5553481 |
| U.S. Treasury Bonds, 5.25%, 2/15/2029 (f) | 2965000 | &nbsp;&nbsp;&nbsp; 3126338 |
| U.S. Treasury Bonds, 2.375%, 2/15/2042  | 5989000 | &nbsp;&nbsp;&nbsp; 4493622 |
| U.S. Treasury Bonds, 3.25%, 5/15/2042  | 1714000 | &nbsp;&nbsp;&nbsp; 1456967 |
| U.S. Treasury Bonds, 2.875%, 5/15/2043  | 6853400 | &nbsp;&nbsp;&nbsp; 5429981 |
| U.S. Treasury Bonds, 4.75%, 11/15/2043  | 2982000 | &nbsp;&nbsp;&nbsp; 3043271 |
| U.S. Treasury Bonds, 4.75%, 2/15/2045  | 5301000 | &nbsp;&nbsp;&nbsp; 5384656 |
| U.S. Treasury Bonds, 5%, 5/15/2045  | 2627000 | &nbsp;&nbsp;&nbsp; 2753835 |
| U.S. Treasury Bonds, 4.875%, 8/15/2045  | 2383000 | &nbsp;&nbsp;&nbsp; 2457469 |
| U.S. Treasury Bonds, 2.875%, 11/15/2046 (f) | 2136000 | &nbsp;&nbsp;&nbsp; 1617937 |
| U.S. Treasury Bonds, 4.75%, 8/15/2055  | 5309000 | &nbsp;&nbsp;&nbsp; 5375362 |
| U.S. Treasury Notes, 3.5%, 10/31/2027  | 6338000 | &nbsp;&nbsp;&nbsp; 6336514 |
| U.S. Treasury Notes, 3.625%, 3/31/2028 (f) | 11275000 | &nbsp;&nbsp;&nbsp; 11308913 |
| U.S. Treasury Notes, 2.375%, 5/15/2029  | 6034500 | &nbsp;&nbsp;&nbsp; 5809385 |
| U.S. Treasury Notes, 3.875%, 9/30/2029  | 4658000 | &nbsp;&nbsp;&nbsp; 4711312 |
| U.S. Treasury Notes, 4.625%, 4/30/2031  | 2748000 | &nbsp;&nbsp;&nbsp; 2878959 |
| U.S. Treasury Notes, 1.625%, 5/15/2031  | 4940000 | &nbsp;&nbsp;&nbsp; 4448509 |
| U.S. Treasury Notes, 1.875%, 2/15/2032  | 7500000 | &nbsp;&nbsp;&nbsp; 6734180 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 (f) | 7333000 | &nbsp;&nbsp;&nbsp; 6891588 |
| U.S. Treasury Notes, 4.25%, 8/15/2035  | 1464000 | &nbsp;&nbsp;&nbsp; 1492365 |
|  |  | &nbsp;&nbsp;&nbsp; $91415658 |
| Utilities - Electric Power – 2.0% | Utilities - Electric Power – 2.0% | Utilities - Electric Power – 2.0% |
| Adani Electricity Mumbai Ltd., 3.867%, 7/22/2031 (n) | $1362000 | &nbsp;&nbsp;&nbsp; $1222066 |
| Adani Transmission Step-One Ltd., 4.25%, 5/21/2036 (n) | 2078125 | &nbsp;&nbsp;&nbsp; 1869332 |
| AEP Texas, Inc., 5.7%, 5/15/2034  | 1043000 | &nbsp;&nbsp;&nbsp; 1093475 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | 507000 | &nbsp;&nbsp;&nbsp; 527528 |
| AEP Transmission Co. LLC, 5.4%, 3/15/2053  | 1016000 | &nbsp;&nbsp;&nbsp; 1007028 |
| AES Andes S.A., 6.25%, 3/14/2032 (n) | 456000 | &nbsp;&nbsp;&nbsp; 474241 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| AES Andes S.A., 8.15% to 6/10/2030, FLR (CMT - 5yr. + 3.835%) to 6/10/2035, FLR (CMT - 5yr. + 4.085%) to <br> 6/10/2050, FLR (CMT - 5yr. + 4.835%) to 6/10/2055 (n)<br>| $434000 | &nbsp;&nbsp;&nbsp; $451477 |
| Alfa Desarrollo S.p.A., 4.55%, 9/27/2051 (n) | 1014997 | &nbsp;&nbsp;&nbsp; 829572 |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 475000 | &nbsp;&nbsp;&nbsp; 477387 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | 305000 | &nbsp;&nbsp;&nbsp; 275791 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | 360000 | &nbsp;&nbsp;&nbsp; 349953 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 300000 | &nbsp;&nbsp;&nbsp; 257169 |
| CFE FIBRA E Banco Citi Mexico S.A., 5.875%, 9/23/2040 (n) | 737000 | &nbsp;&nbsp;&nbsp; 734133 |
| Colbun S.A., 5.375%, 9/11/2035 (n) | 856000 | &nbsp;&nbsp;&nbsp; 862429 |
| DTE Energy Co., 4.95%, 7/01/2027  | 943000 | &nbsp;&nbsp;&nbsp; 954490 |
| Duke Energy Carolinas LLC, 2.85%, 3/15/2032  | 695000 | &nbsp;&nbsp;&nbsp; 638600 |
| Duke Energy Florida LLC, 3.4%, 10/01/2046  | 388000 | &nbsp;&nbsp;&nbsp; 288717 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | 791000 | &nbsp;&nbsp;&nbsp; 865157 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | 989000 | &nbsp;&nbsp;&nbsp; 892127 |
| Enel Finance International N.V., 7.75%, 10/14/2052 (n) | 1023000 | &nbsp;&nbsp;&nbsp; 1261662 |
| Energuate Trust, 6.35%, 9/15/2035 (n) | 795000 | &nbsp;&nbsp;&nbsp; 791537 |
| EPH Financing International A.S., 6.651%, 11/13/2028  | 953000 | &nbsp;&nbsp;&nbsp; 1196525 |
| Eversource Energy, 4.45%, 12/15/2030  | $413000 | &nbsp;&nbsp;&nbsp; 411908 |
| Eversource Energy, 5.5%, 1/01/2034  | 1026000 | &nbsp;&nbsp;&nbsp; 1060559 |
| FirstEnergy Corp., 2.65%, 3/01/2030  | 932000 | &nbsp;&nbsp;&nbsp; 866416 |
| Florida Power & Light Co., 3.95%, 3/01/2048  | 1811000 | &nbsp;&nbsp;&nbsp; 1476827 |
| Georgia Power Co., 4.7%, 5/15/2032  | 673000 | &nbsp;&nbsp;&nbsp; 685234 |
| Georgia Power Co., 5.125%, 5/15/2052  | 909000 | &nbsp;&nbsp;&nbsp; 862675 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 1605000 | &nbsp;&nbsp;&nbsp; 1447592 |
| Kallpa Generacion S.A., 5.875%, 1/30/2032 (n) | 424000 | &nbsp;&nbsp;&nbsp; 442317 |
| Kallpa Generacion S.A., 5.5%, 9/11/2035 (n) | 869000 | &nbsp;&nbsp;&nbsp; 873345 |
| MidAmerican Energy Co., 5.85%, 9/15/2054  | 956000 | &nbsp;&nbsp;&nbsp; 1001377 |
| NextEra Energy Capital Holdings, Inc., 2.44%, 1/15/2032  | 1090000 | &nbsp;&nbsp;&nbsp; 971146 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | 1059000 | &nbsp;&nbsp;&nbsp; 1089195 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 833000 | &nbsp;&nbsp;&nbsp; 867048 |
| Pacific Gas & Electric Co., 2.5%, 2/01/2031  | 670000 | &nbsp;&nbsp;&nbsp; 602774 |
| Pacific Gas & Electric Co., 4%, 12/01/2046  | 605000 | &nbsp;&nbsp;&nbsp; 461487 |
| PPL Electric Utilities Corp., 4.85%, 2/15/2034  | 1017000 | &nbsp;&nbsp;&nbsp; 1039177 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | 863000 | &nbsp;&nbsp;&nbsp; 885573 |
| PSEG Power LLC, 5.75%, 5/15/2035 (n) | 670000 | &nbsp;&nbsp;&nbsp; 703097 |
| PT Sorik Marapi Geothermal Power, 7.75%, 8/05/2031 (n) | 570418 | &nbsp;&nbsp;&nbsp; 582138 |
| Public Service Electric & Gas Co., 5.5%, 3/01/2055  | 518000 | &nbsp;&nbsp;&nbsp; 519884 |
| Saavi Energia S.à r.l., 8.875%, 2/10/2035 (n) | 795000 | &nbsp;&nbsp;&nbsp; 854132 |
| Southern California Edison Co., 4.5%, 9/01/2040  | 289000 | &nbsp;&nbsp;&nbsp; 256774 |
| Termocandelaria Power S.A., 7.75%, 9/17/2031 (n) | 847000 | &nbsp;&nbsp;&nbsp; 872474 |
| Xcel Energy, Inc., 4.6%, 6/01/2032  | 1154000 | &nbsp;&nbsp;&nbsp; 1152954 |
| Xcel Energy, Inc., 5.5%, 3/15/2034  | 343000 | &nbsp;&nbsp;&nbsp; 355917 |
|  |  | &nbsp;&nbsp;&nbsp; $37662416 |
| Utilities - Gas – 0.1% | Utilities - Gas – 0.1% | Utilities - Gas – 0.1% |
| APA Infrastructure Ltd., 5%, 3/23/2035 (n) | $307000 | &nbsp;&nbsp;&nbsp; $309306 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | 1083000 | &nbsp;&nbsp;&nbsp; 1097402 |
| Spire, Inc., 6.25%, 6/01/2056  | 1218000 | &nbsp;&nbsp;&nbsp; 1208605 |
|  |  | &nbsp;&nbsp;&nbsp; $2615313 |
| Utilities - Other – 0.1% | Utilities - Other – 0.1% | Utilities - Other – 0.1% |
| Aegea Finance S.à r.l., 7.625%, 1/20/2036 (n) | $893000 | &nbsp;&nbsp;&nbsp; $846017 |
| National Central Cooling Co. PJSC, 2.5%, 10/21/2027  | 957000 | &nbsp;&nbsp;&nbsp; 922318 |
|  |  | &nbsp;&nbsp;&nbsp; $1768335 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$787964608** |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – 32.7%  | Common Stocks – 32.7%  | Common Stocks – 32.7%  |
| Aerospace & Defense – 0.2% | Aerospace & Defense – 0.2% |  |
| Leidos Holdings, Inc.  | 24593 | &nbsp;&nbsp;&nbsp; $4699722 |
| Alcoholic Beverages – 0.6% | Alcoholic Beverages – 0.6% |  |
| Ambev S.A. | 3221700 | &nbsp;&nbsp;&nbsp; $8370954 |
| Kirin Holdings Co. Ltd. | 124800 | &nbsp;&nbsp;&nbsp; 1961040 |
|  |  | &nbsp;&nbsp;&nbsp; $10331994 |
| Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% |  |
| Compagnie Financiere Richemont S.A.  | 10328 | &nbsp;&nbsp;&nbsp; $2189541 |
| Automotive – 0.5% | Automotive – 0.5% |  |
| Compagnie Generale des Etablissements Michelin | 210719 | &nbsp;&nbsp;&nbsp; $6880818 |
| PT Astra International Tbk | 4242700 | &nbsp;&nbsp;&nbsp; 1668549 |
|  |  | &nbsp;&nbsp;&nbsp; $8549367 |
| Brokerage & Asset Managers – 0.2% | Brokerage & Asset Managers – 0.2% |  |
| CME Group, Inc. | 4516 | &nbsp;&nbsp;&nbsp; $1271074 |
| Euronext N.V. | 11248 | &nbsp;&nbsp;&nbsp; 1726208 |
| IG Group Holdings PLC | 64673 | &nbsp;&nbsp;&nbsp; 972234 |
|  |  | &nbsp;&nbsp;&nbsp; $3969516 |
| Business Services – 0.3% | Business Services – 0.3% |  |
| Cognizant Technology Solutions Corp., "A" | 23549 | &nbsp;&nbsp;&nbsp; $1829993 |
| Tata Consultancy Services Ltd. | 54923 | &nbsp;&nbsp;&nbsp; 1926504 |
| Verisk Analytics, Inc., "A" | 5791 | &nbsp;&nbsp;&nbsp; 1303380 |
|  |  | &nbsp;&nbsp;&nbsp; $5059877 |
| Computer Software - Systems – 0.7% | Computer Software - Systems – 0.7% |  |
| Hon Hai Precision Industry Co. Ltd. | 944000 | &nbsp;&nbsp;&nbsp; $6782603 |
| Lenovo Group Ltd. | 802000 | &nbsp;&nbsp;&nbsp; 997118 |
| NEC Corp. | 40900 | &nbsp;&nbsp;&nbsp; 1543114 |
| Samsung Electronics Co. Ltd. | 20576 | &nbsp;&nbsp;&nbsp; 1406105 |
| Seagate Technology Holdings PLC | 9504 | &nbsp;&nbsp;&nbsp; 2629662 |
|  |  | &nbsp;&nbsp;&nbsp; $13358602 |
| Construction – 2.3% | Construction – 2.3% |  |
| American Homes 4 Rent LP, REIT | 219087 | &nbsp;&nbsp;&nbsp; $7037074 |
| Anhui Conch Cement Co. Ltd. | 713500 | &nbsp;&nbsp;&nbsp; 2146237 |
| Compagnie de Saint-Gobain S.A. | 59848 | &nbsp;&nbsp;&nbsp; 5966271 |
| Equity Lifestyle Properties, Inc., REIT | 137602 | &nbsp;&nbsp;&nbsp; 8651038 |
| Essex Property Trust, Inc., REIT | 28236 | &nbsp;&nbsp;&nbsp; 7443574 |
| Mid-America Apartment Communities, Inc., REIT | 68856 | &nbsp;&nbsp;&nbsp; 9356842 |
| Midea Group Co. Ltd., "A" | 225500 | &nbsp;&nbsp;&nbsp; 2543833 |
|  |  | &nbsp;&nbsp;&nbsp; $43144869 |
| Consumer Products – 1.1% | Consumer Products – 1.1% |  |
| Colgate-Palmolive Co. | 139928 | &nbsp;&nbsp;&nbsp; $11248812 |
| Kao Corp. | 25600 | &nbsp;&nbsp;&nbsp; 1035214 |
| Kimberly-Clark Corp. | 78748 | &nbsp;&nbsp;&nbsp; 8592982 |
|  |  | &nbsp;&nbsp;&nbsp; $20877008 |
| Containers – 0.0% | Containers – 0.0% |  |
| Smurfit Westrock PLC  | 27456 | &nbsp;&nbsp;&nbsp; $979905 |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |  |
| Amphenol Corp., "A" | 9343 | &nbsp;&nbsp;&nbsp; $1316429 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Electronics – 0.7% | Electronics – 0.7% |  |
| Lam Research Corp. | 23447 | &nbsp;&nbsp;&nbsp; $3657732 |
| MediaTek, Inc. | 133000 | &nbsp;&nbsp;&nbsp; 5911582 |
| NVIDIA Corp. | 18423 | &nbsp;&nbsp;&nbsp; 3260871 |
|  |  | &nbsp;&nbsp;&nbsp; $12830185 |
| Energy - Independent – 0.7% | Energy - Independent – 0.7% |  |
| Phillips 66 | 75270 | &nbsp;&nbsp;&nbsp; $10308979 |
| Woodside Energy Group Ltd. | 136329 | &nbsp;&nbsp;&nbsp; 2226137 |
|  |  | &nbsp;&nbsp;&nbsp; $12535116 |
| Energy - Integrated – 1.0% | Energy - Integrated – 1.0% |  |
| Cenovus Energy, Inc. | 48191 | &nbsp;&nbsp;&nbsp; $859894 |
| Chevron Corp. | 12978 | &nbsp;&nbsp;&nbsp; 1961365 |
| Eni S.p.A. (l) | 220675 | &nbsp;&nbsp;&nbsp; 4129518 |
| Exxon Mobil Corp. | 13104 | &nbsp;&nbsp;&nbsp; 1519016 |
| PetroChina Co. Ltd. | 5188000 | &nbsp;&nbsp;&nbsp; 5783842 |
| TotalEnergies SE | 69654 | &nbsp;&nbsp;&nbsp; 4589363 |
|  |  | &nbsp;&nbsp;&nbsp; $18842998 |
| Engineering - Construction – 0.1% | Engineering - Construction – 0.1% |  |
| Doosan Bobcat, Inc.  | 46162 | &nbsp;&nbsp;&nbsp; $1732664 |
| Entertainment – 0.3% | Entertainment – 0.3% |  |
| Lamar Advertising Co., REIT  | 47638 | &nbsp;&nbsp;&nbsp; $6306795 |
| Food & Beverages – 0.7% | Food & Beverages – 0.7% |  |
| General Mills, Inc. | 97933 | &nbsp;&nbsp;&nbsp; $4637128 |
| Inner Mongolia Yili Industrial Group Co. Ltd., "A" | 228100 | &nbsp;&nbsp;&nbsp; 946651 |
| Nestle S.A. | 25582 | &nbsp;&nbsp;&nbsp; 2542277 |
| Nomad Foods Ltd. | 51475 | &nbsp;&nbsp;&nbsp; 629539 |
| PepsiCo, Inc. | 19085 | &nbsp;&nbsp;&nbsp; 2838703 |
| WH Group Ltd. | 984000 | &nbsp;&nbsp;&nbsp; 1028765 |
|  |  | &nbsp;&nbsp;&nbsp; $12623063 |
| Food & Drug Stores – 0.5% | Food & Drug Stores – 0.5% |  |
| Tesco PLC  | 1695330 | &nbsp;&nbsp;&nbsp; $10111327 |
| Gaming & Lodging – 0.5% | Gaming & Lodging – 0.5% |  |
| Brightstar Lottery PLC | 102123 | &nbsp;&nbsp;&nbsp; $1597204 |
| OPAP S.A. | 19009 | &nbsp;&nbsp;&nbsp; 388529 |
| Ryman Hospitality Properties, Inc., REIT | 36169 | &nbsp;&nbsp;&nbsp; 3451607 |
| Sunstone Hotel Investors, Inc., REIT | 399902 | &nbsp;&nbsp;&nbsp; 3743083 |
|  |  | &nbsp;&nbsp;&nbsp; $9180423 |
| Health Maintenance Organizations – 0.3% | Health Maintenance Organizations – 0.3% |  |
| Cigna Group | 15483 | &nbsp;&nbsp;&nbsp; $4293126 |
| Humana, Inc. | 8827 | &nbsp;&nbsp;&nbsp; 2169412 |
|  |  | &nbsp;&nbsp;&nbsp; $6462538 |
| Insurance – 1.4% | Insurance – 1.4% |  |
| American International Group, Inc. | 10644 | &nbsp;&nbsp;&nbsp; $810647 |
| Corebridge Financial, Inc. | 123350 | &nbsp;&nbsp;&nbsp; 3702967 |
| DB Insurance Co. Ltd. | 9444 | &nbsp;&nbsp;&nbsp; 799495 |
| Equitable Holdings, Inc. | 74816 | &nbsp;&nbsp;&nbsp; 3493159 |
| Hartford Insurance Group, Inc. | 27720 | &nbsp;&nbsp;&nbsp; 3798472 |
| Manulife Financial Corp. | 165746 | &nbsp;&nbsp;&nbsp; 5868700 |
| MetLife, Inc. | 50745 | &nbsp;&nbsp;&nbsp; 3885037 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Insurance – continued | Insurance – continued |  |
| Sompo Holdings, Inc. | 87900 | &nbsp;&nbsp;&nbsp; $2788323 |
|  |  | &nbsp;&nbsp;&nbsp; $25146800 |
| Leisure & Toys – 0.2% | Leisure & Toys – 0.2% |  |
| NetEase, Inc.  | 151300 | &nbsp;&nbsp;&nbsp; $4158622 |
| Machinery & Tools – 0.4% | Machinery & Tools – 0.4% |  |
| AGCO Corp. | 18339 | &nbsp;&nbsp;&nbsp; $1943200 |
| Finning International, Inc. (l) | 59192 | &nbsp;&nbsp;&nbsp; 3167301 |
| GEA Group AG | 15290 | &nbsp;&nbsp;&nbsp; 1035806 |
| Wabtec Corp. | 10005 | &nbsp;&nbsp;&nbsp; 2086543 |
|  |  | &nbsp;&nbsp;&nbsp; $8232850 |
| Major Banks – 0.7% | Major Banks – 0.7% |  |
| BNP Paribas S.A. | 74008 | &nbsp;&nbsp;&nbsp; $6326234 |
| DBS Group Holdings Ltd. | 95240 | &nbsp;&nbsp;&nbsp; 3983492 |
| NatWest Group PLC | 200277 | &nbsp;&nbsp;&nbsp; 1677017 |
| Regions Financial Corp. | 53847 | &nbsp;&nbsp;&nbsp; 1370406 |
|  |  | &nbsp;&nbsp;&nbsp; $13357149 |
| Medical & Health Technology & Services – 1.2% | Medical & Health Technology & Services – 1.2% |  |
| Fresenius Medical Care AG | 28835 | &nbsp;&nbsp;&nbsp; $1379755 |
| Healthcare Realty Trust, Inc., REIT | 345685 | &nbsp;&nbsp;&nbsp; 6301837 |
| Ventas, Inc., REIT | 189193 | &nbsp;&nbsp;&nbsp; 15254632 |
|  |  | &nbsp;&nbsp;&nbsp; $22936224 |
| Medical Equipment – 0.2% | Medical Equipment – 0.2% |  |
| Medtronic PLC  | 30310 | &nbsp;&nbsp;&nbsp; $3192552 |
| Metals & Mining – 1.0% | Metals & Mining – 1.0% |  |
| Rio Tinto PLC | 78632 | &nbsp;&nbsp;&nbsp; $5646909 |
| Toyota Tsusho Corp. | 269000 | &nbsp;&nbsp;&nbsp; 8707096 |
| Vale S.A. | 272100 | &nbsp;&nbsp;&nbsp; 3438073 |
|  |  | &nbsp;&nbsp;&nbsp; $17792078 |
| Natural Gas - Distribution – 0.4% | Natural Gas - Distribution – 0.4% |  |
| Atmos Energy Corp.  | 39506 | &nbsp;&nbsp;&nbsp; $6967673 |
| Network & Telecom – 0.3% | Network & Telecom – 0.3% |  |
| LM Ericsson Telephone Co., "B" | 583405 | &nbsp;&nbsp;&nbsp; $5628303 |
| Oil Services – 0.3% | Oil Services – 0.3% |  |
| Tenaris S.A.  | 244533 | &nbsp;&nbsp;&nbsp; $4929981 |
| Other Banks & Diversified Financials – 1.4% | Other Banks & Diversified Financials – 1.4% |  |
| China Construction Bank Corp. | 8103000 | &nbsp;&nbsp;&nbsp; $8502853 |
| Grupo Financiero Banorte S.A. de C.V. | 137312 | &nbsp;&nbsp;&nbsp; 1312803 |
| Kasikornbank PLC | 339200 | &nbsp;&nbsp;&nbsp; 1964926 |
| M&T Bank Corp. | 9909 | &nbsp;&nbsp;&nbsp; 1884890 |
| Northern Trust Corp. | 71727 | &nbsp;&nbsp;&nbsp; 9420624 |
| Popular, Inc. | 22233 | &nbsp;&nbsp;&nbsp; 2550347 |
| Sberbank of Russia PJSC (a)(u) | 1738404 | &nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;&nbsp; $25636443 |
| Pharmaceuticals – 2.7% | Pharmaceuticals – 2.7% |  |
| AbbVie, Inc. | 58057 | &nbsp;&nbsp;&nbsp; $13219579 |
| Johnson & Johnson | 41891 | &nbsp;&nbsp;&nbsp; 8668086 |
| Pfizer, Inc. | 377801 | &nbsp;&nbsp;&nbsp; 9724598 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Pharmaceuticals – continued | Pharmaceuticals – continued |  |
| Roche Holding AG | 35026 | &nbsp;&nbsp;&nbsp; $13403451 |
| Sanofi | 51574 | &nbsp;&nbsp;&nbsp; 5130664 |
|  |  | &nbsp;&nbsp;&nbsp; $50146378 |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |  |
| Yangzijiang Shipbuilding Holdings Ltd.  | 416600 | &nbsp;&nbsp;&nbsp; $1076984 |
| Real Estate – 2.9% | Real Estate – 2.9% |  |
| Acadia Realty Trust, REIT | 303452 | &nbsp;&nbsp;&nbsp; $6242008 |
| DigitalBridge Group, Inc., REIT | 177250 | &nbsp;&nbsp;&nbsp; 1721097 |
| Essential Properties Realty Trust, REIT | 115401 | &nbsp;&nbsp;&nbsp; 3653596 |
| Federal Realty Investment Trust, REIT | 65168 | &nbsp;&nbsp;&nbsp; 6434037 |
| Kimco Realty Corp., REIT | 325085 | &nbsp;&nbsp;&nbsp; 6716256 |
| NNN REIT, Inc. | 204247 | &nbsp;&nbsp;&nbsp; 8445613 |
| Regency Centers Corp., REIT | 81173 | &nbsp;&nbsp;&nbsp; 5776271 |
| Simon Property Group, Inc., REIT | 76907 | &nbsp;&nbsp;&nbsp; 14329312 |
|  |  | &nbsp;&nbsp;&nbsp; $53318190 |
| Real Estate - Office – 1.1% | Real Estate - Office – 1.1% |  |
| BXP, Inc., REIT | 114520 | &nbsp;&nbsp;&nbsp; $8286667 |
| Cousins Properties, Inc., REIT | 46974 | &nbsp;&nbsp;&nbsp; 1210990 |
| Douglas Emmett, Inc., REIT | 291660 | &nbsp;&nbsp;&nbsp; 3555335 |
| Highwoods Properties, Inc., REIT | 268780 | &nbsp;&nbsp;&nbsp; 7472084 |
|  |  | &nbsp;&nbsp;&nbsp; $20525076 |
| Real Estate - Storage – 2.6% | Real Estate - Storage – 2.6% |  |
| Americold Realty Trust, Inc. | 324273 | &nbsp;&nbsp;&nbsp; $3511877 |
| Extra Space Storage, Inc., REIT | 80086 | &nbsp;&nbsp;&nbsp; 10665053 |
| Prologis, Inc., REIT | 204727 | &nbsp;&nbsp;&nbsp; 26313561 |
| Rexford Industrial Realty, Inc., REIT | 180143 | &nbsp;&nbsp;&nbsp; 7495750 |
|  |  | &nbsp;&nbsp;&nbsp; $47986241 |
| Restaurants – 0.4% | Restaurants – 0.4% |  |
| Aramark  | 186243 | &nbsp;&nbsp;&nbsp; $6922652 |
| Specialty Stores – 0.6% | Specialty Stores – 0.6% |  |
| Bath & Body Works, Inc. | 46560 | &nbsp;&nbsp;&nbsp; $810609 |
| Home Depot, Inc. | 10954 | &nbsp;&nbsp;&nbsp; 3909702 |
| Shimamura Co. Ltd. | 26600 | &nbsp;&nbsp;&nbsp; 1906327 |
| Tapestry, Inc. | 35424 | &nbsp;&nbsp;&nbsp; 3871135 |
| Vipshop Holdings Ltd., ADR | 47220 | &nbsp;&nbsp;&nbsp; 927401 |
|  |  | &nbsp;&nbsp;&nbsp; $11425174 |
| Telecom - Infrastructure – 1.8% | Telecom - Infrastructure – 1.8% |  |
| Digital Realty Trust, Inc., REIT | 101083 | &nbsp;&nbsp;&nbsp; $16185410 |
| Equinix, Inc., REIT | 23474 | &nbsp;&nbsp;&nbsp; 17683199 |
|  |  | &nbsp;&nbsp;&nbsp; $33868609 |
| Telecom Services – 0.9% | Telecom Services – 0.9% |  |
| Hellenic Telecommunications Organization S.A. | 164935 | &nbsp;&nbsp;&nbsp; $3273564 |
| KDDI Corp. | 619500 | &nbsp;&nbsp;&nbsp; 10670842 |
| Koninklijke KPN N.V. | 662026 | &nbsp;&nbsp;&nbsp; 3025723 |
|  |  | &nbsp;&nbsp;&nbsp; $16970129 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Common Stocks – continued  | Common Stocks – continued  | Common Stocks – continued  |
| Tobacco – 0.8% | Tobacco – 0.8% |  |
| Altria Group, Inc. | 59467 | &nbsp;&nbsp;&nbsp; $3509148 |
| British American Tobacco PLC | 147179 | &nbsp;&nbsp;&nbsp; 8618235 |
| Philip Morris International, Inc. | 20157 | &nbsp;&nbsp;&nbsp; 3174324 |
|  |  | &nbsp;&nbsp;&nbsp; $15301707 |
| Utilities - Electric Power – 0.4% | Utilities - Electric Power – 0.4% |  |
| CLP Holdings Ltd. | 128000 | &nbsp;&nbsp;&nbsp; $1117933 |
| Edison International | 90282 | &nbsp;&nbsp;&nbsp; 5316707 |
| Xcel Energy, Inc. | 11617 | &nbsp;&nbsp;&nbsp; 953872 |
|  |  | &nbsp;&nbsp;&nbsp; $7388512 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$608010266** |
| Convertible Preferred Stocks – 0.4%  | Convertible Preferred Stocks – 0.4%  | Convertible Preferred Stocks – 0.4%  |
| Utilities - Electric Power – 0.4% | Utilities - Electric Power – 0.4% |  |
| NextEra Energy, Inc., 7.234%  | 92748 | &nbsp;&nbsp;&nbsp; $4756118 |
| PG&E Corp., 6%  | 63723 | &nbsp;&nbsp;&nbsp; 2590977 |
| **Total Convertible Preferred Stocks**  | **Total Convertible Preferred Stocks**  | &nbsp;&nbsp; **$7347095** |
| Preferred Stocks – 0.2%  | Preferred Stocks – 0.2%  | Preferred Stocks – 0.2%  |
| Computer Software - Systems – 0.1% |  |  |
| Samsung Electronics Co. Ltd.  | 47664 | &nbsp;&nbsp;&nbsp; $2430762 |
| Metals & Mining – 0.1% |  |  |
| Gerdau S.A.  | 304258 | &nbsp;&nbsp;&nbsp; $1086014 |
| **Total Preferred Stocks**  |  | &nbsp;&nbsp; **$3516776** |
| Convertible Bonds – 0.0% | Convertible Bonds – 0.0% | Convertible Bonds – 0.0% |
| Utilities - Electric Power – 0.0% | Utilities - Electric Power – 0.0% |  |
| PG&E Corp., 4.25%, 12/01/2027  | $950000 | &nbsp;&nbsp;&nbsp; $974225 |
| Mutual Funds (h) – 24.1%  | Mutual Funds (h) – 24.1%  | Mutual Funds (h) – 24.1%  |
| Mutual Funds – 22.8% | Mutual Funds – 22.8% | Mutual Funds – 22.8% |
| MFS High Yield Pooled Portfolio (v)  | 49876965 | &nbsp;&nbsp;&nbsp; $422457894 |
| Money Market Funds – 1.3% | Money Market Funds – 1.3% |  |
| MFS Institutional Money Market Portfolio, 4.01% (v)  | 24267024 | &nbsp;&nbsp;&nbsp; $24271877 |
| **Total Mutual Funds**  | **Total Mutual Funds**  | &nbsp;&nbsp; **$446729771** |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>|  |
| Purchased Options – 0.2%  | Purchased Options – 0.2%  | Purchased Options – 0.2%  | Purchased Options – 0.2%  | Purchased Options – 0.2%  |  |
| Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% |  |
| S&P 500 Index – 3/20/2026 @ $5,575  | Put | Goldman Sachs International | &nbsp;&nbsp; $121913802 | &nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; $610540 |
| S&P 500 Index – 9/18/2026 @ $5,400  | Put | Goldman Sachs International | &nbsp;&nbsp; 71915445 | &nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 1013985 |
|  |  |  |  |  | &nbsp;&nbsp; $1624525 |
| Medical & Health Technology & Services – 0.1% | Medical & Health Technology & Services – 0.1% | Medical & Health Technology & Services – 0.1% | Medical & Health Technology & Services – 0.1% | Medical & Health Technology & Services – 0.1% |  |
| Welltower, Inc. – 3/20/2026 @ $200  | Call | Merrill Lynch International | &nbsp;&nbsp; $20967754 | &nbsp;&nbsp;&nbsp; 1007 | &nbsp;&nbsp; $1510500 |
| Welltower, Inc. – 6/18/2026 @ $240  | Call | Morgan Stanley Capital Services LLC | &nbsp;&nbsp; 5850982 | &nbsp;&nbsp;&nbsp; 281 | &nbsp;&nbsp; 149492 |
|  |  |  |  |  | &nbsp;&nbsp; $1659992 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Par Amount/**<br> **Number of**<br> **Contracts**<br>| **Value ($)** |
| Purchased Options – continued  | Purchased Options – continued  | Purchased Options – continued  | Purchased Options – continued  | Purchased Options – continued  |  |
| OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% |  |
| 1 Year Interest Rate Swap with Fund to pay 3.085% <br> annually and receive 1-day SOFR annually – 8/30/2027 @ <br> 3.085%<br>| Put | Merrill Lynch International | &nbsp;&nbsp; $6000000 | &nbsp;&nbsp;&nbsp; N/A | &nbsp;&nbsp; $25775 |
| 1 Year Interest Rate Swap with Fund to receive 3.085% <br> annually and pay 1-day SOFR annually – 8/30/2027 @ <br> 3.085%<br>| Call | Merrill Lynch International | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp; N/A | &nbsp;&nbsp; 23355 |
|  |  |  |  |  | &nbsp;&nbsp; $49130 |
| **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  | **Total Purchased Options**  |  | &nbsp;&nbsp; **$3333647** |

---

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** |  |
| Collateral for Securities Loaned – 0.3%  | Collateral for Securities Loaned – 0.3%  | Collateral for Securities Loaned – 0.3%  |
| JPMorgan U.S. Government Money Market Fund - Class IM Shares, 3.93% (j)  | 4835315 | &nbsp;&nbsp;&nbsp; $4835315 |
| Other Assets, Less Liabilities – (0.3)% |  | &nbsp;&nbsp;&nbsp; (5674602)<br>|
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp; **$1857037101** |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;(d) In default.

&nbsp;&nbsp;&nbsp;&nbsp;(f) All or a portion of the security has been segregated as collateral for open futures
 contracts and cleared swap agreements.

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $446,729,771 and $1,415,981,932, respectively.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Interest only security for which the fund receives interest on notional principal
 (Par amount). Par amount shown is the notional principal and does not reflect the cost of the security.

&nbsp;&nbsp;&nbsp;&nbsp;(j) The rate quoted is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;(l) A portion of this security is on loan.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $276,244,707, representing 14.9% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(p) Payment-in-kind (PIK) security for which interest income may be received in additional
 securities and/or cash.

&nbsp;&nbsp;&nbsp;&nbsp;(u) The security was valued using significant unobservable inputs and is considered level
 3 under the fair value hierarchy.

&nbsp;&nbsp;&nbsp;&nbsp;(v) Affiliated issuer that is available only to investment companies managed by MFS. The
 rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period end.

&nbsp;&nbsp;&nbsp;&nbsp;(w) When-issued security.

&nbsp;&nbsp;&nbsp;&nbsp;(z) Restricted securities are not registered under the Securities Act of 1933 and are
 subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities
 are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult.
 The fund holds the following restricted securities:

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

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| **Cost** | **Value** |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2030 | 6/30/2025-7/01/2025 | $1632318 | $956441 |
| % of Net assets |  |  | 0.1% |

---

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

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| ADR | American Depositary Receipt |
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury  |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate <br> reported may not be the current rate. All reference rates are USD unless otherwise noted.<br>|
| ICE | Intercontinental Exchange |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |
| UMBS | Uniform Mortgage-Backed Security |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| BRL | Brazilian Real |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CZK | Czech Koruna |
| EGP | Egypt Pound |
| EUR | Euro |
| HUF | Hungarian Forint |
| INR | Indian Rupee |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NGN | Nigerian Naira |
| PEN | Peruvian Nuevo Sol  |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| RON | Romanian New Leu |
| THB | Thai Baht |
| TRY | Turkish Lira |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 11/30/25** | **Derivative Contracts at 11/30/25** | **Derivative Contracts at 11/30/25** | **Derivative Contracts at 11/30/25** | **Derivative Contracts at 11/30/25** | **Derivative Contracts at 11/30/25** | **Derivative Contracts at 11/30/25** |
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| CNH | &nbsp;&nbsp; 7770034 | USD | &nbsp;&nbsp; 1096030 | Goldman Sachs International | 1/16/2026 | &nbsp;&nbsp; $6443 |
| CZK | &nbsp;&nbsp; 32624201 | USD | &nbsp;&nbsp; 1561914 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; 5252 |
| EUR | &nbsp;&nbsp; 980826 | USD | &nbsp;&nbsp; 1130768 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; 9844 |
| HUF | &nbsp;&nbsp; 364855070 | USD | &nbsp;&nbsp; 1098521 | Goldman Sachs International | 1/16/2026 | &nbsp;&nbsp; 7353 |
| MXN | &nbsp;&nbsp; 13739927 | USD | &nbsp;&nbsp; 735110 | Barclays Bank PLC | 1/16/2026 | &nbsp;&nbsp; 11942 |
| MXN | &nbsp;&nbsp; 15068132 | USD | &nbsp;&nbsp; 805851 | Goldman Sachs International | 1/16/2026 | &nbsp;&nbsp; 13416 |
| MYR | &nbsp;&nbsp; 6591657 | USD | &nbsp;&nbsp; 1576202 | Barclays Bank PLC | 1/15/2026 | &nbsp;&nbsp; 21358 |
| PEN | &nbsp;&nbsp; 1014846 | USD | &nbsp;&nbsp; 300019 | Morgan Stanley Capital Services LLC | 1/22/2026 | &nbsp;&nbsp; 1382 |
| RON | &nbsp;&nbsp; 3021798 | USD | &nbsp;&nbsp; 683173 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; 3669 |
| THB | &nbsp;&nbsp; 25403100 | USD | &nbsp;&nbsp; 789406 | Barclays Bank PLC | 1/16/2026 | &nbsp;&nbsp; 2807 |
| TRY | &nbsp;&nbsp; 37392511 | USD | &nbsp;&nbsp; 828184 | HSBC Bank | 1/16/2026 | &nbsp;&nbsp; 19751 |
| TRY | &nbsp;&nbsp; 19597009 | USD | &nbsp;&nbsp; 439851 | JPMorgan Chase Bank N.A. | 1/16/2026 | &nbsp;&nbsp; 4542 |
| TRY | &nbsp;&nbsp; 73408651 | USD | &nbsp;&nbsp; 1636719 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; 27941 |
| USD | &nbsp;&nbsp; 14389422 | EUR | &nbsp;&nbsp; 12334543 | Barclays Bank PLC | 1/16/2026 | &nbsp;&nbsp; 45465 |
| USD | &nbsp;&nbsp; 652123 | EUR | &nbsp;&nbsp; 557839 | HSBC Bank | 1/16/2026 | &nbsp;&nbsp; 3407 |
| USD | &nbsp;&nbsp; 910696 | EUR | &nbsp;&nbsp; 778467 | JPMorgan Chase Bank N.A. | 1/16/2026 | &nbsp;&nbsp; 5409 |
| USD | &nbsp;&nbsp; 678130 | EUR | &nbsp;&nbsp; 578897 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; 4926 |
| USD | &nbsp;&nbsp; 1082 | INR | &nbsp;&nbsp; 95958 | Barclays Bank PLC | 1/30/2026 | &nbsp;&nbsp; 12 |
|  |  |  |  |  |  | &nbsp;&nbsp; $194919 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| EUR | &nbsp;&nbsp; 545229 | USD | &nbsp;&nbsp; 638595 | JPMorgan Chase Bank N.A. | 1/16/2026 | &nbsp;&nbsp; $(4543)<br>|
| EUR | &nbsp;&nbsp; 798064 | USD | &nbsp;&nbsp; 932721 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; (4644)<br>|
| MYR | &nbsp;&nbsp; 1848795 | USD | &nbsp;&nbsp; 448682 | Barclays Bank PLC | 1/15/2026 | &nbsp;&nbsp; (607)<br>|
| USD | &nbsp;&nbsp; 1268100 | BRL | &nbsp;&nbsp; 6959232 | Barclays Bank PLC | 2/03/2026 | &nbsp;&nbsp; (17797)<br>|
| USD | &nbsp;&nbsp; 654823 | BRL | &nbsp;&nbsp; 3556131 | Deutsche Bank AG | 2/03/2026 | &nbsp;&nbsp; (2264)<br>|
| USD | &nbsp;&nbsp; 601872 | BRL | &nbsp;&nbsp; 3306084 | JPMorgan Chase Bank N.A. | 2/03/2026 | &nbsp;&nbsp; (9012)<br>|
| USD | &nbsp;&nbsp; 178126 | EUR | &nbsp;&nbsp; 153905 | JPMorgan Chase Bank N.A. | 1/16/2026 | &nbsp;&nbsp; (852)<br>|
| USD | &nbsp;&nbsp; 772399 | EUR | &nbsp;&nbsp; 668081 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; (4519)<br>|
| USD | &nbsp;&nbsp; 624881 | HUF | &nbsp;&nbsp; 210535277 | HSBC Bank | 1/16/2026 | &nbsp;&nbsp; (13250)<br>|
| USD | &nbsp;&nbsp; 472889 | HUF | &nbsp;&nbsp; 160141077 | Merrill Lynch International | 1/16/2026 | &nbsp;&nbsp; (12497)<br>|
| USD | &nbsp;&nbsp; 1535768 | MXN | &nbsp;&nbsp; 28808059 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; (30552)<br>|
| USD | &nbsp;&nbsp; 782228 | MYR | &nbsp;&nbsp; 3305694 | Barclays Bank PLC | 1/15/2026 | &nbsp;&nbsp; (18943)<br>|
| USD | &nbsp;&nbsp; 762750 | PEN | &nbsp;&nbsp; 2589459 | Goldman Sachs International | 1/22/2026 | &nbsp;&nbsp; (6297)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| USD | &nbsp;&nbsp; 1267886 | PEN | &nbsp;&nbsp; 4301057 | JPMorgan Chase Bank N.A. | 1/22/2026 | &nbsp;&nbsp; $(9492)<br>|
| USD | &nbsp;&nbsp; 881762 | PHP | &nbsp;&nbsp; 52348000 | Barclays Bank PLC | 3/13/2026 | &nbsp;&nbsp; (8788)<br>|
| USD | &nbsp;&nbsp; 1198275 | PLN | &nbsp;&nbsp; 4419371 | Merrill Lynch International | 1/16/2026 | &nbsp;&nbsp; (11302)<br>|
| USD | &nbsp;&nbsp; 591947 | TRY | &nbsp;&nbsp; 26220867 | BNP Paribas | 1/16/2026 | &nbsp;&nbsp; (2654)<br>|
| USD | &nbsp;&nbsp; 720143 | TRY | &nbsp;&nbsp; 32538027 | Merrill Lynch International | 1/16/2026 | &nbsp;&nbsp; (17709)<br>|
| USD | &nbsp;&nbsp; 713844 | TRY | &nbsp;&nbsp; 32300747 | Morgan Stanley Capital Services LLC | 1/16/2026 | &nbsp;&nbsp; (18627)<br>|
| USD | &nbsp;&nbsp; 1530609 | ZAR | &nbsp;&nbsp; 26867025 | Merrill Lynch International | 1/16/2026 | &nbsp;&nbsp; (33939)<br>|
| USD | &nbsp;&nbsp; 99187 | ZAR | &nbsp;&nbsp; 1744135 | State Street Corp. | 1/16/2026 | &nbsp;&nbsp; (2379)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(230667)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 78 | $11664581 | December – 2025 | &nbsp;&nbsp; $97883 |
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 26 | 3053375 | March – 2026 | &nbsp;&nbsp; 5588 |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 80 | 9067500 | March – 2026 | &nbsp;&nbsp; 2236 |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 313 | 34356641 | March – 2026 | &nbsp;&nbsp; 6294 |
|  |  |  |  |  |  | &nbsp;&nbsp; $112001 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 470 | $98163907 | March – 2026 | &nbsp;&nbsp; $(36362)<br>|
| U.S. Treasury Ultra Bond 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 8 | 967500 | March – 2026 | &nbsp;&nbsp; (1031)<br>|
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 35 | 4067109 | March – 2026 | &nbsp;&nbsp; (4964)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(42357)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  |
| **Maturity** <br>**Date** | **Maturity** <br>**Date** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net Unamortized** <br>**Upfront Payments** <br>**(Receipts)**<br>| **Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 5/08/27 | USD | 8190000  | centrally cleared | 1-day SOFR / Annually  | 3.5595% / Annually  | &nbsp;&nbsp; $13562 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $13562 |
| 11/26/27 | USD | 10467000  | centrally cleared | 1-day SOFR / Annually  | 3.2845% / Annually  | &nbsp;&nbsp; 6721 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6721 |
|  |  |  |  |  |  | &nbsp;&nbsp; $20283 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $20283 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 11/03/27 | USD | 10629000  | centrally cleared | 1-day SOFR / Annually  | 3.389% / Annually  | &nbsp;&nbsp; $(12140)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(12140)<br>|
| 11/05/27 | USD | 10529000  | centrally cleared | 1-day SOFR / Annually  | 3.387% / Annually  | &nbsp;&nbsp; (11047)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (11047)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(23187)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(23187)<br>|

---

At November 30, 2025, the fund had liquid securities with an aggregate value of $2,140,024 to cover any collateral or margin obligations for certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

------

**Supplemental Information**

11/30/25 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial

Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

**(1) Investment Valuations**

The investments of the fund and the MFS High Yield Pooled Portfolio are valued as described below.

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. In accordance with Rule 2a-5 under the Investment Company Act of 1940, the Board of Trustees designated the adviser as the "valuation designee" of the fund. If the adviser, as valuation designee, determines that reliable market quotations are not readily available for an investment, the investment is valued at fair value as determined in good faith by the adviser in accordance with the adviser's fair valuation policy and procedures.

Under the fund's valuation policy and procedures, equity securities, including restricted equity securities, are generally valued at the last sale or official closing price on their primary market or exchange as provided by a third-party pricing service. Equity securities, for which there were no sales reported that day, are generally valued at the last quoted daily bid quotation on their primary market or exchange as provided

by a third-party pricing service. Debt instruments and floating rate loans, including restricted debt instruments, are generally valued at an

evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less

may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally valued at valuations provided

by a third-party pricing service. Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the

closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for

proximate time periods. Swap agreements are generally valued using valuations provided by a third-party pricing service, which for cleared

swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment companies are generally valued at net asset

value per share. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

Under the fund's valuation policy and procedures, market quotations are not considered to be readily available for debt instruments, floating rate loans, and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services or otherwise determined by the adviser in accordance with the adviser's fair valuation policy and procedures. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, spreads and other market data. Pricing services generally value debt instruments assuming orderly transactions of institutional round lot sizes, but a fund may hold or transact in such securities in smaller, odd lot sizes. In instances where a fund holds an odd lot size position in a debt instrument, such position will typically be valued using the pricing agent's institutional round lot price for the debt instrument. Odd lots may trade at lower prices than institutional round lots, and the fund may receive different prices when it sells odd lot positions than it would receive for sales of institutional round lot positions. An investment may also be valued at fair value if the adviser determines that the investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund's net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. Events that occur after foreign markets close (such as developments in foreign markets and significant movements in the U.S. markets) and prior to the determination of the fund's net asset value may be deemed to have a material effect on the value of securities traded in foreign markets. Accordingly, the fund's foreign equity securities may often be valued at fair value. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund's net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund's net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned

to an investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of November 30, 2025 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $405894117 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $405894117 |
| &nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp; 30619558 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30619558 |
| &nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp; 28611956 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 28611956 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 27655261 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27655261 |
| &nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp; 26006557 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26006557 |
| &nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp; 18135269 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18135269 |
| &nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp; 12895041 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12895041 |
| &nbsp;&nbsp;&nbsp; Taiwan | &nbsp;&nbsp;&nbsp; 12694185 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12694185 |
| &nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp; 9895895 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9895895 |
| &nbsp;&nbsp;&nbsp; Other Countries | &nbsp;&nbsp;&nbsp; 44501372 | &nbsp;&nbsp;&nbsp; 1964926 | &nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp; 46466298 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91876507 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91876507 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 253180010 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 253180010 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2912349 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2912349 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 183344454 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 183344454 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 109427865 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 109427865 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8890186 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8890186 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10213389 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10213389 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 129094073 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 129094073 |
| Purchased Options | &nbsp;&nbsp;&nbsp; 1624525 | &nbsp;&nbsp;&nbsp; 1709122 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3333647 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 451565086 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 451565086 |
| Total | &nbsp;&nbsp;&nbsp; $1070098822 | &nbsp;&nbsp;&nbsp; $792612881 | &nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp; $1862711703 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $112001 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $112001 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (42357)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (42357)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 194919 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 194919 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (230667)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (230667)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20283 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20283 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (23187)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (23187)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments. Please refer to the MFS High Yield Pooled

Portfolio's financial statements for further information regarding the levels used in valuing its assets and liabilities. At November 30, 2025,

the fund held one level 3 security valued at $0, which was also held and valued at $0 at February 28, 2025.

**(2) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. The following were affiliated issuers for the period ended November 30, 2025:

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS High Yield Pooled Portfolio  | &nbsp;&nbsp; $453541129 | &nbsp;&nbsp; $27537225 | &nbsp;&nbsp; $62948755 | &nbsp;&nbsp; $(964895)<br>| &nbsp;&nbsp; $5293190 | &nbsp;&nbsp; $422457894<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; 20885712 | &nbsp;&nbsp; 383893262 | &nbsp;&nbsp; 380507223 | &nbsp;&nbsp; (1216)<br>| &nbsp;&nbsp; 1342 | &nbsp;&nbsp; 24271877<br>|
|  | &nbsp;&nbsp; $474426841 | &nbsp;&nbsp; $411430487 | &nbsp;&nbsp; $443455978 | &nbsp;&nbsp; $(966111)<br>| &nbsp;&nbsp; $5294532 | &nbsp;&nbsp; $446729771<br>|

---

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

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS High Yield Pooled Portfolio  | &nbsp;&nbsp; $22807467 | &nbsp;&nbsp; $— |
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; 1217652 | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; $24025119 | &nbsp;&nbsp; $— |

---

------

*Supplemental Information (unaudited) – continued*

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

**(3) Issuer Country Weightings**

Issuer country weighting percentages of portfolio holdings based on net assets, as of November 30, 2025, are as follows:

---

| | |
|:---|:---|
| United States | 65.1% |
| Canada | 2.5% |
| France | 2.4% |
| United Kingdom | 2.2% |
| Japan | 2.1% |
| China | 1.5% |
| Switzerland | 1.3% |
| Brazil | 1.2% |
| Mexico | 1.0% |
| Other Countries | 20.7% |

---

The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative holdings,

if applicable.

**(4) Russia and Ukraine Conflict**

The fund invests in securities and/or derivative instruments that are economically tied to Russia and/or Ukraine. Escalation of the conflict between Russia and Ukraine in late February 2022 caused market volatility and disruption in the tradability of Russian securities, including closure of the local securities market, temporary restriction on securities sales by non-residents, and disruptions to clearance and payment systems. To the extent that the fund is unable to sell securities, whether due to market constraints or to the sanctions imposed on Russia by the United States and other countries, those securities are considered illiquid and the value of those securities reflects their illiquid classification. Additionally, since there is no assurance on collectability of dividends declared by certain Russian issuers, all such dividends, related receivables, and/or currency denominated in Rubles, if applicable, have been valued at $0. Management continues to monitor these events and to evaluate the related impacts on fund performance.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust XIII

- **b. Investment Company Act file number:** 811-03327

- **c. CIK number of Registrant:** 0000356349

- **d. LEI of Registrant:** 5493000SCRZM3WD72S74

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000012219

- **c. LEI of Series:** 7Z555RPCNKK7AVR16U38

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1873770816.35

**Total Liabilities:** $16759139.23

**Net Assets:** $1857011677.12

**Delayed Delivery Securities:** $953067.70

**Cash Not Reported:** $325692.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1107.22917140 | **1-Year:** -21485.88936040 | **5-Year:** -86446.52577990 | **10-Year:** -129640.49298050 | **30-Year:** -71066.84427210

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

- **3-Month:** -360.84245040 | **1-Year:** -8603.16942790 | **5-Year:** -29316.10228830 | **10-Year:** -36379.66095580 | **30-Year:** -10445.36411620

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033358 | 0.84%                | 0.28%                | 1.16%                |
| Class ID C000033359 | 0.86%                | 0.14%                | 1.10%                |
| Class ID C000033360 | 0.94%                | 0.22%                | 1.18%                |
| Class ID C000068409 | 0.86%                | 0.22%                | 1.02%                |
| Class ID C000068410 | 0.82%                | 0.26%                | 1.14%                |
| Class ID C000068411 | 0.92%                | 0.28%                | 1.08%                |
| Class ID C000068412 | 0.94%                | 0.30%                | 1.10%                |
| Class ID C000117928 | 0.87%                | 0.31%                | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3312223.65              | $6062746.31                                |
| Month 2  | $1163387.11              | $-2184912.96                               |
| Month 3  | $-876901.13              | $14757384.16                               |

**Designated Index Information**

- **Index Name:** 25% BBG US HY 2% Issuer Cap, 20% ACWI HDivY, 15% JPM GBI-EM Gbl Div, 15% BBG US Credit, 15% MSCI US REIT, 10% BBG US Gov/Mtge BI

- **Index Identifier:** 25% LF89TRUU, 20% M1ACWIHD, 15% JGENVUUG, 15% LUCRTRUU, 15%, 10% LUMSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp.                                                                | AGCO Corp.                                                                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      18339 | NS      | $1943200.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas, Inc.                                                           | AEP Texas, Inc.                                                                 | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1093474.52   | 0.06%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     434000 | PA      | $451476.75    | 0.02%             | 2055-06-10      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     456000 | PA      | $474240.91    | 0.03%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                        | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1007028.00   | 0.05%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                        | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     507000 | PA      | $527527.89    | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1421000 | PA      | $1511654.13   | 0.08%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                 | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     643000 | PA      | $649394.46    | 0.03%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1083000 | PA      | $1097402.23   | 0.06%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     307000 | PA      | $309305.66    | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                     | ARI Fleet Lease Trust, Series 2023-A, Class A2                                  | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27642 | PA      | $27668.92     | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      58057 | NS      | $13219578.90  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1232000 | PA      | $1238844.27   | 0.07%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     468000 | PA      | $466504.93    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                        | Abu Dhabi National Energy Co. PJSC                                              | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    1147000 | PA      | $1159098.82   | 0.06%             | 2033-04-24      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                        | Abu Dhabi National Energy Co. PJSC                                              | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     549000 | PA      | $543173.04    | 0.03%             | 2037-03-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     645000 | PA      | $651706.84    | 0.04%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     864000 | PA      | $882014.47    | 0.05%             | 2035-05-06      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    1214000 | PA      | $1287630.91   | 0.07%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     677000 | PA      | $677279.78    | 0.04%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     718000 | PA      | $708505.62    | 0.04%             | 2054-10-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Acadia Realty Trust                                                       | Acadia Realty Trust                                                             | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     303452 | NS      | $6242007.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     716000 | PA      | $717732.43    | 0.04%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     478000 | PA      | $474520.22    | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACREC Ltd.                                                                | ACREC Ltd., Series 2021-FL1, Class A                                            | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     352259 | PA      | $352259.97    | 0.02%             | 2036-10-16      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ACREC LLC                                                                 | ACREC LLC, Series 2023-FL2, Class A                                             | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     371031 | PA      | $371833.49    | 0.02%             | 2038-02-19      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                  | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     865000 | PA      | $729229.17    | 0.04%             | 2041-08-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                          | Adani Transmission Step-One Ltd.                                                | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    2078125 | PA      | $1869331.63   | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                             | Adani Electricity Mumbai Ltd.                                                   | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    1362000 | PA      | $1222065.53   | 0.07%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                        | Aegea Finance Sarl                                                              | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     893000 | PA      | $846016.63    | 0.05%             | 2036-01-20      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                      | Aeropuertos Dominicanos Siglo XXI SA                                            | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     632000 | PA      | $662633.04    | 0.04%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                          | African Export-Import Bank (The)                                                | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |     821000 | PA      | $821000.00    | 0.04%             | 2035-05-07      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AL Jawaher Assets Co. Spc                                                 | AL Jawaher Assets Co. Spc                                                       | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |     803000 | PA      | $797492.00    | 0.04%             | 2030-10-29      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                       | Alcon Finance Corp.                                                             | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $2201276.06   | 0.12%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                       | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    1014997 | PA      | $829571.74    | 0.04%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                         | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $477387.44    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Alinea CLO Ltd.                                                           | Alinea CLO Ltd., Series 2018-1A, Class AR                                       | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      16020 | PA      | $16023.31     | 0.00%             | 2031-07-20      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                  | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     817000 | PA      | $626984.40    | 0.03%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                             | UMBS, 30 Year, Single Family                                                    | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $340264.81    | 0.02%             | 2055-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      59467 | NS      | $3509147.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1128820.84   | 0.06%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux Sarl                                                          | Ambipar Lux Sarl                                                                | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     488000 | PA      | $82960.00     | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                  | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A2B              | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      58783 | PA      | $58798.22     | 0.00%             | 2028-02-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                     | American Homes 4 Rent, Class A                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     219087 | NS      | $7037074.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1428729.04   | 0.08%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      10644 | NS      | $810647.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1207127.28   | 0.07%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     538000 | PA      | $550930.85    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     147179 | NS      | $8613029.44   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     325000 | PA      | $243938.57    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     979000 | PA      | $1007050.17   | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     905000 | PA      | $943500.74    | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                       | American Transmission Systems, Inc.                                             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $275791.39    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                              | Americold Realty Trust, Inc.                                                    | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |     324273 | NS      | $3511876.59   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       9343 | NS      | $1316428.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-13, Class A1                              | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     774732 | PA      | $782194.84    | 0.04%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     782000 | PA      | $746748.41    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     679000 | PA      | $671389.43    | 0.04%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2041000 | PA      | $2076717.52   | 0.11%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                           | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     641000 | PA      | $631067.95    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1055794.35   | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     662000 | PA      | $548752.24    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     309000 | PA      | $334878.79    | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     313000 | PA      | $328004.63    | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                                                   | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     186243 | NS      | $6922652.31   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                            | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class AS       | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     484000 | PA      | $484057.89    | 0.03%             | 2036-11-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                                       | ARDN Mortgage Trust, Series 2025-ARCP, Class A                                  | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1097000 | PA      | $1099056.88   | 0.06%             | 2035-06-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| AREIT LLC                                                                 | AREIT LLC, Series 2023-CRE8, Class A                                            | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     343349 | PA      | $343748.16    | 0.02%             | 2041-08-17      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                                               | AREIT Trust, Series 2022-CRE6, Class AS                                         | CUSIP: 04002VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     946500 | PA      | $943152.25    | 0.05%             | 2037-01-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3927000 | PA      | $2779726.95   | 0.15%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                        | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3749000 | PA      | $2785507.00   | 0.15%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    4236000 | PA      | $2811645.00   | 0.15%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                     | ARI Fleet Lease Trust, Series 2023-B, Class A2                                  | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105343 | PA      | $106158.32    | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                   | Arrow Electronics, Inc.                                                         | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    1106000 | PA      | $1156337.33   | 0.06%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     751000 | PA      | $832029.11    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1170476.31   | 0.06%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                           | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     408000 | PA      | $407949.02    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                           | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     839000 | PA      | $869344.44    | 0.05%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      39506 | NS      | $6967673.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Avilease Capital Ltd.                                                     | Avilease Capital Ltd.                                                           | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    1002000 | PA      | $996478.07    | 0.05%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1323000 | PA      | $1277274.46   | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     620000 | PA      | $615019.50    | 0.03%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                  | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3377112 | PA      | $211456.21    | 0.01%             | 2054-02-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2022-C18, Class XA                                 | CUSIP: 054975AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4163305 | PA      | $139110.59    | 0.01%             | 2055-12-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     811000 | PA      | $877627.48    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2024-FL13, Class A                                              | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     365500 | PA      | $366288.38    | 0.02%             | 2039-09-19      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                               | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     915000 | PA      | $994165.80    | 0.05%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                    | Baiterek National Managing Holding JSC                                          | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     640000 | PA      | $649375.77    | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                    | Baiterek National Managing Holding JSC                                          | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    1077000 | PA      | $1067323.56   | 0.06%             | 2030-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                    | Banco GNB Sudameris SA                                                          | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |     602000 | PA      | $595324.18    | 0.03%             | 2031-04-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     829000 | PA      | $857523.27    | 0.05%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    1132000 | PA      | $1136917.40   | 0.06%             | 2030-11-26      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     886000 | PA      | $932600.06    | 0.05%             | 2034-07-05      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2137208.30   | 0.12%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2851000 | PA      | $2624802.91   | 0.14%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     989000 | PA      | $1033847.99   | 0.06%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                     | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    1041000 | PA      | $1080650.70   | 0.06%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2022-BNK43, Class XA                                               | CUSIP: 06541QBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7881506 | PA      | $384377.11    | 0.02%             | 2055-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN32, Class XA                                                | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4773739 | PA      | $136497.43    | 0.01%             | 2054-04-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                   | Banque Ouest Africaine de Developpement                                         | CUSIP: 06675QAF0<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | TG        |     581000 | PA      | $665490.94    | 0.04%             | 2040-10-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                        | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     690000 | PA      | $723078.60    | 0.04%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                                              | Bacardi Ltd.                                                                    | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    2504000 | PA      | $2393605.53   | 0.13%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                          | Barings CLO Ltd., Series 2021-3A, Class B1R                                     | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900027.90    | 0.05%             | 2035-01-18      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      46560 | NS      | $810609.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                      | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     255000 | PA      | $256480.01    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                      | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     360000 | PA      | $366869.49    | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                   | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      78632 | NS      | $5643498.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     485000 | PA      | $508363.94    | 0.03%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     362000 | PA      | $397199.07    | 0.02%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     476000 | PA      | $515157.66    | 0.03%             | 2039-01-08      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B24, Class XA                             | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6623606 | PA      | $256298.43    | 0.01%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B26, Class XA                             | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6297973 | PA      | $204854.80    | 0.01%             | 2054-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B27, Class XA                             | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7358042 | PA      | $349827.78    | 0.02%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2022-B36, Class XA                             | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6957692 | PA      | $274114.27    | 0.01%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                           | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     816000 | PA      | $831581.99    | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government International Bond                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     533000 | PA      | $554824.01    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $257168.59    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                   | Bermuda Government Bond                                                         | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    2322000 | PA      | $1634664.78   | 0.09%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Bermuda                                                                   | Bermuda Government Bond                                                         | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    3715000 | PA      | $3784879.15   | 0.20%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                | Bidvest Group UK plc (The)                                                      | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     691000 | PA      | $700345.78    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                               | Biocon Biologics Global plc                                                     | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     751000 | PA      | $739951.16    | 0.04%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2114000 | PA      | $2105231.99   | 0.11%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     561000 | PA      | $578211.74    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     478000 | PA      | $476077.71    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                 | Booz Allen Hamilton, Inc.                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     734000 | PA      | $762929.37    | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                            | Boston Gas Co.                                                                  | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1389106.57   | 0.07%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BXP, Inc.                                                                 | BXP, Inc.                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     114520 | NS      | $8286667.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                                      | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     886000 | PA      | $884771.16    | 0.05%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                      | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     637000 | PA      | $629233.21    | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                          | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $739261.35    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     684000 | PA      | $707324.40    | 0.04%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                   | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     474000 | PA      | $472246.20    | 0.03%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                   | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     796000 | PA      | $790348.40    | 0.04%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                             | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A2          | CUSIP: 10806HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166949 | PA      | $167017.43    | 0.01%             | 2027-09-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     702000 | PA      | $725391.03    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     850000 | PA      | $885133.16    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     576000 | PA      | $577354.15    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                       | Brown & Brown, Inc.                                                             | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     246000 | PA      | $257728.88    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires                                           | Ciudad Autonoma De Buenos Aires                                                 | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     453000 | PA      | $454721.40    | 0.02%             | 2033-11-26      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1128559.86   | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $540308.65    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                               | Business Jet Securities LLC, Series 2024-1A, Class A                            | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     185307 | PA      | $189335.57    | 0.01%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                             | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     959000 | PA      | $1033219.53   | 0.06%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CFE Fibra E                                                               | CFE Fibra E                                                                     | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     737000 | PA      | $734133.07    | 0.04%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      15483 | NS      | $4293126.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc.                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       4516 | NS      | $1271073.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                                                | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $1103898.43   | 0.06%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                         | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    1172000 | PA      | $1167314.30   | 0.06%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                       | COMM Mortgage Trust, Series 2024-CBM, Class A2                                  | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     201342 | PA      | $205730.55    | 0.01%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     337000 | PA      | $335632.54    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1234000 | PA      | $1386393.43   | 0.07%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                    | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1543000 | PA      | $1041351.21   | 0.06%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                 | Carlyle Group, Inc. (The)                                                       | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1719799.11   | 0.09%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                    | Cellnex Finance Co. SA                                                          | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    1551000 | PA      | $1241158.36   | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corp.                                           | Central American Bottling Corp.                                                 | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    2121000 | PA      | $2080583.71   | 0.11%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     504000 | PA      | $520757.36    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     853000 | PA      | $715505.20    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $427518.30    | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     459000 | PA      | $447307.86    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1127000 | PA      | $1159466.40   | 0.06%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                 | Chesapeake Funding II LLC, Series 2023-2A, Class A2                             | CUSIP: 165183DA9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     444179 | PA      | $445985.60    | 0.02%             | 2035-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12978 | NS      | $1961365.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Electricity Lux MPC SARL                                            | Chile Electricity Lux MPC SARL                                                  | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |     428705 | PA      | $449081.35    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |     664703 | PA      | $684644.50    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |     708736 | PA      | $732124.11    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                               | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2111000 | PA      | $1698299.50   | 0.09%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1491000 | PA      | $1578148.95   | 0.08%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                    | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     893000 | PA      | $917187.29    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA                   | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8460006 | PA      | $241391.89    | 0.01%             | 2072-12-15      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      23549 | NS      | $1829992.79   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colbun SA                                                                 | Colbun SA                                                                       | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     856000 | PA      | $862428.56    | 0.05%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     139928 | NS      | $11248811.92  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1115000 | PA      | $1201691.25   | 0.06%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1152000 | PA      | $1206720.00   | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     605000 | PA      | $641300.00    | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-6, Class A1                               | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     622178 | PA      | $624565.48    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                        | Columbia Pipelines Holding Co. LLC                                              | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     313000 | PA      | $316058.35    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     443000 | PA      | $477978.44    | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     781000 | PA      | $837599.80    | 0.05%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1348000 | PA      | $1242641.91   | 0.07%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                           | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |     330000 | PA      | $352935.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Jscb Agrobank                                                             | Jscb Agrobank                                                                   | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     399000 | PA      | $429598.96    | 0.02%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     475000 | PA      | $470050.01    | 0.03%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     818000 | PA      | $790730.06    | 0.04%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1351000 | PA      | $1053736.96   | 0.06%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     123350 | NS      | $3702967.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $955339.39    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1951000 | PA      | $1680189.14   | 0.09%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                         | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     272100 | NS      | $3431166.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Andina de Fomento                                                   | Corp. Andina de Fomento                                                         | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |     613000 | PA      | $630679.31    | 0.03%             | 2030-06-17      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     597000 | PA      | $647570.68    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     720000 | PA      | $768492.00    | 0.04%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     817000 | PA      | $880971.10    | 0.05%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                               | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    1013000 | PA      | $1051038.15   | 0.06%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                               | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | USGA              | PE        |     423000 | PA      | $433596.15    | 0.02%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Corp. Quiport SA                                                          | Corp. Quiport SA                                                                | CUSIP: 22000FAA8<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     323000 | PA      | $340571.20    | 0.02%             | 2037-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     494000 | PA      | $449502.71    | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     641000 | PA      | $597456.62    | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     701000 | PA      | $752523.50    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1919000 | PA      | $2125292.50   | 0.11%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1331000 | PA      | $1387723.01   | 0.07%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1910000 | PA      | $2000598.62   | 0.11%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1350000 | PA      | $1400662.65   | 0.08%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                  | Cousins Properties, Inc.                                                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      46974 | NS      | $1210989.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3272000 | PA      | $3255892.79   | 0.18%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                              | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     986000 | PA      | $982750.15    | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     638000 | PA      | $638063.88    | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk Difc Ltd.                                                       | DAE Sukuk Difc Ltd.                                                             | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     735000 | PA      | $729334.65    | 0.04%             | 2030-10-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                            | DTE Energy Co.                                                                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     943000 | PA      | $954490.44    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                               | Finning International, Inc.                                                     | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      59192 | NS      | $3170009.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Danaher Corp.                                                             | Danaher Corp.                                                                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $937628.91    | 0.05%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     137312 | NS      | $1321799.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                                  | Manulife Financial Corp.                                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     165746 | NS      | $5840161.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1402000 | PA      | $1425226.05   | 0.08%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     484000 | PA      | $491018.00    | 0.03%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     672000 | PA      | $688083.41    | 0.04%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1059000 | PA      | $1081448.46   | 0.06%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1299000 | PA      | $1391143.49   | 0.07%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     967000 | PA      | $715964.10    | 0.04%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     101083 | NS      | $16185409.96  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group, Inc.                                                 | DigitalBridge Group, Inc.                                                       | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     177250 | NS      | $1721097.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1085171.18   | 0.06%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                           | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1023824.87   | 0.06%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     839000 | PA      | $799273.35    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     610000 | PA      | $618113.00    | 0.03%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     931000 | PA      | $941147.90    | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1196000 | PA      | $1277268.20   | 0.07%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     954000 | PA      | $995785.20    | 0.05%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     717000 | PA      | $763318.20    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                                      | Douglas Emmett, Inc.                                                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     291660 | NS      | $3555335.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DP World Crescent Ltd.                                                    | DP World Crescent Ltd.                                                          | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    1123000 | PA      | $1163630.14   | 0.06%             | 2035-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     695000 | PA      | $638600.12    | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     388000 | PA      | $288717.48    | 0.02%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     791000 | PA      | $865156.61    | 0.05%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                 | Gerdau SA (Preference)                                                          | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |     304258 | NS      | $1092691.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class A10                                           | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1030787 | PA      | $1036918.02   | 0.06%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                  | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1109000 | PA      | $1125845.71   | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                           | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $1198506.19   | 0.06%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      90282 | NS      | $5316706.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)                        | Egyptian Financial Co. for Sovereign Taskeek (The)                              | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |     748000 | PA      | $756421.73    | 0.04%             | 2029-04-07      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)                        | Egyptian Financial Co. for Sovereign Taskeek (The)                              | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |     969000 | PA      | $1004126.25   | 0.05%             | 2032-10-07      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                         | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     294000 | PA      | $332719.80    | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                            | Element Fleet Management Corp.                                                  | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1366000 | PA      | $1441452.72   | 0.08%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     432000 | PA      | $456325.92    | 0.02%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     487000 | PA      | $508200.57    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                  | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     530000 | PA      | $546162.75    | 0.03%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     900000 | PA      | $867943.50    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                       | Energuate Trust 2 0                                                             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     795000 | PA      | $791536.82    | 0.04%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     989000 | PA      | $892127.33    | 0.05%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1023000 | PA      | $1261662.08   | 0.07%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1213470.76   | 0.07%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                 | EQT Trust, Series 2024-EXTR, Class B                                            | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234585 | PA      | $239935.63    | 0.01%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      23474 | NS      | $17683198.94  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                                                  | Equitable Holdings, Inc.                                                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      74816 | NS      | $3493159.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                         | Equity LifeStyle Properties, Inc.                                               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     137602 | NS      | $8651037.74   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings                                                            | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |     684000 | PA      | $706473.68    | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                                   | Essential Properties Realty Trust, Inc.                                         | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     115401 | NS      | $3653595.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                | Essex Property Trust, Inc.                                                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      28236 | NS      | $7443574.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $1060559.51   | 0.06%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     413000 | PA      | $411908.24    | 0.02%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    2154000 | PA      | $2271537.08   | 0.12%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30218VAA4<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1099000 | PA      | $1154425.69   | 0.06%             | 2035-01-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                                 | Extra Space Storage, Inc.                                                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      80086 | NS      | $10665052.62  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      13104 | NS      | $1519015.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     853000 | PA      | $802659.04    | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     437000 | PA      | $456906.08    | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     888000 | PA      | $956176.44    | 0.05%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128KYA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7407 | PA      | $7806.95      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5484 | PA      | $5722.22      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2331 | PA      | $2382.34      | 0.00%             | 2030-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1405 | PA      | $1447.21      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2543 | PA      | $2657.11      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        859 | PA      | $897.29       | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M4GZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5159 | PA      | $5260.84      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M4T37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3460 | PA      | $3607.47      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M5HJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2629 | PA      | $2779.42      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M5M56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12137 | PA      | $12679.74     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6HH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        533 | PA      | $554.16       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1602 | PA      | $1649.88      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6WA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78625 | PA      | $83105.28     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4670 | PA      | $4878.36      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4493 | PA      | $4627.89      | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118791 | PA      | $120420.79    | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9DT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46760 | PA      | $47392.02     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116431 | PA      | $112127.93    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9ND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113045 | PA      | $118072.16    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     203924 | PA      | $200647.52    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJS43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37026 | PA      | $35374.98     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     826975 | PA      | $759002.74    | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     274417 | PA      | $260695.38    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94682 | PA      | $94003.34     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292JBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        762 | PA      | $776.69       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86586 | PA      | $83172.04     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292LSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348293 | PA      | $334559.03    | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     287950 | PA      | $275168.25    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71833 | PA      | $68644.67     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312932ZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4691 | PA      | $4816.06      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8552 | PA      | $8820.49      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5472 | PA      | $5609.00      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        833 | PA      | $853.69       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114461 | PA      | $115136.73    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3129456R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     275415 | PA      | $284075.05    | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3129456V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43494 | PA      | $43974.47     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31296L3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5340 | PA      | $5421.47      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297CW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18229 | PA      | $18667.86     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39467 | PA      | $40124.84     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297LBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6939 | PA      | $7062.01      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297V6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2987 | PA      | $3111.44      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132A5GP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     764224 | PA      | $698100.98    | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132CWWF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24559 | PA      | $23229.10     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     213603 | PA      | $201935.03    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DNV59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     406114 | PA      | $332841.79    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     345511 | PA      | $295756.77    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271686 | PA      | $279554.57    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28377 | PA      | $25250.24     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28262 | PA      | $23155.66     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1101884 | PA      | $902084.04    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34426 | PA      | $26749.74     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64573 | PA      | $55234.38     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     284844 | PA      | $243647.25    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     198235 | PA      | $176456.06    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     463440 | PA      | $472033.43    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9974 | PA      | $10084.98     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GEV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107345 | PA      | $110720.08    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GLGN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10515 | PA      | $10141.84     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42654 | PA      | $40945.82     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132J8ZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58033 | PA      | $53938.63     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132JADZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     244354 | PA      | $227118.30    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132JAJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113852 | PA      | $105820.28    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     705518 | PA      | $655749.97    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     368586 | PA      | $359316.06    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     260201 | PA      | $263129.27    | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335AZE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     507181 | PA      | $464474.83    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335B7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     363071 | PA      | $379216.66    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335B7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     339060 | PA      | $349686.69    | 0.02%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     456482 | PA      | $413770.91    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     400006 | PA      | $361746.57    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B2JW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     718631 | PA      | $597976.37    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225176 | PA      | $186817.01    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B7LC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29778 | PA      | $25469.32     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     669306 | PA      | $599946.03    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     128367 | PA      | $119915.95    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     563730 | PA      | $481617.26    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90074 | PA      | $92422.44     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133C8PQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9355 | PA      | $9594.02      | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133D03M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     867119 | PA      | $878268.21    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KKVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20705 | PA      | $16979.60     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27711 | PA      | $22832.57     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51796 | PA      | $42374.51     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30237 | PA      | $25892.42     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     248721 | PA      | $215104.89    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     706327 | PA      | $580491.37    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     569117 | PA      | $546971.31    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     498299 | PA      | $436364.28    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 406, Class F36                                                    | CUSIP: 3133Q3JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70018 | PA      | $70883.24     | 0.00%             | 2053-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133W6ZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1175349 | PA      | $1203966.57   | 0.06%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133WGP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65667 | PA      | $67273.50     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2807 | PA      | $2884.52      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2011-123, Class JF                                                 | CUSIP: 3136A2PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33616 | PA      | $33492.11     | 0.00%             | 2041-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-23, Class CE                                                  | CUSIP: 3136A4ES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195767 | PA      | $202889.44    | 0.01%             | 2042-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-40, Class PE                                                  | CUSIP: 3136A5AW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     366291 | PA      | $353737.52    | 0.02%             | 2041-04-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-44, Class IK                                                  | CUSIP: 3136A5C38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28798 | PA      | $972.37       | 0.00%             | 2031-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-1, Class YI                                                   | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348860 | PA      | $23817.17     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-43, Class MA                                                  | CUSIP: 3136ADY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345870 | PA      | $331423.38    | 0.02%             | 2033-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-56, Class PK                                                  | CUSIP: 3136AEZE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317370 | PA      | $304628.42    | 0.02%             | 2043-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-3, Class PC                                                   | CUSIP: 3136AMNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219557 | PA      | $214731.63    | 0.01%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-4, Class LI                                                   | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221954 | PA      | $16502.69     | 0.00%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-90, Class UQ                                                  | CUSIP: 3136AQVJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164067 | PA      | $159403.16    | 0.01%             | 2045-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-87, Class BF                                                  | CUSIP: 3136AQWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83512 | PA      | $82543.61     | 0.00%             | 2045-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-30, Class PA                                                  | CUSIP: 3136AR2J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     269662 | PA      | $259284.50    | 0.01%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-82, Class FD                                                  | CUSIP: 3136AUAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     809025 | PA      | $803821.13    | 0.04%             | 2046-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2017-30, Class VH                                                  | CUSIP: 3136AWQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     258345 | PA      | $254194.09    | 0.01%             | 2030-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2018-73, Class MV                                                  | CUSIP: 3136B3DM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180890 | PA      | $178164.74    | 0.01%             | 2030-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2020-49, Class JA                                                  | CUSIP: 3136BAF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     163328 | PA      | $153402.61    | 0.01%             | 2044-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2020-65, Class EI                                                  | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     421110 | PA      | $81658.02     | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2021-10, Class AC                                                  | CUSIP: 3136BFMA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210383 | PA      | $188034.24    | 0.01%             | 2041-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2022-29, Class MG                                                  | CUSIP: 3136BM3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74771 | PA      | $75644.88     | 0.00%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2022-60, Class FA                                                  | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     559320 | PA      | $548768.75    | 0.03%             | 2052-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2023-54, Class FD                                                  | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600775 | PA      | $608197.92    | 0.03%             | 2053-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-46, Class AM                                                  | CUSIP: 3136BSJF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     428785 | PA      | $444716.94    | 0.02%             | 2054-07-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-88, Class FC                                                  | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1085325 | PA      | $1090855.58   | 0.06%             | 2054-12-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-83, Class FA                                                  | CUSIP: 3136BTME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     504091 | PA      | $505079.50    | 0.03%             | 2054-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-98, Class FJ                                                  | CUSIP: 3136BUSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     769861 | PA      | $770648.81    | 0.04%             | 2053-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2025-11, Class FM                                                  | CUSIP: 3136BUX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     613688 | PA      | $614433.72    | 0.03%             | 2055-03-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371LQW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13044 | PA      | $13426.98     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371LTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2023 | PA      | $2081.53      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371MMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        484 | PA      | $505.10       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      65168 | NS      | $6434036.64   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3845, Class AI                                                    | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     101045 | PA      | $15467.71     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3923, Class DA                                                    | CUSIP: 3137AFKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     217019 | PA      | $214816.85    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4096, Class DZ                                                    | CUSIP: 3137ATAP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     227433 | PA      | $218028.21    | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4231, Class FD                                                    | CUSIP: 3137B3HY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27512 | PA      | $27497.53     | 0.00%             | 2032-10-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4243, Class BZ                                                    | CUSIP: 3137B45J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     727211 | PA      | $716664.70    | 0.04%             | 2033-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4474, Class HJ                                                    | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82702 | PA      | $79930.31     | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4471, Class PI                                                    | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14772 | PA      | $1375.31      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4543, Class HM                                                    | CUSIP: 3137BMPZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     627233 | PA      | $627431.65    | 0.03%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K054, Class A2   | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     300440 | PA      | $299333.23    | 0.02%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4604, Class FB                                                    | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43636 | PA      | $43275.41     | 0.00%             | 2046-08-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K066, Class A1   | CUSIP: 3137F2L38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114627 | PA      | $114044.78    | 0.01%             | 2026-12-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class X1   | CUSIP: 3137F4D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57575471 | PA      | $334225.61    | 0.02%             | 2028-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K075, Class X1   | CUSIP: 3137F4X98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   73540311 | PA      | $217774.92    | 0.01%             | 2028-02-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM  | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2193674 | PA      | $110084.26    | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K125, Class XAM  | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4987462 | PA      | $180873.80    | 0.01%             | 2031-01-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class X1   | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42496854 | PA      | $311450.94    | 0.02%             | 2027-07-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K068, Class X1   | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31674756 | PA      | $186624.49    | 0.01%             | 2027-08-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K072, Class X1   | CUSIP: 3137FEBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     205947 | PA      | $1422.23      | 0.00%             | 2027-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K073, Class X1   | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24144175 | PA      | $141199.96    | 0.01%             | 2028-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class X1   | CUSIP: 3137FEZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48353504 | PA      | $146723.87    | 0.01%             | 2028-04-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K734, Class A2   | CUSIP: 3137FLN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     210197 | PA      | $209424.54    | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1   | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7847146 | PA      | $262028.77    | 0.01%             | 2029-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1   | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13846868 | PA      | $498102.29    | 0.03%             | 2029-08-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K106, Class X1   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4061836 | PA      | $192126.09    | 0.01%             | 2030-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM  | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2188000 | PA      | $34355.10     | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM  | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3344437 | PA      | $231941.05    | 0.01%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM  | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8166315 | PA      | $588226.20    | 0.03%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM  | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9928903 | PA      | $720216.81    | 0.04%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM  | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4373949 | PA      | $292584.82    | 0.02%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class X1   | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3066826 | PA      | $131568.37    | 0.01%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM  | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3957955 | PA      | $215957.11    | 0.01%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM  | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3506241 | PA      | $233373.30    | 0.01%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5085, Class IK                                                    | CUSIP: 3137FXSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1118280 | PA      | $184224.03    | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1   | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12611564 | PA      | $161069.85    | 0.01%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K130, Class XAM  | CUSIP: 3137H1YZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3953830 | PA      | $238589.52    | 0.01%             | 2031-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM  | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5826990 | PA      | $248774.60    | 0.01%             | 2031-09-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K145, Class XAM  | CUSIP: 3137H7Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17860106 | PA      | $351772.65    | 0.02%             | 2032-06-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5266, Class FA                                                    | CUSIP: 3137H9AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     697365 | PA      | $687302.68    | 0.04%             | 2052-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-152, Class XAM | CUSIP: 3137H9MC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11453817 | PA      | $143394.92    | 0.01%             | 2032-11-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-157, Class XAM | CUSIP: 3137HAAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2600000 | PA      | $53945.84     | 0.00%             | 2033-05-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-159, Class XAM | CUSIP: 3137HAMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12475897 | PA      | $151613.34    | 0.01%             | 2033-08-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-161, Class XAM | CUSIP: 3137HB3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11781459 | PA      | $191152.99    | 0.01%             | 2033-10-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K511, Class X1   | CUSIP: 3137HB3H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6094969 | PA      | $72673.97     | 0.00%             | 2028-10-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5367, Class MF                                                    | CUSIP: 3137HB7A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     584703 | PA      | $586513.46    | 0.03%             | 2053-12-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K755, Class XAM  | CUSIP: 3137HCKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2871045 | PA      | $58914.13     | 0.00%             | 2031-02-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K522, Class X1   | CUSIP: 3137HDJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6541483 | PA      | $90705.51     | 0.00%             | 2029-05-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K528, Class X1   | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4906286 | PA      | $137286.22    | 0.01%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-165, Class XAM | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1508629 | PA      | $104412.21    | 0.01%             | 2034-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5483, Class FD                                                    | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     592950 | PA      | $595463.80    | 0.03%             | 2054-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5492, Class MB                                                    | CUSIP: 3137HHZ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     355021 | PA      | $358784.89    | 0.02%             | 2055-01-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-168, Class XAM | CUSIP: 3137HJ6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17854931 | PA      | $161767.46    | 0.01%             | 2035-01-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-169, Class XAM | CUSIP: 3137HK2F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6569974 | PA      | $150554.90    | 0.01%             | 2035-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K538, Class X1   | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2649208 | PA      | $57996.99     | 0.00%             | 2030-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5566, Class HC                                                    | CUSIP: 3137HMJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32867 | PA      | $32997.25     | 0.00%             | 2055-08-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5575, Class MB                                                    | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97379 | PA      | $102111.57    | 0.01%             | 2055-09-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1584 | PA      | $1638.93      | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31385XA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5907 | PA      | $6127.25      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138A4XB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375979 | PA      | $387365.63    | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19191 | PA      | $19432.23     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138AA5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33878 | PA      | $34203.24     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     351661 | PA      | $354996.18    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51043 | PA      | $49132.33     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138E55N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4613 | PA      | $4447.09      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143306 | PA      | $140885.54    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EK6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246607 | PA      | $242263.27    | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1237693 | PA      | $1275177.93   | 0.07%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EKET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259080 | PA      | $261563.39    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     237958 | PA      | $245187.03    | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EPS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103642 | PA      | $101828.07    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219058 | PA      | $221111.78    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393425 | PA      | $386111.57    | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138LQ2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49131 | PA      | $48285.98     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156893 | PA      | $154194.42    | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97488 | PA      | $95629.39     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153730 | PA      | $151698.93    | 0.01%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WEVB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119145 | PA      | $113228.61    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108619 | PA      | $103236.84    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WFPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251499 | PA      | $238984.34    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WGUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     672198 | PA      | $636809.96    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329073 | PA      | $286774.70    | 0.02%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152466 | PA      | $145562.45    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2004-60, Class FW                                                  | CUSIP: 31394AWL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8421 | PA      | $8415.50      | 0.00%             | 2034-04-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2962, Class KF                                                    | CUSIP: 31395TR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17158 | PA      | $17058.72     | 0.00%             | 2035-04-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3113, Class QE                                                    | CUSIP: 31396HE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159706 | PA      | $164769.96    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3233, Class PA                                                    | CUSIP: 31397BYP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     233992 | PA      | $245942.43    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2011-62, Class KF                                                  | CUSIP: 31397U6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34524 | PA      | $34344.99     | 0.00%             | 2041-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3531, Class FA                                                    | CUSIP: 31398CUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27228 | PA      | $27305.96     | 0.00%             | 2039-05-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2010-116, Class BM                                                 | CUSIP: 31398NQG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99727 | PA      | $99495.77     | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3632, Class PK                                                    | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     156613 | PA      | $159827.64    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7542 | PA      | $7767.87      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7065 | PA      | $7286.39      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9547 | PA      | $9811.21      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1883 | PA      | $1986.44      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6984 | PA      | $7288.54      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13902 | PA      | $14307.19     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2059 | PA      | $2149.13      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27964 | PA      | $29181.39     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31404GYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12691 | PA      | $13205.43     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3208 | PA      | $3264.01      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        634 | PA      | $654.96       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405PNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5074 | PA      | $5168.24      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405VJP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9547 | PA      | $9767.49      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30829 | PA      | $32170.76     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406LYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1628 | PA      | $1669.52      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406PDM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4347 | PA      | $4521.24      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406V2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1965 | PA      | $2020.64      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406XKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3275 | PA      | $3316.05      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31407KRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39080 | PA      | $40211.59     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31408DV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7199 | PA      | $7556.73      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31408GSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2685 | PA      | $2766.23      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31409CA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6467 | PA      | $6750.12      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31409WVY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5640 | PA      | $5833.41      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A0UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     299861 | PA      | $307505.50    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105546 | PA      | $108233.91    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1FW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2162100 | PA      | $2222010.80   | 0.12%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28098 | PA      | $28823.70     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AAEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70482 | PA      | $72260.94     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57413 | PA      | $58838.60     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AESU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44683 | PA      | $45991.94     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140ARHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     391813 | PA      | $391230.82    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140ATKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149140 | PA      | $152947.26    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140B6YG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57882 | PA      | $58647.15     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     273942 | PA      | $269344.88    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95811 | PA      | $92711.16     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     636524 | PA      | $583430.73    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123439 | PA      | $107756.16    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HHF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20659 | PA      | $20186.29     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HMPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40572 | PA      | $39603.77     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140JAGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270648 | PA      | $282439.33    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352374 | PA      | $334506.47    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61215 | PA      | $53495.02     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61053 | PA      | $53414.26     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206244 | PA      | $179462.46    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KLRY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38043 | PA      | $34327.15     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KTTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37346 | PA      | $29087.19     | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30783 | PA      | $25201.61     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     543052 | PA      | $451588.47    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140LSKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221186 | PA      | $226588.35    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     493120 | PA      | $425890.67    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227303 | PA      | $196027.94    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MJU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24612 | PA      | $21899.33     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MS7K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39173 | PA      | $34841.43     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1596699 | PA      | $1601078.06   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MXVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14159 | PA      | $13942.76     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N0TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34732 | PA      | $35295.98     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293214 | PA      | $290624.10    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N2N56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368098 | PA      | $368567.28    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     716903 | PA      | $729166.51    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16856 | PA      | $17106.26     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140NJQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17395 | PA      | $17678.07     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343410 | PA      | $325772.69    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277504 | PA      | $241436.95    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     473679 | PA      | $411565.64    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QEWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109856 | PA      | $95668.03     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252746 | PA      | $216879.11    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     569597 | PA      | $484889.06    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24771 | PA      | $21087.11     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     440425 | PA      | $380646.93    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     340762 | PA      | $303390.03    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     415231 | PA      | $359612.66    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     523453 | PA      | $453424.34    | 0.02%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X6EF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     279844 | PA      | $292010.14    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32691 | PA      | $26798.28     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138766 | PA      | $120408.31    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XCST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149466 | PA      | $116255.40    | 0.01%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     359324 | PA      | $322957.70    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     883337 | PA      | $784915.76    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     403676 | PA      | $349544.76    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346937 | PA      | $314031.25    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     291853 | PA      | $259601.72    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     443948 | PA      | $398476.63    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XHE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     358301 | PA      | $344757.58    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274584 | PA      | $224455.24    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29467 | PA      | $25217.78     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XKKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65440 | PA      | $65693.26     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XNCU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354022 | PA      | $343539.98    | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1097 | PA      | $1158.24      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410F5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3474 | PA      | $3570.58      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20050 | PA      | $20923.36     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6967 | PA      | $7270.25      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247055 | PA      | $253974.38    | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1923 | PA      | $2040.70      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14611 | PA      | $15247.02     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76363 | PA      | $79686.63     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17528 | PA      | $18511.06     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13518 | PA      | $14106.39     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72294 | PA      | $73053.94     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122331 | PA      | $120226.38    | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31411GNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7130 | PA      | $7504.90      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412FS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10129 | PA      | $10664.18     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412LKF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1415 | PA      | $1468.11      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2460 | PA      | $2598.15      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412QF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1154 | PA      | $1188.41      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2866 | PA      | $2953.21      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412V6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        350 | PA      | $360.33       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1859 | PA      | $1962.74      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5720 | PA      | $5971.16      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31413ECR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4831 | PA      | $5101.88      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1541 | PA      | $1605.22      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31414QTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1609 | PA      | $1674.16      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6827 | PA      | $7210.02      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31415PNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        824 | PA      | $858.66       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159911 | PA      | $168444.37    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     457024 | PA      | $476727.70    | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12722 | PA      | $12721.98     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42995 | PA      | $44297.15     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416XV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21550 | PA      | $22167.79     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8941 | PA      | $8567.89      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93663 | PA      | $92023.44     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224945 | PA      | $214712.46    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1833 | PA      | $1881.20      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417N4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12698 | PA      | $13082.45     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417NB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4686 | PA      | $4840.81      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417NCH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7023 | PA      | $7236.01      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417YSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9634 | PA      | $9925.40      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143917 | PA      | $137040.72    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     255164 | PA      | $241497.87    | 0.01%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1266543 | PA      | $984916.50    | 0.05%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47575 | PA      | $45047.05     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295359 | PA      | $241943.95    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86041 | PA      | $70471.23     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     263910 | PA      | $216140.02    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     693701 | PA      | $596711.26    | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345033 | PA      | $268439.24    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     391952 | PA      | $321032.74    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     711559 | PA      | $582537.10    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293968 | PA      | $252152.64    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33796 | PA      | $28741.32     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     744064 | PA      | $653424.31    | 0.04%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4629 | PA      | $3788.17      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1353989 | PA      | $1159574.01   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394059 | PA      | $353725.97    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     606116 | PA      | $539760.58    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50690 | PA      | $43359.45     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188164 | PA      | $167492.71    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276226 | PA      | $236276.12    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     878371 | PA      | $781717.28    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ETA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195794 | PA      | $203256.20    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     483736 | PA      | $501044.56    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     923458 | PA      | $935957.37    | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2424802 | PA      | $2482856.03   | 0.13%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256598 | PA      | $262916.89    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5059 | PA      | $5174.96      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6550 | PA      | $6747.87      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     313856 | PA      | $309332.01    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419AT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89710 | PA      | $91000.50     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     203753 | PA      | $200690.26    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419EJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50350 | PA      | $51874.23     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110407 | PA      | $108815.65    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14465 | PA      | $14605.36     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419HBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9787 | PA      | $10083.23     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419JS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14617 | PA      | $15035.38     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123166 | PA      | $121239.15    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     366739 | PA      | $382582.72    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                | Ferguson Enterprises, Inc.                                                      | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1608066.52   | 0.09%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     329000 | PA      | $346528.49    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                    | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $817475.95    | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     932000 | PA      | $866415.82    | 0.05%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                       | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1476826.71   | 0.08%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                       | Flowers Foods, Inc.                                                             | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     810000 | PA      | $818260.21    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                       | Flowers Foods, Inc.                                                             | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     238000 | PA      | $229412.02    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     709000 | PA      | $731258.35    | 0.04%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1257000 | PA      | $1269582.57   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1177950.09   | 0.06%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MAU             | CUSIP: 35563P7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     728186 | PA      | $686267.42    | 0.04%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV              | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     759770 | PA      | $727313.16    | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22345 | PA      | $21069.70     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17495 | PA      | $16442.08     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177UCZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12382 | PA      | $12056.67     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     769887 | PA      | $729580.44    | 0.04%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1091494 | PA      | $1037608.11   | 0.06%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31459 | PA      | $28844.91     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     589740 | PA      | $541596.60    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     234141 | PA      | $219267.67    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     284225 | PA      | $260421.52    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     476487 | PA      | $436745.17    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     237630 | PA      | $217121.02    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2803 | PA      | $2850.32      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     970490 | PA      | $842605.14    | 0.05%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50060 | PA      | $43463.60     | 0.00%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1172553 | PA      | $1018047.56   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1945341 | PA      | $1689001.78   | 0.09%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     153839 | PA      | $128101.31    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     450234 | PA      | $430758.79    | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XDG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34946 | PA      | $35482.99     | 0.00%             | 2052-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2988235 | PA      | $2944398.08   | 0.16%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     852767 | PA      | $856198.40    | 0.05%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     212607 | PA      | $216317.20    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2377608 | PA      | $2418629.21   | 0.13%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36200J6N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2130 | PA      | $2158.87      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202DYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      32541 | PA      | $32514.06     | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202EDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3409 | PA      | $3532.16      | 0.00%             | 2035-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202EZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86170 | PA      | $87215.64     | 0.00%             | 2039-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19991 | PA      | $20712.56     | 0.00%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10901 | PA      | $11021.16     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20582 | PA      | $20806.96     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FSD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36860 | PA      | $35966.71     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     642855 | PA      | $649669.24    | 0.03%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     413432 | PA      | $417792.82    | 0.02%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15050 | PA      | $14673.79     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AFWD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4537 | PA      | $4544.65      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3782 | PA      | $3783.72      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4622 | PA      | $4609.46      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27098 | PA      | $27187.09     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36213FTG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23627 | PA      | $23980.67     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36225B2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22207 | PA      | $22975.41     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18768 | PA      | $18671.41     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6069 | PA      | $6269.84      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                     | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     935000 | PA      | $891532.64    | 0.05%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36290VHK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1955 | PA      | $1981.19      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8819 | PA      | $8288.24      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297GLY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15988 | PA      | $16285.54     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      68306 | PA      | $64259.57     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297H6A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2497 | PA      | $2493.01      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     512493 | PA      | $498789.91    | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     597000 | PA      | $525268.51    | 0.03%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      97933 | NS      | $4637127.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                               | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     673000 | PA      | $685234.12    | 0.04%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                               | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     909000 | PA      | $862675.02    | 0.05%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     751390 | PA      | $734816.76    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2938576 | PA      | $2605269.87   | 0.14%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                 | Golden State Tobacco Securitization Corp.                                       | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     560000 | PA      | $514379.32    | 0.03%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     704000 | PA      | $715545.04    | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1480677.28   | 0.08%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2009-68, Class PN                                                  | CUSIP: 38373ATA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     144658 | PA      | $150449.79    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2009-121, Class MI                                                 | CUSIP: 38375AVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      68690 | PA      | $10461.33     | 0.00%             | 2039-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-H31, Class DI                                                 | CUSIP: 38375BD66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     600812 | PA      | $28017.06     | 0.00%             | 2062-12-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-77, Class MY                                                  | CUSIP: 38375GBQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120000 | PA      | $110676.16    | 0.01%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-H13, Class FL                                                 | CUSIP: 38375UKZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72047 | PA      | $72096.64     | 0.00%             | 2064-07-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H23, Class FB                                                 | CUSIP: 38375US43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     187177 | PA      | $187030.66    | 0.01%             | 2067-11-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H08, Class FM                                                 | CUSIP: 38376R2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     554030 | PA      | $557624.56    | 0.03%             | 2067-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H15, Class FB                                                 | CUSIP: 38376R6C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     666412 | PA      | $673165.04    | 0.04%             | 2067-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-H23, Class F                                                  | CUSIP: 38376RB70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     132362 | PA      | $132596.30    | 0.01%             | 2066-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-H22, Class FA                                                 | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     335806 | PA      | $336478.92    | 0.02%             | 2066-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H03, Class F                                                  | CUSIP: 38376RS56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     308755 | PA      | $310593.32    | 0.02%             | 2067-01-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H04, Class BF                                                 | CUSIP: 38376RT22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     243631 | PA      | $244974.65    | 0.01%             | 2067-02-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2010-103, Class WA                                                 | CUSIP: 38377DSY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     208658 | PA      | $213476.02    | 0.01%             | 2034-08-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2011-52, Class GT                                                  | CUSIP: 38377VGJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85166 | PA      | $85013.88     | 0.00%             | 2039-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2011-123, Class MA                                                 | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     305316 | PA      | $301996.47    | 0.02%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-12, Class KN                                                  | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     198527 | PA      | $200822.32    | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-6, Class GI                                                   | CUSIP: 38378FJG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     634053 | PA      | $93218.61     | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-108, Class KI                                                 | CUSIP: 38378HQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     207333 | PA      | $28117.66     | 0.00%             | 2042-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-81, Class PI                                                  | CUSIP: 38378TKC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      61834 | PA      | $654.00       | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-122, Class PI                                                 | CUSIP: 38379ETW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     188932 | PA      | $8811.93      | 0.00%             | 2029-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-129, Class BI                                                 | CUSIP: 38379GKK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53866 | PA      | $1850.00      | 0.00%             | 2029-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2015-144, Class HF                                                 | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1055166 | PA      | $1035585.95   | 0.06%             | 2045-10-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-89, Class HF                                                  | CUSIP: 38379XRW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     408025 | PA      | $402799.35    | 0.02%             | 2046-07-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-161, Class DF                                                 | CUSIP: 38380HZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78650 | PA      | $76517.52     | 0.00%             | 2047-10-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2018-H06, Class KF                                                 | CUSIP: 38380LBW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1019045 | PA      | $1022927.52   | 0.06%             | 2068-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-98, Class SW                                                  | CUSIP: 38381NMU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     635976 | PA      | $648795.33    | 0.03%             | 2055-06-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-83, Class FM                                                  | CUSIP: 38382QWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90756 | PA      | $75822.26     | 0.00%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-40, Class FX                                                  | CUSIP: 38383WQB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1063754 | PA      | $1040314.79   | 0.06%             | 2041-09-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-79, Class JI                                                  | CUSIP: 38384AZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     336865 | PA      | $46662.18     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-26, Class E                                                   | CUSIP: 38384J5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     413667 | PA      | $427939.33    | 0.02%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-51, Class CF                                                  | CUSIP: 38384KSF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     161979 | PA      | $162595.86    | 0.01%             | 2064-03-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-164, Class FM                                                 | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     541369 | PA      | $541662.39    | 0.03%             | 2054-10-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-97, Class SC                                                  | CUSIP: 38385G5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     567106 | PA      | $566847.92    | 0.03%             | 2055-06-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                               | Grupo Energia Bogota SA ESP                                                     | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | NUSS              | CO        |     687000 | PA      | $685694.70    | 0.04%             | 2035-10-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                          | Grupo Nutresa SA                                                                | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     857000 | PA      | $914927.72    | 0.05%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     703000 | PA      | $751155.50    | 0.04%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     992000 | PA      | $1030192.00   | 0.06%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     794000 | PA      | $843228.00    | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1013000 | PA      | $1055120.54   | 0.06%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     691000 | PA      | $734878.50    | 0.04%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     805000 | PA      | $801937.18    | 0.04%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     541000 | PA      | $527912.23    | 0.03%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     804000 | PA      | $734011.49    | 0.04%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     796000 | PA      | $818015.03    | 0.04%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      27720 | NS      | $3798471.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     453000 | PA      | $498054.07    | 0.03%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     631000 | PA      | $653471.61    | 0.04%             | 2030-04-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     672000 | PA      | $699269.47    | 0.04%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                             | Healthcare Realty Trust, Inc.                                                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     345685 | NS      | $6301837.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Realty LP                                                       | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     718000 | PA      | $720955.30    | 0.04%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                                | Highwoods Properties, Inc.                                                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     268780 | NS      | $7472084.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      10954 | NS      | $3909701.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                          | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1234000 | PA      | $996474.14    | 0.05%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       8827 | NS      | $2169411.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     560000 | PA      | $500671.64    | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     435000 | PA      | $450054.05    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     429000 | PA      | $440289.50    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1509000 | PA      | $1529473.31   | 0.08%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     708000 | PA      | $761364.78    | 0.04%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1201000 | PA      | $1201895.92   | 0.06%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     698000 | PA      | $714550.42    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     454000 | PA      | $472591.84    | 0.03%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     698000 | PA      | $734970.25    | 0.04%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                             | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     324000 | PA      | $343595.83    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1018000 | PA      | $1090202.92   | 0.06%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     199000 | PA      | $199273.80    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IIFL Finance Ltd.                                                         | IIFL Finance Ltd.                                                               | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     616000 | PA      | $625548.00    | 0.03%             | 2028-07-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                        | IRB Infrastructure Developers Ltd.                                              | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     751000 | PA      | $775780.96    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    1724000 | PA      | $1758156.85   | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                         | Indian Railway Finance Corp. Ltd.                                               | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    1354000 | PA      | $1247457.77   | 0.07%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                    | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      15290 | NS      | $1036118.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     488000 | PA      | $467797.36    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     929000 | PA      | $1065535.18   | 0.06%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     465000 | PA      | $441832.12    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     592000 | PA      | $570539.88    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     461000 | PA      | $431963.18    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                  | JBS USA Holding Lux SARL                                                        | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     399000 | PA      | $416923.26    | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     565000 | PA      | $572613.94    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     516000 | PA      | $528942.31    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     901000 | PA      | $898176.03    | 0.05%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                    | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    1064000 | PA      | $1091153.14   | 0.06%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3984000 | PA      | $3606842.09   | 0.19%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     878000 | PA      | $892958.39    | 0.05%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     675000 | PA      | $706140.63    | 0.04%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     788000 | PA      | $824678.70    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     499000 | PA      | $508400.12    | 0.03%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                             | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    1013000 | PA      | $1054238.68   | 0.06%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                          | Jersey Central Power & Light Co.                                                | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1447592.14   | 0.08%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                   | Sberbank of Russia PJSC                                                         | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    1738404 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      41891 | NS      | $8668085.72   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     911000 | PA      | $921751.76    | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     592000 | PA      | $611897.10    | 0.03%             | 2030-04-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KREF Ltd.                                                                 | KREF Ltd., Series 2021-FL2, Class A                                             | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     232952 | PA      | $232812.56    | 0.01%             | 2039-02-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KREF Ltd.                                                                 | KREF Ltd., Series 2021-FL2, Class AS                                            | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     526000 | PA      | $523237.97    | 0.03%             | 2039-02-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                      | Kallpa Generacion SA                                                            | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     424000 | PA      | $442316.80    | 0.02%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                      | Kallpa Generacion SA                                                            | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     869000 | PA      | $873345.00    | 0.05%             | 2035-09-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                    | Republic of Kazakhstan                                                          | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     995000 | PA      | $1012959.57   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.                              | Kentucky Higher Education Student Loan Corp., Series 2025A-2                    | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     890000 | PA      | $934862.14    | 0.05%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     803000 | PA      | $772558.64    | 0.04%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     588000 | PA      | $569154.66    | 0.03%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                      | Kimberly-Clark Corp.                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      78748 | NS      | $8592981.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                                        | Kimco Realty Corp.                                                              | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     325085 | NS      | $6716256.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                     | Kingston Airport Revenue Finance Ltd.                                           | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     447000 | PA      | $455940.00    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     506000 | PA      | $444473.57    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     628000 | PA      | $596493.00    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     384000 | PA      | $374406.05    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd.                                                     | KSA Ijarah Sukuk Ltd.                                                           | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |     795000 | PA      | $803704.16    | 0.04%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13632.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3709.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4728.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5143.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-475.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12897.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3880.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12163.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3217.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18943.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30391.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30713.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2386.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19750.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14497.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2336.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $41265.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-648.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13500.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12019.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18626.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6240.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17708.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5368.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6541.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13442.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7726.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3425.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-904.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4542.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1359.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10178.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13776.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6051.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-606.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8787.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2212.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3896.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3868.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1611.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4746.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2653.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1321.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5528.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8404.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16518.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                      | State of Kuwait                                                                 | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    1273000 | PA      | $1273851.14   | 0.07%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Kuwait International Government Bond                                      | State of Kuwait                                                                 | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    1410000 | PA      | $1413538.75   | 0.08%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                      | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |     662000 | PA      | $682655.20    | 0.04%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439905.90    | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1238262.02   | 0.07%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     902000 | PA      | $924671.21    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                                       | LSEGA Financing plc                                                             | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    1950000 | PA      | $1862303.08   | 0.10%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     493000 | PA      | $500393.64    | 0.03%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1248270.76   | 0.07%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA                                     | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     164935 | NS      | $3274551.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      23447 | NS      | $3657732.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                                                     | Lamar Advertising Co., Class A                                                  | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      47638 | NS      | $6306794.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                 | Fresenius Medical Care AG                                                       | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |      28835 | NS      | $1380171.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     297000 | PA      | $302470.22    | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     594000 | PA      | $625926.64    | 0.03%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      24593 | NS      | $4699722.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                 | Liberty Costa Rica Senior Secured Finance                                       | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     570000 | PA      | $599925.00    | 0.03%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1590236.72   | 0.09%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     272000 | PA      | $279366.16    | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                    | Lincoln National Corp.                                                          | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     963000 | PA      | $1013233.65   | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                      | LoanCore Issuer Ltd., Series 2021-CRE5, Class AS                                | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     509984 | PA      | $510053.88    | 0.03%             | 2036-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       9909 | NS      | $1884889.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     694000 | PA      | $700285.47    | 0.04%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     269000 | PA      | $291784.03    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                         | Manufacturers & Traders Trust Co.                                               | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     588000 | PA      | $596302.11    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS          | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40694 | PA      | $40692.73     | 0.00%             | 2036-07-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B           | CUSIP: 55282XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1241000 | PA      | $1238661.83   | 0.07%             | 2036-07-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2021-FL7, Class A                                              | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     354608 | PA      | $354480.66    | 0.02%             | 2036-10-16      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2022-FL8, Class A                                              | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     929162 | PA      | $929158.30    | 0.05%             | 2037-02-19      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                  | MFS Institutional Money Market Portfolio, Class A                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |   24190208 | NS      | $24195045.82  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS High Yield Pooled Portfolio                                           | MFS High Yield Pooled Portfolio                                                 | CUSIP: 552984668<br>LEI: 549300B758U8480GXX22 | Long             |  | RF                | US        |   49637690 | NS      | $420431237.19 | 22.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                        | Ma'aden Sukuk Ltd.                                                              | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    1287000 | PA      | $1320138.71   | 0.07%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                        | Ma'aden Sukuk Ltd.                                                              | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     581000 | PA      | $605819.85    | 0.03%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                       | Macquarie Bank Ltd.                                                             | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     902000 | PA      | $922558.40    | 0.05%             | 2036-08-13      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                        | Macquarie Airfinance Holdings Ltd.                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1411000 | PA      | $1431168.03   | 0.08%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     798000 | PA      | $821976.83    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                        | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     428000 | PA      | $444501.56    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      51574 | NS      | $5132212.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marin General Hospital                                                    | Marin General Hospital, Series 2023                                             | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     839000 | PA      | $949206.07    | 0.05%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     758000 | PA      | $609031.31    | 0.03%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     463000 | PA      | $468771.72    | 0.03%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1447416.53   | 0.08%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     932000 | PA      | $950027.11    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     902000 | PA      | $582693.15    | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1137000 | PA      | $1167043.71   | 0.06%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     801000 | PA      | $784579.51    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Series GG                                         | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     347000 | PA      | $325113.95    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Series HH                                         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     646000 | PA      | $599235.72    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                             | Massachusetts Educational Financing Authority, Series 2024A                     | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     760000 | PA      | $793056.43    | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     977000 | PA      | $783664.45    | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     447000 | PA      | $451388.03    | 0.02%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                              | Mattel, Inc.                                                                    | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     482000 | PA      | $470407.21    | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                          | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     705000 | PA      | $718041.09    | 0.04%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MF1                                                                       | MF1, Series 2024-FL15, Class A                                                  | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1151000 | PA      | $1154291.86   | 0.06%             | 2041-08-18      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2020-FL4, Class A                                              | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     229066 | PA      | $229200.71    | 0.01%             | 2035-12-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan                                                                         | CUSIP: 58533EAG8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     786000 | PA      | $780506.69    | 0.04%             | 2031-05-05      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      50745 | NS      | $3885037.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                   | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      47000 | PA      | $49059.30     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Welltower, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       1007 | NC      | $1510500.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Welltower, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        281 | NC      | $149492.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $903350.45    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1001403.90   | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                   | Mid-America Apartment Communities, Inc.                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      68856 | NS      | $9356841.84   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     662026 | NS      | $3026636.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                          | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     956000 | PA      | $1001377.15   | 0.05%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                   | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     360000 | PA      | $349953.32    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                        | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     583405 | NS      | $5628183.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2438000 | PA      | $2386082.74   | 0.13%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2319000 | PA      | $2085530.99   | 0.11%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                               | Anhui Conch Cement Co. Ltd., Class H                                            | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |     713500 | NS      | $2146278.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                                         | CLP Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |     128000 | NS      | $1117954.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd.                                  | Montego Bay Airport Revenue Finance Ltd.                                        | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     543000 | PA      | $542457.00    | 0.03%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                     | DB Insurance Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       9444 | NS      | $799495.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-H4, Class XA                        | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8708890 | PA      | $177745.83    | 0.01%             | 2051-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                        | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2634174 | PA      | $115234.59    | 0.01%             | 2054-05-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     705000 | PA      | $728599.99    | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1172984.99   | 0.06%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      95240 | NS      | $3983491.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1486566.59   | 0.08%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1      | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300727 | PA      | $300127.23    | 0.02%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM3, Class A1      | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     347687 | PA      | $349568.60    | 0.02%             | 2070-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                               | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |     802000 | NS      | $997137.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co. Ltd.                                                       | PetroChina Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    5188000 | NS      | $5783953.81   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                      | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     619500 | NS      | $10666401.52  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                           | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     403000 | PA      | $415649.84    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     714000 | PA      | $728076.39    | 0.04%             | 2028-02-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     669000 | PA      | $675383.32    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                              | NBK SPC Ltd.                                                                    | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     426000 | PA      | $440971.34    | 0.02%             | 2030-06-06      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                              | NBN Co. Ltd.                                                                    | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    1470000 | PA      | $1537154.32   | 0.08%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                               | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1059000 | PA      | $1092041.73   | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                               | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     716000 | PA      | $748185.49    | 0.04%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                    | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1931000 | PA      | $1777832.73   | 0.10%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                  | New Hampshire Business Finance Authority, Series 2024 A                         | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     630000 | PA      | $670050.74    | 0.04%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                  | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     133000 | NS      | $5911581.97   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     204247 | NS      | $8445613.45   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                                  | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     745000 | PA      | $783940.38    | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                     | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1019000 | PA      | $1019584.68   | 0.05%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     752000 | PA      | $799622.54    | 0.04%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    1234000 | PA      | $1291478.08   | 0.07%             | 2030-05-14      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | Hon Hai Precision Industry Co. Ltd.                                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |     944000 | NS      | $6782603.15   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp.                                                                 | Kao Corp.                                                                       | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |      25600 | NS      | $1034783.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                   | Kirin Holdings Co. Ltd.                                                         | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     124800 | NS      | $1960224.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                            | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      92748 | NS      | $4756117.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $971145.94    | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     632000 | PA      | $731510.61    | 0.04%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     703000 | PA      | $742055.38    | 0.04%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     575000 | PA      | $610630.72    | 0.03%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     367000 | PA      | $360793.85    | 0.02%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     601000 | PA      | $593890.58    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                 | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1837000 | PA      | $1800011.80   | 0.10%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NEC Corp.                                                                 | NEC Corp.                                                                       | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      40900 | NS      | $1542472.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                                              | Northern Star Resources Ltd.                                                    | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    1119000 | PA      | $1195912.27   | 0.06%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co.                                                 | Northern States Power Co.                                                       | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1089194.99   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      71727 | NS      | $9420624.18   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                              | Northwestern Mutual Life Insurance Co. (The)                                    | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1657722.44   | 0.09%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      18423 | NS      | $3260871.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Finance SARL                                                        | nVent Finance SARL                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     952000 | PA      | $997629.96    | 0.05%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1376000 | PA      | $1138817.50   | 0.06%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1309000 | PA      | $1407771.14   | 0.08%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1481000 | PA      | $1641872.54   | 0.09%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     582000 | PA      | $606694.23    | 0.03%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     723000 | PA      | $771584.83    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM3, Class A1                                           | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     311880 | PA      | $315239.95    | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM16, Class A1                                          | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |     327832 | PA      | $329931.57    | 0.02%             | 2064-10-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM1, Class A1                                           | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     249341 | PA      | $250841.06    | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM1, Class A2                                           | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      67302 | PA      | $67703.77     | 0.00%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM8, Class A1                                           | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |     299484 | PA      | $301438.13    | 0.02%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM15, Class A1                                          | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |     175487 | PA      | $176064.83    | 0.01%             | 2064-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                      | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     625000 | PA      | $496921.56    | 0.03%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     414000 | PA      | $438162.70    | 0.02%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      20576 | NS      | $1406104.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd. (Preference)                                       | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      47664 | NS      | $2430761.91   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Co. Ltd.                                                        | Shimamura Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      26600 | NS      | $1905534.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                           | Oncor Electric Delivery Co. LLC                                                 | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     833000 | PA      | $867048.21    | 0.05%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                      | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1421000 | PA      | $1280602.32   | 0.07%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                        | Ooredoo International Finance Ltd.                                              | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     662000 | PA      | $665396.06    | 0.04%             | 2034-10-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     811000 | PA      | $592150.16    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     524000 | PA      | $515146.62    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                          | Kasikornbank PCL                                                                | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |     339200 | NS      | $1964926.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                             | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     269000 | NS      | $8703473.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp., Series A                                                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      63723 | NS      | $2590977.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     950000 | PA      | $974225.00    | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp., Series 2023-C, Class B                                     | CUSIP: 69335PEZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     208000 | PA      | $210452.42    | 0.01%             | 2028-10-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp., Series 2025-A, Class A                                     | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     692000 | PA      | $693149.62    | 0.04%             | 2029-01-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     686000 | PA      | $695331.58    | 0.04%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     698000 | PA      | $739224.03    | 0.04%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     292000 | PA      | $307078.95    | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                              | PPL Electric Utilities Corp.                                                    | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $1039177.11   | 0.06%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                            | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     863000 | PA      | $885573.33    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                                            | PSEG Power LLC                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $703096.93    | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     605000 | PA      | $461486.65    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     670000 | PA      | $602774.47    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                | Pacific Life Insurance Co.                                                      | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    1288000 | PA      | $1324188.24   | 0.07%             | 2055-09-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A2                       | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1225000 | PA      | $1223650.05   | 0.07%             | 2033-07-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     336000 | PA      | $356361.60    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     873000 | PA      | $573211.80    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1037000 | PA      | $764891.20    | 0.04%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     906000 | PA      | $942783.60    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1082000 | PA      | $1245490.20   | 0.07%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1713000 | PA      | $1577672.13   | 0.08%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     593000 | PA      | $635119.33    | 0.03%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                   | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     372000 | PA      | $382295.61    | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     818000 | PA      | $850701.73    | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                                                   | OPAP SA                                                                         | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |      19009 | NS      | $388645.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      35026 | NS      | $13406789.19  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      25582 | NS      | $2542910.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      19085 | NS      | $2838702.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     220675 | NS      | $4130763.73   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Peru                                                          | Republic of Peru                                                                | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     799000 | PA      | $802715.35    | 0.04%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     313000 | PA      | $310281.34    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1119000 | PA      | $910579.76    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1147000 | PA      | $895987.65    | 0.05%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1840000 | PA      | $1642335.61   | 0.09%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     739000 | PA      | $595926.27    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1199000 | PA      | $1243766.69   | 0.07%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1187000 | PA      | $1244091.29   | 0.07%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     580000 | PA      | $616821.56    | 0.03%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     324000 | PA      | $314036.37    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     377801 | NS      | $9724597.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                    | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     826000 | PA      | $615086.30    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      20157 | NS      | $3174324.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      75270 | NS      | $10308979.20  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1349294.14   | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     501000 | PA      | $455432.65    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1502946.33   | 0.08%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                 | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $492783.37    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      74008 | NS      | $6328142.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     828000 | PA      | $843089.24    | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     713000 | PA      | $728921.82    | 0.04%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     981000 | PA      | $1008565.77   | 0.05%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     317000 | PA      | $309346.14    | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                             | Popular, Inc.                                                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      22233 | NS      | $2550347.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      59848 | NS      | $5968071.23   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     204727 | NS      | $26313561.31  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     954000 | PA      | $985586.94    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                       | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1149000 | PA      | $805763.53    | 0.04%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     881000 | PA      | $846711.79    | 0.05%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2025-3, Class A4                       | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1071344 | PA      | $1078095.97   | 0.06%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2024-1, Class A3                       | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375735 | PA      | $377966.13    | 0.02%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sorik Marapi Geothermal Power PT                                          | Sorik Marapi Geothermal Power PT                                                | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     570418 | PA      | $582137.79    | 0.03%             | 2031-08-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                  | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     858000 | PA      | $875290.12    | 0.05%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                       | Public Service Electric and Gas Co., Series Q                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     518000 | PA      | $519884.25    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                | RCKT Trust, Series 2025-1A, Class A                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163647 | PA      | $164045.10    | 0.01%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| REC Ltd.                                                                  | REC Ltd.                                                                        | CUSIP: 74947LAE4<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     918000 | PA      | $930827.37    | 0.05%             | 2029-09-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1796000 | PA      | $1555156.40   | 0.08%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                      | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A                  | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      66433 | PA      | $66404.47     | 0.00%             | 2036-11-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                      | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class AS                 | CUSIP: 75575WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     109000 | PA      | $109003.60    | 0.01%             | 2036-11-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                             | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1241662.31   | 0.07%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                             | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $1161262.42   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     724000 | PA      | $769151.02    | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      81173 | NS      | $5776270.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      53847 | NS      | $1370406.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Terminix Funding LLC                                             | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1179607.12   | 0.06%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     753000 | PA      | $692760.00    | 0.04%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   12405000 | PA      | $346812.19    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     940742 | PA      | $892293.79    | 0.05%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     967000 | PA      | $1009064.50   | 0.05%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   34699123 | PA      | $884680.44    | 0.05%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                           | Rexford Industrial Realty, Inc.                                                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     180143 | NS      | $7495750.23   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     590000 | PA      | $607288.01    | 0.03%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                       | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     175000 | PA      | $180924.03    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                      | Roche Holdings, Inc.                                                            | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $416574.38    | 0.02%             | 2028-11-13      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                     | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     779000 | PA      | $674455.09    | 0.04%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     928000 | PA      | $936012.09    | 0.05%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     684000 | PA      | $741268.31    | 0.04%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     554000 | PA      | $573254.73    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     610000 | PA      | $669940.86    | 0.04%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1202000 | PA      | $1240456.20   | 0.07%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1035000 | PA      | $1034546.27   | 0.06%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     590000 | PA      | $603015.74    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     339000 | PA      | $342693.05    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                        | Ryman Hospitality Properties, Inc.                                              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      36169 | NS      | $3451607.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SA Global Sukuk Ltd.                                                      | SA Global Sukuk Ltd.                                                            | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    1023000 | PA      | $1007789.63   | 0.05%             | 2030-09-17      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                               | SBNA Auto Receivables Trust, Series 2025-SF1, Class B                           | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65173 | PA      | $65220.50     | 0.00%             | 2031-03-17      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    1660000 | PA      | $1709298.41   | 0.09%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     806000 | PA      | $810155.82    | 0.04%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     795000 | PA      | $854132.10    | 0.05%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                             | Sammons Financial Group, Inc.                                                   | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     985000 | PA      | $965227.13    | 0.05%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    1167762 | PA      | $1171808.30   | 0.06%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet SA                                              | SAN Miguel Industrias Pet SA                                                    | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $1903680.00   | 0.10%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1094000 | PA      | $1032232.98   | 0.06%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1670000 | PA      | $1528490.21   | 0.08%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                       | Santos Finance Ltd.                                                             | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1029000 | PA      | $1129201.96   | 0.06%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                       | Santos Finance Ltd.                                                             | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     321000 | PA      | $321846.50    | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     736000 | PA      | $500994.35    | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     973000 | PA      | $993864.05    | 0.05%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     540000 | PA      | $576151.12    | 0.03%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     405000 | PA      | $417733.61    | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     638000 | PA      | $631715.70    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     893000 | PA      | $952032.12    | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                      | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     812000 | PA      | $888758.24    | 0.05%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                      | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     977000 | PA      | $978770.42    | 0.05%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru SAA                                                       | Scotiabank Peru SAA                                                             | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |     262000 | PA      | $269336.00    | 0.01%             | 2035-10-01      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     530000 | PA      | $543292.93    | 0.03%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     353000 | PA      | $359598.22    | 0.02%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                              | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     895000 | PA      | $929923.55    | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     657000 | PA      | $683231.35    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Shackleton 2019-XIV CLO Ltd.                                              | Shackleton 2019-XIV CLO Ltd., Series 2019-14A, Class BRR                        | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |     948207 | PA      | $948162.43    | 0.05%             | 2034-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                               | SierraCol Energy Andina LLC                                                     | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     628000 | PA      | $616225.00    | 0.03%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      76907 | NS      | $14329312.24  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2008-20B, Class 1           | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5996 | PA      | $6041.16      | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20B, Class 1           | CUSIP: 83162CVH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54768 | PA      | $51806.57     | 0.00%             | 2033-02-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20C, Class 1           | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89613 | PA      | $84533.43     | 0.00%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20G, Class 1           | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106119 | PA      | $102907.94    | 0.01%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20H, Class 1           | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134928 | PA      | $130773.24    | 0.01%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20I, Class 1           | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86229 | PA      | $84786.66     | 0.00%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1812000 | PA      | $1832181.98   | 0.10%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1486000 | PA      | $1598390.13   | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1529000 | PA      | $1638842.96   | 0.09%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                  | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     289000 | PA      | $256774.18    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                               | Spire, Inc.                                                                     | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1208604.96   | 0.07%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1038000 | PA      | $1118042.39   | 0.06%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     685000 | PA      | $707375.59    | 0.04%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1349000 | PA      | $1408389.89   | 0.08%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     325000 | PA      | $323936.27    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1099756.08   | 0.06%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1210830.22   | 0.07%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2461000 | PA      | $2167467.94   | 0.12%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $598264.55    | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                                            | Sunstone Hotel Investors, Inc.                                                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     399902 | NS      | $3743082.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                          | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     336000 | PA      | $340636.80    | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     443000 | PA      | $478657.07    | 0.03%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp.                                                               | Sysco Corp.                                                                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     640000 | PA      | $551568.35    | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     563000 | PA      | $539441.78    | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     701000 | PA      | $719724.42    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     427000 | PA      | $427574.21    | 0.02%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      35424 | NS      | $3871134.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                           | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1221183.70   | 0.07%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                          | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | NUSS              | RS        |     886000 | PA      | $889354.40    | 0.05%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                                                  | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     847000 | PA      | $872473.53    | 0.05%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     832000 | PA      | $621517.23    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     581000 | PA      | $602879.45    | 0.03%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $1060987.48   | 0.06%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                           | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                      | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6359174 | PA      | $229070.16    | 0.01%             | 2054-11-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     830000 | PA      | $831240.76    | 0.04%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1068000 | PA      | $1080999.00   | 0.06%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1100113.18   | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                 | Turk Telekomunikasyon A/S                                                       | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     456000 | PA      | $462845.14    | 0.02%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     357000 | PA      | $322481.83    | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1575000 | PA      | $1298525.70   | 0.07%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1934000 | PA      | $1938938.37   | 0.10%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     565000 | PA      | $608476.51    | 0.03%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1216000 | PA      | $1216017.63   | 0.07%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     777000 | PA      | $795924.56    | 0.04%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     565000 | PA      | $568107.50    | 0.03%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                     | TC Ziraat Bankasi A/S                                                           | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     586000 | PA      | $606353.86    | 0.03%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                         | Turkiye Ihracat Kredi Bankasi A/S                                               | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     433000 | PA      | $446008.03    | 0.02%             | 2028-07-03      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                              | Turkiye Vakiflar Bankasi TAO                                                    | CUSIP: 90015WAQ6<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     712000 | PA      | $726662.21    | 0.04%             | 2030-01-07      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1759000 | PA      | $1350516.17   | 0.07%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3081000 | PA      | $3232002.71   | 0.17%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     613000 | PA      | $621909.34    | 0.03%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     188729 | PA      | $110852.29    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     440367 | PA      | $255873.77    | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     629096 | PA      | $361005.63    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     779905 | PA      | $358892.86    | 0.02%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     217038 | PA      | $122660.35    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     180865 | PA      | $101907.62    | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     817000 | PA      | $807797.00    | 0.04%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1089000 | PA      | $1052736.30   | 0.06%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     578000 | PA      | $563393.94    | 0.03%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     703000 | PA      | $754600.20    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     741000 | PA      | $811958.16    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1166000 | PA      | $1200222.10   | 0.06%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     698000 | PA      | $734086.60    | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     929000 | PA      | $926122.23    | 0.05%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     811000 | PA      | $802500.72    | 0.04%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                       | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    1677000 | PA      | $1643277.93   | 0.09%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                       | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     934000 | PA      | $926684.38    | 0.05%             | 2032-10-07      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106000 | PA      | $111014.30    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2965000 | PA      | $3126337.69   | 0.17%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6853400 | PA      | $5429980.96   | 0.29%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2136000 | PA      | $1617936.57   | 0.09%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5989000 | PA      | $4493621.56   | 0.24%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1714000 | PA      | $1456966.95   | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2982000 | PA      | $3043270.80   | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5301000 | PA      | $5384656.41   | 0.29%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2627000 | PA      | $2753834.84   | 0.15%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5309000 | PA      | $5375362.50   | 0.29%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2383000 | PA      | $2457468.75   | 0.13%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6034500 | PA      | $5809384.85   | 0.31%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4940000 | PA      | $4448508.58   | 0.24%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $6734179.65   | 0.36%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7333000 | PA      | $6891587.79   | 0.37%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4658000 | PA      | $4711312.25   | 0.25%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11275000 | PA      | $11308913.06  | 0.61%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2748000 | PA      | $2878959.38   | 0.16%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1464000 | PA      | $1492365.00   | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5555000 | PA      | $5553481.04   | 0.30%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6338000 | PA      | $6336514.50   | 0.34%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     599000 | PA      | $541911.68    | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     584000 | PA      | $610440.86    | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     776000 | PA      | $800198.57    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     529000 | PA      | $533155.10    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                          | Trustees of the University of Pennsylvania (The), Series 2020                   | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    2127000 | PA      | $1279209.11   | 0.07%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   36509000 | PA      | $940810.62    | 0.05%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank ATB                                | Uzbek Industrial and Construction Bank ATB                                      | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     741000 | PA      | $789050.40    | 0.04%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     771000 | PA      | $827946.40    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     668000 | PA      | $714152.45    | 0.04%             | 2028-10-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     907000 | PA      | $970020.30    | 0.05%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                         | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     324000 | PA      | $306476.48    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     443000 | PA      | $456735.66    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    1121000 | PA      | $355984.76    | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     189193 | NS      | $15254631.59  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       5791 | NS      | $1303380.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-1, Class A2                             | CUSIP: 92540EAB9<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     151157 | PA      | $151724.84    | 0.01%             | 2069-01-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $687636.69    | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd.                                                            | Videotron Ltd.                                                                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    1061000 | PA      | $1034165.00   | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd.                                                            | Videotron Ltd.                                                                  | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    1077000 | PA      | $1109368.42   | 0.06%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Vipshop Holdings Ltd.                                                     | Vipshop Holdings Ltd.                                                           | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |      47220 | NS      | $927400.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                    | Virginia Power Fuel Securitization LLC, Series A-1                              | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     226541 | PA      | $228140.27    | 0.01%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1084000 | PA      | $1053325.30   | 0.06%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     404000 | PA      | $405092.19    | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     419000 | PA      | $367652.55    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     532000 | PA      | $516759.05    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     581000 | PA      | $592208.61    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp.                                                           | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     781000 | PA      | $744432.02    | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp.                                                           | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     588000 | PA      | $562932.97    | 0.03%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      10005 | NS      | $2086542.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     569000 | PA      | $589716.06    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class XA                | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    4835371 | PA      | $108780.86    | 0.01%             | 2052-01-15      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1245992.57   | 0.07%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     599000 | PA      | $635784.63    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                 | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     707000 | PA      | $706855.26    | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1152954.22   | 0.06%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      11617 | NS      | $953871.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     343000 | PA      | $355916.71    | 0.02%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     766000 | PA      | $803403.02    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         87 | OU      | $56.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd.                                            | Tata Consultancy Services Ltd.                                                  | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |      54923 | NS      | $1926503.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IG Group Holdings plc                                                     | IG Group Holdings plc                                                           | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |      64673 | NS      | $971646.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    1973000 | PA      | $537642.50    | 0.03%             | 2026-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                             | China Construction Bank Corp., Class H                                          | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    8103000 | NS      | $8503016.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      69654 | NS      | $4590747.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                                    | Yangzijiang Shipbuilding Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |     416600 | NS      | $1076984.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    6957000 | PA      | $1989702.00   | 0.11%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                            | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      48191 | NS      | $860916.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   18493000 | PA      | $838817.02    | 0.05%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                      | Sompo Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |      87900 | NS      | $2787162.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     551000 | PA      | $170810.00    | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                               | Astra International Tbk. PT                                                     | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |    4242700 | NS      | $1668549.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      10328 | NS      | $2190086.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1093000 | PA      | $1038763.35   | 0.06%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     624000 | PA      | $632993.71    | 0.03%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                                      | Midea Group Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     225500 | NS      | $2543833.03   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                          | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |     870000 | PA      | $815693.09    | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1446000 | PA      | $1262805.44   | 0.07%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1218000 | PA      | $1325882.00   | 0.07%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                    | Republic of Azerbaijan                                                          | CUSIP: N/A<br>LEI: 7890009G02BUL1M3LS88       | Long             | DBT              | NUSS              | AZ        |     857000 | PA      | $799861.49    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     969000 | PA      | $952613.73    | 0.05%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     895000 | PA      | $750547.00    | 0.04%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    5356000 | PA      | $936927.28    | 0.05%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Bonos de la Tesoreria                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    5123000 | PA      | $1634609.83   | 0.09%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1457000 | PA      | $1615770.02   | 0.09%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1356000 | PA      | $1182162.85   | 0.06%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ambev SA                                                                  | Ambev SA                                                                        | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    3221700 | NS      | $8383415.23   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     937000 | PA      | $981918.03    | 0.05%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                          | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    1081000 | PA      | $1081533.83   | 0.06%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                        | Telefonica Celular del Paraguay SA                                              | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |     399000 | PA      | $397005.00    | 0.02%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1091000 | PA      | $1004810.44   | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     824000 | PA      | $784983.60    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    1222000 | PA      | $1163682.37   | 0.06%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    9352000 | PA      | $1563872.46   | 0.08%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     625000 | PA      | $619490.94    | 0.03%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1922000 | PA      | $1636855.62   | 0.09%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                          | QNB Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    1129000 | PA      | $1108912.83   | 0.06%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                       | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    1695330 | NS      | $10105219.77  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1366000 | PA      | $1322478.93   | 0.07%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                             | WH Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |     984000 | NS      | $1028785.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of India                                                         | Republic of India                                                               | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   38220000 | PA      | $441982.96    | 0.02%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     200277 | NS      | $1676004.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                   | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     151300 | NS      | $4158702.23   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    2887183 | PA      | $2445444.00   | 0.13%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1402000 | PA      | $1047294.00   | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                | Woodside Energy Group Ltd.                                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     136329 | NS      | $2226646.49   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                      | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     244533 | NS      | $4931468.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National Central Cooling Co. PJSC                                         | National Central Cooling Co. PJSC                                               | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |     957000 | PA      | $922318.32    | 0.05%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                          | Nigeria OMO Bill                                                                | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  729176000 | PA      | $484547.19    | 0.03%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petra Diamonds US Treasury plc                                            | Petra Diamonds US Treasury plc                                                  | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |    1636301 | PA      | $956440.93    | 0.05%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |     878000 | PA      | $814064.04    | 0.04%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     706000 | PA      | $795033.76    | 0.04%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     811000 | PA      | $896042.08    | 0.05%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     936000 | PA      | $832572.00    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                              | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |     671000 | PA      | $673331.97    | 0.04%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1416000 | PA      | $1626634.90   | 0.09%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                              | Bulgarian Energy Holding EAD                                                    | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |     515000 | PA      | $597152.42    | 0.03%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                               | Euronext NV                                                                     | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |      11248 | NS      | $1726728.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     341000 | PA      | $334334.16    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     557000 | PA      | $555402.52    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                          | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     403000 | PA      | $414859.71    | 0.02%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                        | Indofood CBP Sukses Makmur Tbk. PT                                              | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     813000 | PA      | $762535.19    | 0.04%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1082000 | PA      | $983941.69    | 0.05%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                              | Bulgarian Energy Holding EAD                                                    | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |    1054000 | PA      | $1178317.01   | 0.06%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                             | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                          | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |     228100 | NS      | $946650.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1974000 | PA      | $1936801.59   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1553000 | PA      | $1534629.08   | 0.08%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     675000 | PA      | $769231.99    | 0.04%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                              | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     210719 | NS      | $6882894.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                             | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     852000 | PA      | $903668.36    | 0.05%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     592000 | PA      | $615967.93    | 0.03%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of India                                                         | Republic of India                                                               | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |  119700000 | PA      | $1379421.48   | 0.07%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| EPH Financing International A/S                                           | EPH Financing International A/S                                                 | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |     953000 | PA      | $1196885.80   | 0.06%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     643000 | PA      | $643479.67    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                      | Republic of Honduras                                                            | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     578000 | PA      | $634644.00    | 0.03%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    4502000 | PA      | $1230537.18   | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     246839 | PA      | $235854.23    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     271301 | PA      | $255362.07    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     758525 | PA      | $657768.39    | 0.04%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     359326 | PA      | $271227.03    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     565350 | PA      | $512662.05    | 0.03%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     498971 | PA      | $457618.32    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Philippine Government Bond                                                      | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   50280000 | PA      | $883603.38    | 0.05%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                              | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     893165 | PA      | $859630.02    | 0.05%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Bonos de la Tesoreria                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    2196000 | PA      | $696744.29    | 0.04%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                        | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    1134000 | PA      | $1137448.92   | 0.06%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                               | National Bank of Uzbekistan                                                     | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | USGA              | UZ        |     668000 | PA      | $710992.42    | 0.04%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     695000 | PA      | $801713.22    | 0.04%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                          | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     568000 | PA      | $669225.98    | 0.04%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     644000 | PA      | $783773.65    | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Albania                                                       | Republic of Albania                                                             | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |     795000 | PA      | $942518.94    | 0.05%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                     | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     844000 | PA      | $1002952.02   | 0.05%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                          | MFB Magyar Fejlesztesi Bank Zrt.                                                | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |     523000 | PA      | $624757.52    | 0.03%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     704000 | PA      | $818156.35    | 0.04%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     706000 | PA      | $825548.99    | 0.04%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     579000 | PA      | $677310.39    | 0.04%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2380000 | PA      | $557748.35    | 0.03%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                                     | Momentive Performance Materials, Inc.                                           | CUSIP: 60877UBH9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |     913000 | PA      | $910070.01    | 0.05%             | 2028-10-22      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     958000 | PA      | $1042304.00   | 0.06%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     776000 | PA      | $680881.84    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                                       | Doosan Bobcat, Inc.                                                             | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |      46162 | NS      | $1732664.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   13611000 | PA      | $814939.79    | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1425000 | PA      | $1257669.38   | 0.07%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1341000 | PA      | $1376508.75   | 0.07%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    1244000 | PA      | $1163140.00   | 0.06%             | 2041-05-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    6000000 | PA      | $25774.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    6000000 | PA      | $23355.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Repub. Kronas                                                       | Czech Repub. Kronas                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                      | EURO                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      52319 | OU      | $60708.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        294 | NC      | $8142.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                          | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     102123 | NS      | $1597203.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                   | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      30310 | NS      | $3192552.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd.                                                          | Nomad Foods Ltd.                                                                | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      51475 | NS      | $629539.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                                           | Seagate Technology Holdings plc                                                 | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       9504 | NS      | $2629661.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                                                      | Smurfit WestRock plc                                                            | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      27456 | NS      | $979904.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                             | British Pound                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         32 | OU      | $42.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesian Rupiah                                                         | Indonesian Rupiah                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |         -3 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |          1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                                       | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                      | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |    4835315 | NS      | $4835315.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                              | Japanese Yen                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |          1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                                           | South Korea Won                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |   18567364 | OU      | $12625.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigerian Naira                                                            | Nigerian Naira                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NG        |         -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                   | CUSIP: 00PBZ2MB9<br>LEI: N/A                  | N/A              | DE               |  | US        |        105 | NC      | $1013985.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   82575000 | PA      | $1731672.37   | 0.09%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   38025000 | PA      | $755069.14    | 0.04%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -78 | NC      | $98101.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8190000 | PA      | $13562.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10629000 | PA      | $-12140.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10529000 | PA      | $-11046.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10467000 | PA      | $6720.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Baht                                                             | Thailand Baht                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |       9385 | OU      | $291.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        449 | NC      | $-35302.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         80 | NC      | $2236.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         26 | NC      | $5588.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -35 | NC      | $-4963.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -8 | NC      | $-1030.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                   | CUSIP: 00PBPRV66<br>LEI: N/A                  | N/A              | DE               |  | US        |        178 | NC      | $610540.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigeria OMO Bill                                                          | Nigeria OMO Bill                                                                | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        | 1736133000 | PA      | $1126441.47   | 0.06%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** MFS Series Trust XIII

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer