# EDGAR Filing Document

**Accession Number:** 0000851170
**File Stem:** 0001410368-25-017046
**Filing Date:** 2025-10
**Character Count:** 649869
**Document Hash:** 46831e5e73f1c8f082444e98859982ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-017046.hdr.sgml**: 20251024

**ACCESSION NUMBER**: 0001410368-25-017046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251024

**DATE AS OF CHANGE**: 20251024

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS CHARTER INCOME TRUST
- **CENTRAL INDEX KEY:** 0000851170

**ORGANIZATION NAME:**
- **EIN:** 043055815
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05822
- **FILM NUMBER:** 251414354

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS PRINCIPAL INCOME TRUST
- **DATE OF NAME CHANGE:** 19890906

## Nport-Ex

MCR-Q3

![](img6475214b1.gif)

**Quarterly Report**

August 31, 2025

MFS<sup>®</sup> Charter Income Trust

![](img0624ef112.gif)

------

**Portfolio of Investments**

8/31/25 (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 – 128.1%  | Bonds – 128.1%  | Bonds – 128.1%  |
| Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% |
| Axon Enterprise, Inc., 6.125%, 3/15/2030 (n) | $711000 | &nbsp;&nbsp;&nbsp; $730496 |
| Axon Enterprise, Inc., 6.25%, 3/15/2033 (n) | 229000 | &nbsp;&nbsp;&nbsp; 236720 |
| Boeing Co., 6.388%, 5/01/2031  | 26000 | &nbsp;&nbsp;&nbsp; 28238 |
| Boeing Co., 5.805%, 5/01/2050  | 83000 | &nbsp;&nbsp;&nbsp; 79816 |
| Bombardier, Inc., 7.5%, 2/01/2029 (n) | 266000 | &nbsp;&nbsp;&nbsp; 277596 |
| Bombardier, Inc., 8.75%, 11/15/2030 (n) | 287000 | &nbsp;&nbsp;&nbsp; 309296 |
| Bombardier, Inc., 7.25%, 7/01/2031 (n) | 311000 | &nbsp;&nbsp;&nbsp; 327883 |
| Bombardier, Inc., 7%, 6/01/2032 (n) | 244000 | &nbsp;&nbsp;&nbsp; 254778 |
| Bombardier, Inc., 6.75%, 6/15/2033 (n) | 308000 | &nbsp;&nbsp;&nbsp; 320277 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 67000 | &nbsp;&nbsp;&nbsp; 69495 |
| TransDigm, Inc., 4.625%, 1/15/2029  | 926000 | &nbsp;&nbsp;&nbsp; 906105 |
| TransDigm, Inc., 6.375%, 3/01/2029 (n) | 650000 | &nbsp;&nbsp;&nbsp; 665492 |
| TransDigm, Inc., 6.875%, 12/15/2030 (n) | 1124000 | &nbsp;&nbsp;&nbsp; 1165582 |
| TransDigm, Inc., 6.375%, 5/31/2033 (n) | 1062000 | &nbsp;&nbsp;&nbsp; 1076113 |
|  |  | &nbsp;&nbsp;&nbsp; $6447887 |
| Asset-Backed & Securitized – 3.3% | Asset-Backed & Securitized – 3.3% | Asset-Backed & Securitized – 3.3% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.109%, 11/15/2054 (i) | $3705182 | &nbsp;&nbsp;&nbsp; $139759 |
| ACREC 2021-FL1 Ltd., "C", FLR, 6.624% ((SOFR - 1mo. + 0.11448%) + 2.15%), 10/16/2036 (n) | 229500 | &nbsp;&nbsp;&nbsp; 229578 |
| Angel Oak Mortgage Trust, 2024-12, "A1", 5.653%, 10/25/2069 (n) | 186694 | &nbsp;&nbsp;&nbsp; 187806 |
| Angel Oak Mortgage Trust, 2024-9, "A1", 5.138%, 9/25/2069 (n) | 206397 | &nbsp;&nbsp;&nbsp; 205988 |
| Angel Oak Mortgage Trust, 2025-1, "A2", 5.844%, 1/25/2070 (n) | 89881 | &nbsp;&nbsp;&nbsp; 90535 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "D", FLR, 7.342% (SOFR - 30 day + 3%), 1/15/2037 (n) | 208000 | &nbsp;&nbsp;&nbsp; 207496 |
| AREIT 2022-CRE6 Trust, "C", FLR, 6.491% (SOFR - 30 day + 2.15%), 1/20/2037 (n) | 100000 | &nbsp;&nbsp;&nbsp; 98750 |
| AREIT 2022-CRE6 Trust, "D", FLR, 7.192% (SOFR - 30 day + 2.85%), 1/20/2037 (n) | 100000 | &nbsp;&nbsp;&nbsp; 97750 |
| ARI Fleet Lease Trust, 2023-B, "A2", 6.05%, 7/15/2032 (n) | 45408 | &nbsp;&nbsp;&nbsp; 45786 |
| Bayview Financial Revolving Mortgage Loan Trust, FLR, 6.037% ((SOFR - 1mo. + 0.11448%) + 1.6%), 12/28/2040 (n) | 56639 | &nbsp;&nbsp;&nbsp; 120340 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.705%, 4/15/2053 (i) | 1905822 | &nbsp;&nbsp;&nbsp; 89245 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.329%, 7/15/2054 (i) | 914940 | &nbsp;&nbsp;&nbsp; 47222 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.696%, 2/15/2054 (i) | 2212860 | &nbsp;&nbsp;&nbsp; 145462 |
| Benchmark 2020-B18 Mortgage Trust, "XA", 1.853%, 7/15/2053 (i) | 2751449 | &nbsp;&nbsp;&nbsp; 146896 |
| Benchmark 2021-B23 Mortgage Trust, "XA", 1.362%, 2/15/2054 (i) | 3570269 | &nbsp;&nbsp;&nbsp; 172749 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.25%, 3/15/2054 (i) | 1977742 | &nbsp;&nbsp;&nbsp; 80777 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.956%, 6/15/2054 (i) | 5353509 | &nbsp;&nbsp;&nbsp; 183313 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.349%, 7/15/2054 (i) | 6749784 | &nbsp;&nbsp;&nbsp; 345006 |
| Benchmark 2021-B28 Mortgage Trust, "XA", 1.351%, 8/15/2054 (i) | 2275002 | &nbsp;&nbsp;&nbsp; 118014 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.808%, 7/15/2055 (i) | 8921831 | &nbsp;&nbsp;&nbsp; 361137 |
| BMP Commercial Mortgage Trust, 2024-MF23, "C", FLR, 6.204% (SOFR - 1mo. + 1.8413%), 6/15/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100281 |
| BMP Commercial Mortgage Trust, 2024-MF23, "D", FLR, 6.754% (SOFR - 1mo. + 2.3905%), 6/15/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100281 |
| BSPRT 2021-FL7 Issuer Ltd., "B", FLR, 6.527% ((SOFR - 1mo. + 0.11448%) + 2.05%), 12/15/2038 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99960 |
| BSPRT 2021-FL7 Issuer Ltd., "C", FLR, 6.778% ((SOFR - 1mo. + 0.11448%) + 2.3%), 12/15/2038 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99337 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | 79064 | &nbsp;&nbsp;&nbsp; 81597 |
| Business Jet Securities LLC, 2024-1A, "B", 6.924%, 5/15/2039 (n) | 79065 | &nbsp;&nbsp;&nbsp; 81404 |
| Business Jet Securities LLC, 2024-2A, "A", 5.364%, 9/15/2039 (n) | 172678 | &nbsp;&nbsp;&nbsp; 173626 |
| BX Trust, 2024-PURE, "A", FLR, 4.663% (CORRA + 1.9%), 11/15/2041 (n) | 147723 | &nbsp;&nbsp;&nbsp; 108662 |
| Cathedral Lake VI Ltd., FLR, 6.111% (SOFR - 3mo. + 1.85%), 4/25/2034 (n) | $126020 | &nbsp;&nbsp;&nbsp; 126018 |
| CF Hippolyta Issuer LLC, 2020-1, "A1", 1.69%, 7/15/2060 (n) | 89737 | &nbsp;&nbsp;&nbsp; 77698 |
| CF Hippolyta Issuer LLC, 2020-1, "B1", 2.28%, 7/15/2060 (n) | 89945 | &nbsp;&nbsp;&nbsp; 70251 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | 47858 | &nbsp;&nbsp;&nbsp; 48153 |
| Colt Funding LLC, 2024-1, "A1", 5.835%, 2/25/2069 (n) | 95164 | &nbsp;&nbsp;&nbsp; 95788 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.87%, 4/15/2054 (i) | 1562949 | &nbsp;&nbsp;&nbsp; 47165 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN34, "XA", 1.066%, 6/15/2063 (i) | 987493 | &nbsp;&nbsp;&nbsp; 38638 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN35, "XA", 1.134%, 6/15/2064 (i) | 1284834 | &nbsp;&nbsp;&nbsp; 55523 |
| Commercial Mortgage Pass-Through Certificates, 2022-BNK41, "AS", 3.916%, 4/15/2065  | 257000 | &nbsp;&nbsp;&nbsp; 237960 |
| Crest Ltd., CDO, 7% (0.001% Cash or 7% PIK), 1/28/2040 (a)(d)(p) | 4586320 | &nbsp;&nbsp;&nbsp; 46 |
| ELM Trust, 2024-ELM, "B10", 6.195%, 6/10/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100881 |

---

------

*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 |
| ELM Trust, 2024-ELM, "C10", 6.396%, 6/10/2039 (n) | $100000 | &nbsp;&nbsp;&nbsp; $100794 |
| ELM Trust, 2024-ELM, "D10", 6.847%, 6/10/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100521 |
| Empire District Bondco LLC, 4.943%, 1/01/2033  | 142155 | &nbsp;&nbsp;&nbsp; 143984 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | 36983 | &nbsp;&nbsp;&nbsp; 37178 |
| Enterprise Fleet Financing 2025-1 LLC, "A2", 4.65%, 10/20/2027 (n) | 50000 | &nbsp;&nbsp;&nbsp; 50176 |
| EQT Trust, 2024-EXTR, "B", 5.655%, 7/05/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 101994 |
| EQT Trust, 2024-EXTR, "C", 6.046%, 7/05/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 102150 |
| Fortress CBO Investments Ltd., 2022-FL3, "AS", FLR, 6.598% (SOFR - 30 day + 2.25%), 2/23/2039 (n) | 78311 | &nbsp;&nbsp;&nbsp; 78216 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 6.478% ((SOFR - 1mo. + 0.11448%) + 2.0%), 7/15/2036 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99746 |
| M&T Bank Auto Receivables Trust, 2025-1, "A-2A", 4.63%, 5/15/2028 (n) | 175723 | &nbsp;&nbsp;&nbsp; 176134 |
| MF1 2021-FL5 Ltd., "C", FLR, 6.177% ((SOFR - 1mo. + 0.11448%) + 1.7%), 7/15/2036 (n) | 213000 | &nbsp;&nbsp;&nbsp; 213004 |
| MF1 2021-FL5 Ltd., "D", FLR, 6.977% ((SOFR - 1mo. + 0.11448%) + 2.5%), 7/15/2036 (n) | 755000 | &nbsp;&nbsp;&nbsp; 755022 |
| MF1 2022-FL8 Ltd., "C", FLR, 6.553% (SOFR - 30 day + 2.2%), 2/19/2037 (n) | 110841 | &nbsp;&nbsp;&nbsp; 110241 |
| MF1 2024-FL14 LLC, "B", FLR, 7.042% (SOFR - 1mo. + 2.689%), 3/19/2039 (n) | 349917 | &nbsp;&nbsp;&nbsp; 350773 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.398%, 5/15/2054 (i) | 1010314 | &nbsp;&nbsp;&nbsp; 46633 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.288%, 6/15/2054 (i) | 2889265 | &nbsp;&nbsp;&nbsp; 116202 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | 85170 | &nbsp;&nbsp;&nbsp; 85774 |
| OBX Trust, 2024-NQM1, "A2", 6.253%, 11/25/2063 (n) | 67313 | &nbsp;&nbsp;&nbsp; 67755 |
| OBX Trust, 2024-NQM2, "A1", 5.878%, 12/25/2063 (n) | 202830 | &nbsp;&nbsp;&nbsp; 204029 |
| Shelter Growth CRE 2021-FL3 Ltd., "C", FLR, 6.628% ((SOFR - 1mo. + 0.11448%) + 2.15%), 9/15/2036 (n) | 157500 | &nbsp;&nbsp;&nbsp; 157421 |
| Starwood Commercial Mortgage, 2021-FL2, "B", FLR, 6.274% ((SOFR - 1mo. + 0.11448%) + 1.8%), 4/18/2038 (n) | 190000 | &nbsp;&nbsp;&nbsp; 188424 |
| Starwood Commercial Mortgage, 2021-FL2, "C", FLR, 6.574% ((SOFR - 1mo. + 0.11448)% + 2.1%), 4/18/2038 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99206 |
| TCW Gem Ltd., 2020-1A, "BR3", FLR, 5.925% (SOFR - 3mo. + 1.6%), 4/20/2034 (n) | 235000 | &nbsp;&nbsp;&nbsp; 233723 |
| TPG Real Estate Finance, 2021-FL4, "AS", FLR, 5.877% ((SOFR - 1mo. + 0.11448%) + 1.4%), 3/15/2038 (n) | 150000 | &nbsp;&nbsp;&nbsp; 149625 |
| TPG Real Estate Finance, 2021-FL4, "B", FLR, 6.327% ((SOFR - 1mo. + 0.11448%) + 1.85%), 3/15/2038 (n) | 310000 | &nbsp;&nbsp;&nbsp; 309116 |
| Verus Securitization Trust, 2014-1, "A1", 5.712%, 1/25/2069 (n) | 102751 | &nbsp;&nbsp;&nbsp; 103373 |
| Volvo Financial Equipment LLC, 2024-1A, "A2", 4.56%, 5/17/2027 (n) | 62003 | &nbsp;&nbsp;&nbsp; 62074 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.617%, 8/15/2054 (i) | 1921437 | &nbsp;&nbsp;&nbsp; 122501 |
|  |  | &nbsp;&nbsp;&nbsp; $9222667 |
| Automotive – 1.9% | Automotive – 1.9% | Automotive – 1.9% |
| Allison Transmission, Inc., 3.75%, 1/30/2031 (n) | $1083000 | &nbsp;&nbsp;&nbsp; $999538 |
| Clarios Global LP/Clarios US Finance Co., 6.75%, 2/15/2030 (n) | 381000 | &nbsp;&nbsp;&nbsp; 394800 |
| Clarios Global LP/Clarios US Finance Co., 4.75%, 6/15/2031 (n) | 332000 | &nbsp;&nbsp;&nbsp; 393576 |
| Dealer Tire LLC/DT Issuer LLC, 8%, 2/01/2028 (n) | $569000 | &nbsp;&nbsp;&nbsp; 551699 |
| Dornoch Debt Merger Sub, Inc., 6.625%, 10/15/2029 (n) | 771000 | &nbsp;&nbsp;&nbsp; 669133 |
| Ford Motor Co., 6.1%, 8/19/2032  | 29000 | &nbsp;&nbsp;&nbsp; 29300 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | 19000 | &nbsp;&nbsp;&nbsp; 19209 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 53000 | &nbsp;&nbsp;&nbsp; 56706 |
| J.B. Poindexter & Co., Inc., 8.75%, 12/15/2031 (n) | 459000 | &nbsp;&nbsp;&nbsp; 474051 |
| New Flyer Holdings, Inc., 9.25%, 7/01/2030 (n) | 528000 | &nbsp;&nbsp;&nbsp; 566383 |
| Real Hero Merger Sub 2, Inc., 6.25%, 2/01/2029 (n) | 525000 | &nbsp;&nbsp;&nbsp; 383725 |
| Stellantis N.V., 4.625%, 6/06/2035  | 100000 | &nbsp;&nbsp;&nbsp; 114471 |
| Volkswagen Bank GmbH, 3.5%, 6/19/2031  | 100000 | &nbsp;&nbsp;&nbsp; 116912 |
| Volkswagen International Finance N.V., 5.994%, 5/15/2174  | 100000 | &nbsp;&nbsp;&nbsp; 120942 |
| Wabash National Corp., 4.5%, 10/15/2028 (n) | $651000 | &nbsp;&nbsp;&nbsp; 597474 |
|  |  | &nbsp;&nbsp;&nbsp; $5487919 |
| Broadcasting – 1.9% | Broadcasting – 1.9% | Broadcasting – 1.9% |
| Arqiva Broadcast Finance PLC, 8.625%, 7/01/2030  | 100000 | &nbsp;&nbsp;&nbsp; $138443 |
| Banijay Group S.A.S., 8.125%, 5/01/2029 (n) | $800000 | &nbsp;&nbsp;&nbsp; 832241 |
| Dotdash Meredith, Inc., 7.625%, 6/15/2032 (n) | 476000 | &nbsp;&nbsp;&nbsp; 466338 |
| Gray Media, Inc., 9.625%, 7/15/2032 (n) | 463000 | &nbsp;&nbsp;&nbsp; 465367 |
| Gray Media, Inc., 7.25%, 8/15/2033 (n) | 290000 | &nbsp;&nbsp;&nbsp; 285698 |
| Midas OpCo Holdings LLC, 5.625%, 8/15/2029 (n) | 707000 | &nbsp;&nbsp;&nbsp; 681911 |
| Prosus N.V., 3.061%, 7/13/2031 (n) | 329000 | &nbsp;&nbsp;&nbsp; 295619 |
| Scripps Escrow II, Inc., 3.875%, 1/15/2029 (n) | 299000 | &nbsp;&nbsp;&nbsp; 264837 |
| Sinclair Television Group, Inc., 8.125%, 2/15/2033 (n) | 630000 | &nbsp;&nbsp;&nbsp; 645435 |
| Univision Communications, Inc., 8%, 8/15/2028 (n) | 347000 | &nbsp;&nbsp;&nbsp; 360161 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Broadcasting – continued | Broadcasting – continued | Broadcasting – continued |
| Univision Communications, Inc., 8.5%, 7/31/2031 (n) | $812000 | &nbsp;&nbsp;&nbsp; $836734 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 85000 | &nbsp;&nbsp;&nbsp; 80768 |
|  |  | &nbsp;&nbsp;&nbsp; $5353552 |
| Brokerage & Asset Managers – 1.6% | Brokerage & Asset Managers – 1.6% | Brokerage & Asset Managers – 1.6% |
| AG TTMT Escrow Issuer LLC, 8.625%, 9/30/2027 (n) | $743000 | &nbsp;&nbsp;&nbsp; $761136 |
| Aretec Escrow Issuer 2, Inc., 10%, 8/15/2030 (n) | 575000 | &nbsp;&nbsp;&nbsp; 627624 |
| Aretec Escrow Issuer, Inc., 7.5%, 4/01/2029 (n) | 296000 | &nbsp;&nbsp;&nbsp; 297024 |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034  | 61000 | &nbsp;&nbsp;&nbsp; 66284 |
| Hightower Holding LLC, 6.75%, 4/15/2029 (n) | 447000 | &nbsp;&nbsp;&nbsp; 445473 |
| Hightower Holding LLC, 9.125%, 1/31/2030 (n) | 271000 | &nbsp;&nbsp;&nbsp; 291010 |
| Jane Street Group/JSG Finance, Inc., 6.125%, 11/01/2032 (n) | 1401000 | &nbsp;&nbsp;&nbsp; 1407475 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | 102000 | &nbsp;&nbsp;&nbsp; 99693 |
| Osaic Holdings, Inc., 6.75%, 8/01/2032 (n) | 109000 | &nbsp;&nbsp;&nbsp; 111061 |
| Osaic Holdings, Inc., 8%, 8/01/2033 (n) | 333000 | &nbsp;&nbsp;&nbsp; 337400 |
|  |  | &nbsp;&nbsp;&nbsp; $4444180 |
| Building – 3.5% | Building – 3.5% | Building – 3.5% |
| AmeriTex Holdco Intermediate LLC, 7.625%, 8/15/2033 (n) | $768000 | &nbsp;&nbsp;&nbsp; $792432 |
| Builders FirstSource, Inc., 6.75%, 5/15/2035 (n) | 583000 | &nbsp;&nbsp;&nbsp; 607984 |
| Cornerstone Building Brands, Inc., 6.125%, 1/15/2029 (n) | 519000 | &nbsp;&nbsp;&nbsp; 399630 |
| Cornerstone Building Brands, Inc., 9.5%, 8/15/2029 (n) | 275000 | &nbsp;&nbsp;&nbsp; 264679 |
| CRH Finance (U.K.) PLC, 4.125%, 12/02/2029  | 100000 | &nbsp;&nbsp;&nbsp; 131965 |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $85000 | &nbsp;&nbsp;&nbsp; 84150 |
| Foundation Building Materials LLC, 6%, 3/01/2029 (n) | 867000 | &nbsp;&nbsp;&nbsp; 876593 |
| GYP Holding III Corp., 4.625%, 5/01/2029 (n) | 639000 | &nbsp;&nbsp;&nbsp; 646371 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 44000 | &nbsp;&nbsp;&nbsp; 44480 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 44000 | &nbsp;&nbsp;&nbsp; 44659 |
| Knife River Corp., 7.75%, 5/01/2031 (n) | 736000 | &nbsp;&nbsp;&nbsp; 771923 |
| LBM Acquisition LLC, 6.25%, 1/15/2029 (n) | 584000 | &nbsp;&nbsp;&nbsp; 535752 |
| LBM Acquisition LLC, 9.5%, 6/15/2031 (n) | 523000 | &nbsp;&nbsp;&nbsp; 548114 |
| Miter Brands Acquisition Holdco, Inc., 6.75%, 4/01/2032 (n) | 194000 | &nbsp;&nbsp;&nbsp; 199987 |
| MIWD Holdco II LLC/MIWD Finance Co., 5.5%, 2/01/2030 (n) | 710000 | &nbsp;&nbsp;&nbsp; 697957 |
| New Enterprise Stone & Lime Co., Inc., 9.75%, 7/15/2028 (n) | 229000 | &nbsp;&nbsp;&nbsp; 229648 |
| Patrick Industries, Inc., 6.375%, 11/01/2032 (n) | 888000 | &nbsp;&nbsp;&nbsp; 900790 |
| Quikrete Holdings, Inc., 6.375%, 3/01/2032 (n) | 710000 | &nbsp;&nbsp;&nbsp; 732259 |
| Standard Industries, Inc., 4.75%, 1/15/2028 (n) | 186000 | &nbsp;&nbsp;&nbsp; 184267 |
| Standard Industries, Inc., 4.375%, 7/15/2030 (n) | 360000 | &nbsp;&nbsp;&nbsp; 344981 |
| Vulcan Materials Co., 3.5%, 6/01/2030  | 38000 | &nbsp;&nbsp;&nbsp; 36648 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 32000 | &nbsp;&nbsp;&nbsp; 31599 |
| White Cap Buyer LLC, 6.875%, 10/15/2028 (n) | 794000 | &nbsp;&nbsp;&nbsp; 793120 |
|  |  | &nbsp;&nbsp;&nbsp; $9899988 |
| Business Services – 2.0% | Business Services – 2.0% | Business Services – 2.0% |
| Accenture Capital, Inc., 4.25%, 10/04/2031  | $39000 | &nbsp;&nbsp;&nbsp; $38875 |
| Accenture Capital, Inc., 4.5%, 10/04/2034  | 26000 | &nbsp;&nbsp;&nbsp; 25394 |
| ams OSRAM AG, 10.5%, 3/30/2029  | 421000 | &nbsp;&nbsp;&nbsp; 522195 |
| athenahealth, Inc., 6.5%, 2/15/2030 (n) | $656000 | &nbsp;&nbsp;&nbsp; 643495 |
| CACI International, Inc., 6.375%, 6/15/2033 (n) | 710000 | &nbsp;&nbsp;&nbsp; 732324 |
| Fiserv, Inc., 4.4%, 7/01/2049  | 84000 | &nbsp;&nbsp;&nbsp; 67170 |
| GoDaddy, Inc., 3.5%, 3/01/2029 (n) | 857000 | &nbsp;&nbsp;&nbsp; 811918 |
| Iron Mountain, Inc., 5.25%, 3/15/2028 (n) | 677000 | &nbsp;&nbsp;&nbsp; 675396 |
| Iron Mountain, Inc., 5.625%, 7/15/2032 (n) | 694000 | &nbsp;&nbsp;&nbsp; 687882 |
| Iron Mountain, Inc., 6.25%, 1/15/2033 (n) | 406000 | &nbsp;&nbsp;&nbsp; 415456 |
| Mastercard, Inc., 4.55%, 1/15/2035  | 58000 | &nbsp;&nbsp;&nbsp; 57271 |
| Mastercard, Inc., 3.85%, 3/26/2050  | 22000 | &nbsp;&nbsp;&nbsp; 17039 |
| Nexi S.p.A., 3.875%, 5/21/2031  | 100000 | &nbsp;&nbsp;&nbsp; 118452 |
| Paychex, Inc., 5.1%, 4/15/2030  | $24000 | &nbsp;&nbsp;&nbsp; 24702 |
| Paychex, Inc., 5.35%, 4/15/2032  | 58000 | &nbsp;&nbsp;&nbsp; 59998 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Business Services – continued | Business Services – continued | Business Services – continued |
| Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 6.75%, 8/15/2032 (n) | $685000 | &nbsp;&nbsp;&nbsp; $710253 |
| Visa, Inc., 3.65%, 9/15/2047  | 46000 | &nbsp;&nbsp;&nbsp; 35527 |
|  |  | &nbsp;&nbsp;&nbsp; $5643347 |
| Cable TV – 3.3% | Cable TV – 3.3% | Cable TV – 3.3% |
| Cable One, Inc., 4%, 11/15/2030 (n) | $518000 | &nbsp;&nbsp;&nbsp; $428547 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/01/2030 (n) | 2114000 | &nbsp;&nbsp;&nbsp; 2031698 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 8/15/2030 (n) | 1230000 | &nbsp;&nbsp;&nbsp; 1164270 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 5/01/2032  | 382000 | &nbsp;&nbsp;&nbsp; 349322 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, 1/15/2034 (n) | 329000 | &nbsp;&nbsp;&nbsp; 285663 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.1%, 6/01/2029  | 46000 | &nbsp;&nbsp;&nbsp; 48352 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 5.85%, 12/01/2035 (w) | 43000 | &nbsp;&nbsp;&nbsp; 43076 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.484%, 10/23/2045  | 50000 | &nbsp;&nbsp;&nbsp; 48633 |
| CSC Holdings LLC, 5.375%, 2/01/2028 (n) | 800000 | &nbsp;&nbsp;&nbsp; 734181 |
| CSC Holdings LLC, 5.75%, 1/15/2030 (n) | 425000 | &nbsp;&nbsp;&nbsp; 199699 |
| CSC Holdings LLC, 4.125%, 12/01/2030 (n) | 250000 | &nbsp;&nbsp;&nbsp; 163809 |
| DIRECTV Financing LLC, 8.875%, 2/01/2030 (n) | 256000 | &nbsp;&nbsp;&nbsp; 254130 |
| DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 10%, 2/15/2031 (n) | 176000 | &nbsp;&nbsp;&nbsp; 174965 |
| DISH DBS Corp., 7.75%, 7/01/2026  | 430000 | &nbsp;&nbsp;&nbsp; 418175 |
| DISH DBS Corp., 5.125%, 6/01/2029  | 401000 | &nbsp;&nbsp;&nbsp; 331026 |
| DISH Network Corp., 11.75%, 11/15/2027 (n) | 376000 | &nbsp;&nbsp;&nbsp; 397533 |
| EchoStar Corp., 10.75%, 11/30/2029  | 613224 | &nbsp;&nbsp;&nbsp; 659982 |
| Summer BidCo B.V., 10% (10% Cash or 10.75% PIK), 2/15/2029 (n)(p) | 137228 | &nbsp;&nbsp;&nbsp; 162257 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | $71000 | &nbsp;&nbsp;&nbsp; 68538 |
| Virgin Media Finance PLC, 5%, 7/15/2030 (n) | 562000 | &nbsp;&nbsp;&nbsp; 514029 |
| Ziggo Bond Finance B.V., 5.125%, 2/28/2030 (n) | 990000 | &nbsp;&nbsp;&nbsp; 873816 |
|  |  | &nbsp;&nbsp;&nbsp; $9351701 |
| Chemicals – 2.0% | Chemicals – 2.0% | Chemicals – 2.0% |
| Cerdia Finanz GmbH, 9.375%, 10/03/2031 (n) | $674000 | &nbsp;&nbsp;&nbsp; $713281 |
| Chemours Co., 4.625%, 11/15/2029 (n) | 1004000 | &nbsp;&nbsp;&nbsp; 896518 |
| Chemours Co., 8%, 1/15/2033 (n) | 241000 | &nbsp;&nbsp;&nbsp; 235750 |
| Consolidated Energy Finance S.A., 6.5%, 5/15/2026 (n) | 150000 | &nbsp;&nbsp;&nbsp; 145752 |
| Consolidated Energy Finance S.A., 5.625%, 10/15/2028 (n) | 787000 | &nbsp;&nbsp;&nbsp; 660132 |
| Maxam Prill S.à r.l., 6%, 7/15/2030 (n) | 726000 | &nbsp;&nbsp;&nbsp; 827194 |
| Qnity Electronics, Inc., 5.75%, 8/15/2032 (n) | $287000 | &nbsp;&nbsp;&nbsp; 291758 |
| Qnity Electronics, Inc., 6.25%, 8/15/2033 (n) | 229000 | &nbsp;&nbsp;&nbsp; 236723 |
| SCIH Salt Holdings, Inc., 6.625%, 5/01/2029 (n) | 825000 | &nbsp;&nbsp;&nbsp; 828316 |
| SNF Group SACA, 3.375%, 3/15/2030 (n) | 805000 | &nbsp;&nbsp;&nbsp; 742495 |
|  |  | &nbsp;&nbsp;&nbsp; $5577919 |
| Computer Software – 1.4% | Computer Software – 1.4% | Computer Software – 1.4% |
| Amentum Escrow Corp., 7.25%, 8/01/2032 (n) | $784000 | &nbsp;&nbsp;&nbsp; $817675 |
| Cloud Software Group, Inc., 9%, 9/30/2029 (n) | 175000 | &nbsp;&nbsp;&nbsp; 182425 |
| Cloud Software Group, Inc., 8.25%, 6/30/2032 (n) | 768000 | &nbsp;&nbsp;&nbsp; 821090 |
| Cloud Software Group, Inc., 6.625%, 8/15/2033 (n) | 465000 | &nbsp;&nbsp;&nbsp; 471428 |
| Fair Isaac Corp., 6%, 5/15/2033 (n) | 839000 | &nbsp;&nbsp;&nbsp; 850258 |
| Microsoft Corp., 2.525%, 6/01/2050  | 71000 | &nbsp;&nbsp;&nbsp; 43404 |
| Neptune Bidco U.S., Inc., 9.29%, 4/15/2029 (n) | 602000 | &nbsp;&nbsp;&nbsp; 598683 |
| Oracle Corp., 4%, 7/15/2046  | 62000 | &nbsp;&nbsp;&nbsp; 47273 |
|  |  | &nbsp;&nbsp;&nbsp; $3832236 |
| Computer Software - Systems – 1.0% | Computer Software - Systems – 1.0% | Computer Software - Systems – 1.0% |
| Sabre GLBL, Inc., 8.625%, 6/01/2027 (n) | $337000 | &nbsp;&nbsp;&nbsp; $341092 |
| Sabre GLBL, Inc., 10.75%, 11/15/2029 (n) | 226000 | &nbsp;&nbsp;&nbsp; 218484 |
| Sabre GLBL, Inc., 11.125%, 7/15/2030 (n) | 181000 | &nbsp;&nbsp;&nbsp; 177398 |
| SS&C Technologies Holdings, Inc., 5.5%, 9/30/2027 (n) | 725000 | &nbsp;&nbsp;&nbsp; 725232 |
| SS&C Technologies Holdings, Inc., 6.5%, 6/01/2032 (n) | 212000 | &nbsp;&nbsp;&nbsp; 219991 |
| Virtusa Corp., 7.125%, 12/15/2028 (n) | 394000 | &nbsp;&nbsp;&nbsp; 383942 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Computer Software - Systems – continued | Computer Software - Systems – continued | Computer Software - Systems – continued |
| Zebra Technologies Corp., "A", 6.5%, 6/01/2032 (n) | $734000 | &nbsp;&nbsp;&nbsp; $753731 |
|  |  | &nbsp;&nbsp;&nbsp; $2819870 |
| Conglomerates – 1.1% | Conglomerates – 1.1% | Conglomerates – 1.1% |
| Amsted Industries, Inc., 6.375%, 3/15/2033 (n) | $460000 | &nbsp;&nbsp;&nbsp; $471171 |
| Emerald Debt Merger, 6.625%, 12/15/2030 (n) | 646000 | &nbsp;&nbsp;&nbsp; 663459 |
| Gates Corp., 6.875%, 7/01/2029 (n) | 474000 | &nbsp;&nbsp;&nbsp; 492838 |
| Husky Injection Molding Systems Ltd., 9%, 2/15/2029 (n) | 482000 | &nbsp;&nbsp;&nbsp; 505781 |
| nVent Finance S.à r.l., 5.65%, 5/15/2033  | 23000 | &nbsp;&nbsp;&nbsp; 23662 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 75000 | &nbsp;&nbsp;&nbsp; 77647 |
| Siemens Financieringsmaatschappij N.V., 4%, 5/27/2045  | 100000 | &nbsp;&nbsp;&nbsp; 116040 |
| SPX Flow, Inc., 8.75%, 4/01/2030 (n) | $657000 | &nbsp;&nbsp;&nbsp; 680755 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | 39000 | &nbsp;&nbsp;&nbsp; 40476 |
|  |  | &nbsp;&nbsp;&nbsp; $3071829 |
| Construction – 0.9% | Construction – 0.9% | Construction – 0.9% |
| Empire Communities Corp., 9.75%, 5/01/2029 (n) | $789000 | &nbsp;&nbsp;&nbsp; $804780 |
| Mattamy Group Corp., 5.25%, 12/15/2027 (n) | 214000 | &nbsp;&nbsp;&nbsp; 213276 |
| Mattamy Group Corp., 4.625%, 3/01/2030 (n) | 421000 | &nbsp;&nbsp;&nbsp; 403283 |
| New Home Co., 8.5%, 11/01/2030 (n) | 484000 | &nbsp;&nbsp;&nbsp; 501989 |
| Weekley Homes LLC/Weekley Finance Corp., 4.875%, 9/15/2028 (n) | 506000 | &nbsp;&nbsp;&nbsp; 492644 |
|  |  | &nbsp;&nbsp;&nbsp; $2415972 |
| Consumer Products – 2.7% | Consumer Products – 2.7% | Consumer Products – 2.7% |
| Acushnet Co., 7.375%, 10/15/2028 (n) | $731000 | &nbsp;&nbsp;&nbsp; $764060 |
| Amer Sports Co., 6.75%, 2/16/2031 (n) | 790000 | &nbsp;&nbsp;&nbsp; 823475 |
| CD&R Smokey Buyer, Inc./Radio Systems Corp., 9.5%, 10/15/2029 (n) | 525000 | &nbsp;&nbsp;&nbsp; 399956 |
| Champ Acquisition Corp., 8.375%, 12/01/2031 (n) | 545000 | &nbsp;&nbsp;&nbsp; 579348 |
| Energizer Holdings, Inc., 4.375%, 3/31/2029 (n) | 473000 | &nbsp;&nbsp;&nbsp; 452825 |
| Kenvue, Inc., 5.05%, 3/22/2053  | 53000 | &nbsp;&nbsp;&nbsp; 48417 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | 200000 | &nbsp;&nbsp;&nbsp; 203829 |
| MajorDrive Holdings IV LLC, 6.375%, 6/01/2029 (n) | 260000 | &nbsp;&nbsp;&nbsp; 209090 |
| Newell Brands, Inc., 8.5%, 6/01/2028 (n) | 300000 | &nbsp;&nbsp;&nbsp; 316718 |
| Newell Brands, Inc., 6.375%, 5/15/2030  | 785000 | &nbsp;&nbsp;&nbsp; 774190 |
| Newell Brands, Inc., 6.625%, 5/15/2032  | 370000 | &nbsp;&nbsp;&nbsp; 361172 |
| Opal Bidco S.A.S., 5.5%, 3/31/2032 (n) | 382000 | &nbsp;&nbsp;&nbsp; 462188 |
| Opal Bidco S.A.S., 6.5%, 3/31/2032 (n) | $298000 | &nbsp;&nbsp;&nbsp; 303234 |
| Perrigo Finance Unlimited Co., 6.125%, 9/30/2032  | 808000 | &nbsp;&nbsp;&nbsp; 813039 |
| Prestige Consumer Healthcare, Inc., 5.125%, 1/15/2028 (n) | 515000 | &nbsp;&nbsp;&nbsp; 511688 |
| Prestige Consumer Healthcare, Inc., 3.75%, 4/01/2031 (n) | 581000 | &nbsp;&nbsp;&nbsp; 535427 |
|  |  | &nbsp;&nbsp;&nbsp; $7558656 |
| Consumer Services – 2.2% | Consumer Services – 2.2% | Consumer Services – 2.2% |
| Allied Universal Holdco LLC, 6.875%, 6/15/2030 (n) | $298000 | &nbsp;&nbsp;&nbsp; $306903 |
| Allied Universal Holdco LLC, 7.875%, 2/15/2031 (n) | 664000 | &nbsp;&nbsp;&nbsp; 697781 |
| Amber Finco PLC, 6.625%, 7/15/2029 (n) | 100000 | &nbsp;&nbsp;&nbsp; 123082 |
| Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.75%, 4/15/2030 (n) | $291000 | &nbsp;&nbsp;&nbsp; 309118 |
| Arches Buyer, Inc., 6.125%, 12/01/2028 (n) | 713000 | &nbsp;&nbsp;&nbsp; 691380 |
| Booking Holdings, Inc., 4.125%, 5/09/2038  | 100000 | &nbsp;&nbsp;&nbsp; 117599 |
| Eurofins Scientific SE, 3.875%, 2/05/2033  | 100000 | &nbsp;&nbsp;&nbsp; 116978 |
| Garda World Security Corp., 8.375%, 11/15/2032 (n) | $713000 | &nbsp;&nbsp;&nbsp; 743646 |
| Pluxee N.V., 3.75%, 9/04/2032  | 100000 | &nbsp;&nbsp;&nbsp; 117392 |
| Raven Acquisition Holdings LLC, 6.875%, 11/15/2031 (n) | $775000 | &nbsp;&nbsp;&nbsp; 789504 |
| Realogy Group LLC/Realogy Co-Issuer Corp., 5.75%, 1/15/2029 (n) | 70000 | &nbsp;&nbsp;&nbsp; 64856 |
| Realogy Group LLC/Realogy Co-Issuer Corp., 5.25%, 4/15/2030 (n) | 497000 | &nbsp;&nbsp;&nbsp; 435541 |
| Service Corp. International, 5.75%, 10/15/2032  | 815000 | &nbsp;&nbsp;&nbsp; 823099 |
| TriNet Group, Inc., 3.5%, 3/01/2029 (n) | 533000 | &nbsp;&nbsp;&nbsp; 499059 |
| TriNet Group, Inc., 7.125%, 8/15/2031 (n) | 114000 | &nbsp;&nbsp;&nbsp; 118546 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Consumer Services – continued | Consumer Services – continued | Consumer Services – continued |
| Verisure Midholding AB, 5.25%, 2/15/2029  | 100000 | &nbsp;&nbsp;&nbsp; $117542 |
|  |  | &nbsp;&nbsp;&nbsp; $6072026 |
| Containers – 0.9% | Containers – 0.9% | Containers – 0.9% |
| Ball Corp., 6%, 6/15/2029  | $442000 | &nbsp;&nbsp;&nbsp; $453411 |
| Ball Corp., 2.875%, 8/15/2030  | 944000 | &nbsp;&nbsp;&nbsp; 853938 |
| Clydesdale Acquisition Holdings, Inc., 8.75%, 4/15/2030 (n) | 557000 | &nbsp;&nbsp;&nbsp; 574002 |
| Owens-Brockway Glass Container, Inc., 7.25%, 5/15/2031 (n) | 669000 | &nbsp;&nbsp;&nbsp; 680704 |
|  |  | &nbsp;&nbsp;&nbsp; $2562055 |
| Electrical Equipment – 0.3% | Electrical Equipment – 0.3% | Electrical Equipment – 0.3% |
| Arrow Electronics, Inc., 2.95%, 2/15/2032  | $48000 | &nbsp;&nbsp;&nbsp; $42381 |
| Arrow Electronics, Inc., 5.875%, 4/10/2034  | 19000 | &nbsp;&nbsp;&nbsp; 19704 |
| CommScope LLC, 4.75%, 9/01/2029 (n) | 176000 | &nbsp;&nbsp;&nbsp; 173888 |
| CommScope LLC, 9.5%, 12/15/2031 (n) | 301000 | &nbsp;&nbsp;&nbsp; 311292 |
| CommScope Technologies LLC, 5%, 3/15/2027 (n) | 299000 | &nbsp;&nbsp;&nbsp; 295967 |
|  |  | &nbsp;&nbsp;&nbsp; $843232 |
| Electronics – 0.3% | Electronics – 0.3% | Electronics – 0.3% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $77000 | &nbsp;&nbsp;&nbsp; $76640 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 40000 | &nbsp;&nbsp;&nbsp; 40364 |
| Diebold Nixdorf, Inc., 7.75%, 3/31/2030 (n) | 536000 | &nbsp;&nbsp;&nbsp; 567079 |
| Intel Corp., 5.7%, 2/10/2053  | 45000 | &nbsp;&nbsp;&nbsp; 41382 |
| NXP B.V./NXP Funding LLC/NXP USA, Inc., 3.4%, 5/01/2030  | 36000 | &nbsp;&nbsp;&nbsp; 34458 |
| NXP B.V./NXP Funding LLC/NXP USA, Inc., 5%, 1/15/2033  | 17000 | &nbsp;&nbsp;&nbsp; 17021 |
|  |  | &nbsp;&nbsp;&nbsp; $776944 |
| Emerging Market Quasi-Sovereign – 3.7% | Emerging Market Quasi-Sovereign – 3.7% | Emerging Market Quasi-Sovereign – 3.7% |
| Abu Dhabi Developmental Holding Co. PJSC, 5.5%, 5/08/2034 (n) | $855000 | &nbsp;&nbsp;&nbsp; $902407 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.75%, 7/09/2034 (n) | 909000 | &nbsp;&nbsp;&nbsp; 948153 |
| CEZ A.S. (Czech Republic), 4.125%, 4/30/2033  | 100000 | &nbsp;&nbsp;&nbsp; 119310 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | $195501 | &nbsp;&nbsp;&nbsp; 197476 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | 400000 | &nbsp;&nbsp;&nbsp; 407740 |
| Development Bank of Kazakhstan JSC, 5.25%, 10/23/2029 (n) | 200000 | &nbsp;&nbsp;&nbsp; 204007 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.25%, 11/06/2029  | 400000 | &nbsp;&nbsp;&nbsp; 406013 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.95%, 7/30/2034 (n) | 635000 | &nbsp;&nbsp;&nbsp; 656759 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028  | 624000 | &nbsp;&nbsp;&nbsp; 636557 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031  | 800000 | &nbsp;&nbsp;&nbsp; 734554 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.7%, 10/17/2028  | 547000 | &nbsp;&nbsp;&nbsp; 566301 |
| OCP S.A. (Kingdom of Morocco), 6.75%, 5/02/2034 (n) | 493000 | &nbsp;&nbsp;&nbsp; 520790 |
| OCP S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | 650000 | &nbsp;&nbsp;&nbsp; 513500 |
| Petroleos Mexicanos, 6.49%, 1/23/2027  | 904000 | &nbsp;&nbsp;&nbsp; 907245 |
| Petroleos Mexicanos, 5.95%, 1/28/2031  | 100000 | &nbsp;&nbsp;&nbsp; 93495 |
| Petroleos Mexicanos, 6.75%, 9/21/2047  | 866000 | &nbsp;&nbsp;&nbsp; 678728 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.34%, 4/03/2035 (n) | 669000 | &nbsp;&nbsp;&nbsp; 690878 |
| State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030  | 500000 | &nbsp;&nbsp;&nbsp; 533328 |
| Uzbek Industrial and Construction Bank ATB (Republic of Uzbekistan), 8.95%, 7/24/2029 (n) | 597000 | &nbsp;&nbsp;&nbsp; 638511 |
|  |  | &nbsp;&nbsp;&nbsp; $10355752 |
| Emerging Market Sovereign – 9.6% | Emerging Market Sovereign – 9.6% | Emerging Market Sovereign – 9.6% |
| Czech Republic, 5%, 9/30/2030  | 10500000 | &nbsp;&nbsp;&nbsp; $528580 |
| Dominican Republic, 5.5%, 2/22/2029 (n) | $761000 | &nbsp;&nbsp;&nbsp; 766479 |
| Dominican Republic, 7.05%, 2/03/2031 (n) | 150000 | &nbsp;&nbsp;&nbsp; 159960 |
| Eagle Funding LuxCo. S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | 500000 | &nbsp;&nbsp;&nbsp; 507050 |
| Federal Republic of Nigeria, 7.875%, 2/16/2032  | 326000 | &nbsp;&nbsp;&nbsp; 321768 |
| Federative Republic of Brazil, 10%, 1/01/2035  | 4490000 | &nbsp;&nbsp;&nbsp; 669792 |
| Hellenic Republic (Republic of Greece), 3.375%, 6/15/2034  | 847000 | &nbsp;&nbsp;&nbsp; 998233 |
| Hellenic Republic (Republic of Greece), 3.625%, 6/15/2035 (n) | 955000 | &nbsp;&nbsp;&nbsp; 1137165 |
| Hellenic Republic (Republic of Greece), 4.125%, 6/15/2054  | 293000 | &nbsp;&nbsp;&nbsp; 329950 |

---

------

*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 |
| Kingdom of Morocco, 1.375%, 3/30/2026  | 428000 | &nbsp;&nbsp;&nbsp; $496746 |
| Kingdom of Morocco, 3%, 12/15/2032 (n) | $459000 | &nbsp;&nbsp;&nbsp; 395934 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 15606000 | &nbsp;&nbsp;&nbsp; 396132 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | 7214000 | &nbsp;&nbsp;&nbsp; 199124 |
| People's Republic of China, 3.13%, 11/21/2029  | 2680000 | &nbsp;&nbsp;&nbsp; 401651 |
| People's Republic of China, 1.43%, 1/25/2030  | 6720000 | &nbsp;&nbsp;&nbsp; 934743 |
| People's Republic of China, 2.88%, 2/25/2033  | 9110000 | &nbsp;&nbsp;&nbsp; 1380525 |
| People's Republic of China, 2.27%, 5/25/2034  | 2470000 | &nbsp;&nbsp;&nbsp; 358772 |
| Republic of Albania, 4.75%, 2/14/2035 (n) | 273000 | &nbsp;&nbsp;&nbsp; 321312 |
| Republic of Angola, 9.375%, 5/08/2048  | $870000 | &nbsp;&nbsp;&nbsp; 721234 |
| Republic of Argentina, 4.125%, 7/09/2035  | 768494 | &nbsp;&nbsp;&nbsp; 488186 |
| Republic of Bulgaria, 5%, 3/05/2037  | 720000 | &nbsp;&nbsp;&nbsp; 708932 |
| Republic of Costa Rica, 7.3%, 11/13/2054  | 600000 | &nbsp;&nbsp;&nbsp; 632700 |
| Republic of Cote d'Ivoire, 5.25%, 3/22/2030  | 929000 | &nbsp;&nbsp;&nbsp; 1062804 |
| Republic of Guatemala, 6.05%, 8/06/2031 (n) | $630000 | &nbsp;&nbsp;&nbsp; 651420 |
| Republic of Guatemala, 6.125%, 6/01/2050 (n) | 382000 | &nbsp;&nbsp;&nbsp; 353923 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | 650000 | &nbsp;&nbsp;&nbsp; 653038 |
| Republic of Hungary, 6%, 9/26/2035 (n) | 537000 | &nbsp;&nbsp;&nbsp; 550719 |
| Republic of Indonesia, 6.5%, 7/15/2030  | 3440000000 | &nbsp;&nbsp;&nbsp; 216023 |
| Republic of Indonesia, 5.875%, 3/15/2031  | 5200000000 | &nbsp;&nbsp;&nbsp; 318186 |
| Republic of Indonesia, 6.5%, 4/15/2036  | 4031000000 | &nbsp;&nbsp;&nbsp; 246801 |
| Republic of Korea, 1.875%, 6/10/2029  | 1057250000 | &nbsp;&nbsp;&nbsp; 742259 |
| Republic of Korea, 1.375%, 6/10/2030  | 664670000 | &nbsp;&nbsp;&nbsp; 451322 |
| Republic of Korea, 1.5%, 12/10/2030  | 1060000000 | &nbsp;&nbsp;&nbsp; 719009 |
| Republic of Paraguay, 6%, 2/09/2036 (n) | $200000 | &nbsp;&nbsp;&nbsp; 207580 |
| Republic of Paraguay, 5.4%, 3/30/2050 (n) | 1150000 | &nbsp;&nbsp;&nbsp; 1010873 |
| Republic of Peru, 5.375%, 2/08/2035  | 433000 | &nbsp;&nbsp;&nbsp; 437928 |
| Republic of Peru, 6.85%, 8/12/2035  | 1871000 | &nbsp;&nbsp;&nbsp; 550340 |
| Republic of Romania, 6.375%, 1/30/2034  | $692000 | &nbsp;&nbsp;&nbsp; 694343 |
| Republic of Serbia, 1.65%, 3/03/2033  | 428000 | &nbsp;&nbsp;&nbsp; 413316 |
| Republic of Serbia, 6%, 6/12/2034 (n) | $329000 | &nbsp;&nbsp;&nbsp; 337149 |
| Republic of Serbia, 2.05%, 9/23/2036 (n) | 452000 | &nbsp;&nbsp;&nbsp; 408199 |
| Republic of South Africa, 7.1%, 11/19/2036 (n) | $483000 | &nbsp;&nbsp;&nbsp; 486192 |
| Republic of South Africa, 7.3%, 4/20/2052  | 611000 | &nbsp;&nbsp;&nbsp; 558338 |
| Republic of Turkey, 7.625%, 5/15/2034  | 535000 | &nbsp;&nbsp;&nbsp; 562268 |
| Republic of Turkey, 6.5%, 1/03/2035  | 314000 | &nbsp;&nbsp;&nbsp; 305234 |
| Sultanate of Oman, 7%, 1/25/2051  | 800000 | &nbsp;&nbsp;&nbsp; 880489 |
| United Mexican States, 4.75%, 4/27/2032  | 727000 | &nbsp;&nbsp;&nbsp; 701192 |
| United Mexican States, 7.5%, 5/26/2033  | 5600000 | &nbsp;&nbsp;&nbsp; 279299 |
| United Mexican States, 3.771%, 5/24/2061  | $440000 | &nbsp;&nbsp;&nbsp; 262451 |
|  |  | &nbsp;&nbsp;&nbsp; $26915663 |
| Energy - Independent – 3.4% | Energy - Independent – 3.4% | Energy - Independent – 3.4% |
| Chord Energy Corp., 6.75%, 3/15/2033 (n) | $613000 | &nbsp;&nbsp;&nbsp; $628703 |
| Civitas Resources, Inc., 8.375%, 7/01/2028 (n) | 394000 | &nbsp;&nbsp;&nbsp; 409176 |
| Civitas Resources, Inc., 8.625%, 11/01/2030 (n) | 201000 | &nbsp;&nbsp;&nbsp; 209250 |
| Civitas Resources, Inc., 8.75%, 7/01/2031 (n) | 361000 | &nbsp;&nbsp;&nbsp; 371369 |
| CNX Resources Corp., 7.25%, 3/01/2032 (n) | 597000 | &nbsp;&nbsp;&nbsp; 619475 |
| Comstock Resources, Inc., 6.75%, 3/01/2029 (n) | 1092000 | &nbsp;&nbsp;&nbsp; 1076543 |
| Gulfport Energy Corp., 6.75%, 9/01/2029 (n) | 735000 | &nbsp;&nbsp;&nbsp; 751955 |
| Kraken Oil & Gas Partners LLC, 7.625%, 8/15/2029 (n) | 410000 | &nbsp;&nbsp;&nbsp; 408010 |
| Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.875%, 12/01/2032 (n) | 771000 | &nbsp;&nbsp;&nbsp; 792111 |
| Matador Resources Co., 6.875%, 4/15/2028 (n) | 664000 | &nbsp;&nbsp;&nbsp; 679386 |
| Matador Resources Co., 6.5%, 4/15/2032 (n) | 239000 | &nbsp;&nbsp;&nbsp; 242485 |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | 39000 | &nbsp;&nbsp;&nbsp; 40343 |
| Permian Resources Operating LLC, 5.875%, 7/01/2029 (n) | 525000 | &nbsp;&nbsp;&nbsp; 525113 |
| Permian Resources Operating LLC, 7%, 1/15/2032 (n) | 501000 | &nbsp;&nbsp;&nbsp; 519442 |
| Permian Resources Operating LLC, 6.25%, 2/01/2033 (n) | 313000 | &nbsp;&nbsp;&nbsp; 318823 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 44000 | &nbsp;&nbsp;&nbsp; 39479 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Energy - Independent – continued | Energy - Independent – continued | Energy - Independent – continued |
| Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026  | $987000 | &nbsp;&nbsp;&nbsp; $980028 |
| Vital Energy, Inc., 7.875%, 4/15/2032 (n) | 566000 | &nbsp;&nbsp;&nbsp; 557674 |
| Wildfire Intermediate Holdings LLC, 7.5%, 10/15/2029 (n) | 472000 | &nbsp;&nbsp;&nbsp; 478634 |
|  |  | &nbsp;&nbsp;&nbsp; $9647999 |
| Energy - Integrated – 0.3% | Energy - Integrated – 0.3% | Energy - Integrated – 0.3% |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | 100000 | &nbsp;&nbsp;&nbsp; $84217 |
| Orlen S.A., 6%, 1/30/2035  | $549000 | &nbsp;&nbsp;&nbsp; 568056 |
| TotalEnergies Capital International S.A., 3.647%, 7/01/2035  | 100000 | &nbsp;&nbsp;&nbsp; 116458 |
|  |  | &nbsp;&nbsp;&nbsp; $768731 |
| Entertainment – 1.8% | Entertainment – 1.8% | Entertainment – 1.8% |
| Life Time, Inc., 6%, 11/15/2031 (n) | $744000 | &nbsp;&nbsp;&nbsp; $751914 |
| Lindblad Expeditions Holdings, Inc., 7%, 9/15/2030 (n) | 516000 | &nbsp;&nbsp;&nbsp; 528436 |
| NCL Corp. Ltd., 5.875%, 3/15/2026 (n) | 56000 | &nbsp;&nbsp;&nbsp; 56133 |
| NCL Corp. Ltd., 6.25%, 3/01/2030 (n) | 741000 | &nbsp;&nbsp;&nbsp; 751968 |
| NCL Corp. Ltd., 6.75%, 2/01/2032 (n) | 397000 | &nbsp;&nbsp;&nbsp; 409431 |
| Pinnacle Bidco PLC, 10%, 10/11/2028  | 114000 | &nbsp;&nbsp;&nbsp; 162739 |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | $37000 | &nbsp;&nbsp;&nbsp; 37591 |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | 38000 | &nbsp;&nbsp;&nbsp; 38987 |
| Six Flags Entertainment Corp., 6.625%, 5/01/2032 (n) | 1141000 | &nbsp;&nbsp;&nbsp; 1159542 |
| Viking Cruises Ltd. Co., 5.875%, 9/15/2027 (n) | 221000 | &nbsp;&nbsp;&nbsp; 220706 |
| Viking Ocean Cruises Ship VII Ltd., 5.625%, 2/15/2029 (n) | 940000 | &nbsp;&nbsp;&nbsp; 939367 |
|  |  | &nbsp;&nbsp;&nbsp; $5056814 |
| Financial Institutions – 5.4% | Financial Institutions – 5.4% | Financial Institutions – 5.4% |
| Avation Capital S.A., 8.25% (8.25% Cash or 9% PIK), 10/31/2026 (n)(p) | $874138 | &nbsp;&nbsp;&nbsp; $867244 |
| Azorra Finance Ltd., 7.75%, 4/15/2030 (n) | 1049000 | &nbsp;&nbsp;&nbsp; 1101220 |
| Azorra Finance Ltd., 7.25%, 1/15/2031 (n) | 242000 | &nbsp;&nbsp;&nbsp; 249945 |
| Credit Acceptance Corp., 9.25%, 12/15/2028 (n) | 280000 | &nbsp;&nbsp;&nbsp; 295592 |
| Credit Acceptance Corp., 6.625%, 3/15/2030 (n) | 641000 | &nbsp;&nbsp;&nbsp; 649292 |
| Freedom Mortgage Holdings LLC, 9.25%, 2/01/2029 (n) | 552000 | &nbsp;&nbsp;&nbsp; 576893 |
| FTAI Aviation Ltd., 5.5%, 5/01/2028 (n) | 693000 | &nbsp;&nbsp;&nbsp; 692748 |
| FTAI Aviation Ltd., 7.875%, 12/01/2030 (n) | 442000 | &nbsp;&nbsp;&nbsp; 469824 |
| Global Aircraft Leasing Co. Ltd., 8.75%, 9/01/2027 (n) | 573000 | &nbsp;&nbsp;&nbsp; 589575 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp., 9.75%, 1/15/2029  | 571000 | &nbsp;&nbsp;&nbsp; 567631 |
| Icahn Enterprises LP/Ichan Enterprises Finance Corp., 10%, 11/15/2029 (n) | 243000 | &nbsp;&nbsp;&nbsp; 240542 |
| Jefferson Capital Holdings LLC, 8.25%, 5/15/2030 (n) | 705000 | &nbsp;&nbsp;&nbsp; 738215 |
| LFS TopCo LLC, 8.75%, 7/15/2030 (n) | 586000 | &nbsp;&nbsp;&nbsp; 573241 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 29000 | &nbsp;&nbsp;&nbsp; 29326 |
| Muthoot Finance Ltd., 7.125%, 2/14/2028 (n) | 231000 | &nbsp;&nbsp;&nbsp; 237412 |
| Nationstar Mortgage Holdings, Inc., 6%, 1/15/2027 (n) | 561000 | &nbsp;&nbsp;&nbsp; 559953 |
| Nationstar Mortgage Holdings, Inc., 6.5%, 8/01/2029 (n) | 502000 | &nbsp;&nbsp;&nbsp; 513951 |
| OneMain Finance Corp., 6.625%, 5/15/2029  | 600000 | &nbsp;&nbsp;&nbsp; 616972 |
| OneMain Finance Corp., 5.375%, 11/15/2029  | 504000 | &nbsp;&nbsp;&nbsp; 498338 |
| OneMain Finance Corp., 7.5%, 5/15/2031  | 228000 | &nbsp;&nbsp;&nbsp; 239009 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/2033 (n) | 1463000 | &nbsp;&nbsp;&nbsp; 1494826 |
| Phoenix Aviation Capital, 9.25%, 7/15/2030 (n) | 410000 | &nbsp;&nbsp;&nbsp; 434540 |
| Rocket Cos., Inc., 6.125%, 8/01/2030 (n) | 400000 | &nbsp;&nbsp;&nbsp; 411580 |
| Rocket Cos., Inc., 6.375%, 8/01/2033 (n) | 400000 | &nbsp;&nbsp;&nbsp; 415090 |
| Rocket Cos., Inc., 4%, 10/15/2033 (n) | 190000 | &nbsp;&nbsp;&nbsp; 171301 |
| Shriram Finance Ltd., 6.15%, 4/03/2028 (n) | 738000 | &nbsp;&nbsp;&nbsp; 747450 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | 100000 | &nbsp;&nbsp;&nbsp; 116932 |
| TrueNoord Capital DAC, 8.75%, 3/01/2030 (n) | $345000 | &nbsp;&nbsp;&nbsp; 366511 |
| Walker & Dunlop, Inc., 6.625%, 4/01/2033 (n) | 691000 | &nbsp;&nbsp;&nbsp; 718923 |
|  |  | &nbsp;&nbsp;&nbsp; $15184076 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Food & Beverages – 2.9% | Food & Beverages – 2.9% | Food & Beverages – 2.9% |
| Anheuser-Busch InBev S.A., 4.125%, 5/19/2045  | 100000 | &nbsp;&nbsp;&nbsp; $113672 |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $40000 | &nbsp;&nbsp;&nbsp; 37611 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | 42000 | &nbsp;&nbsp;&nbsp; 41273 |
| Bacardi-Martini B.V., 5.4%, 6/15/2033 (n) | 129000 | &nbsp;&nbsp;&nbsp; 129317 |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | 755000 | &nbsp;&nbsp;&nbsp; 737718 |
| Fiesta Purchaser, Inc., 7.875%, 3/01/2031 (n) | 212000 | &nbsp;&nbsp;&nbsp; 224986 |
| Fiesta Purchaser, Inc., 9.625%, 9/15/2032 (n) | 380000 | &nbsp;&nbsp;&nbsp; 408276 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | 57000 | &nbsp;&nbsp;&nbsp; 58056 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 19000 | &nbsp;&nbsp;&nbsp; 18371 |
| Gruma S.A.B. de C.V., 5.39%, 12/09/2034 (n) | 400000 | &nbsp;&nbsp;&nbsp; 408647 |
| JBS USA Holding S.à r.l./JBS USA Food Co./JBS USA Foods Group Holdings, Inc., 5.5%, 1/15/2036 (n) | 81000 | &nbsp;&nbsp;&nbsp; 81267 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032  | 581000 | &nbsp;&nbsp;&nbsp; 535489 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052  | 50000 | &nbsp;&nbsp;&nbsp; 51025 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | 94000 | &nbsp;&nbsp;&nbsp; 74854 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | 38000 | &nbsp;&nbsp;&nbsp; 38726 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | 89000 | &nbsp;&nbsp;&nbsp; 89825 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 61000 | &nbsp;&nbsp;&nbsp; 59484 |
| Nestle Finance International Ltd., 3.5%, 1/14/2045  | 40000 | &nbsp;&nbsp;&nbsp; 44491 |
| Performance Food Group Co., 5.5%, 10/15/2027 (n) | $539000 | &nbsp;&nbsp;&nbsp; 538267 |
| Performance Food Group Co., 6.125%, 9/15/2032 (n) | 400000 | &nbsp;&nbsp;&nbsp; 409406 |
| Post Holdings, Inc., 4.625%, 4/15/2030 (n) | 1048000 | &nbsp;&nbsp;&nbsp; 1010674 |
| Post Holdings, Inc., 6.25%, 10/15/2034 (n) | 357000 | &nbsp;&nbsp;&nbsp; 359115 |
| Primo Water Holdings Inc./Triton Water Holdings, 4.375%, 4/30/2029 (n) | 1167000 | &nbsp;&nbsp;&nbsp; 1128258 |
| U.S. Foods Holding Corp., 4.75%, 2/15/2029 (n) | 991000 | &nbsp;&nbsp;&nbsp; 976125 |
| U.S. Foods Holding Corp., 5.75%, 4/15/2033 (n) | 151000 | &nbsp;&nbsp;&nbsp; 151493 |
| Viking Baked Goods Acquisition Corp., 8.625%, 11/01/2031 (n) | 498000 | &nbsp;&nbsp;&nbsp; 493209 |
|  |  | &nbsp;&nbsp;&nbsp; $8219635 |
| Forest & Paper Products – 0.5% | Forest & Paper Products – 0.5% | Forest & Paper Products – 0.5% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $79000 | &nbsp;&nbsp;&nbsp; $77278 |
| Graphic Packaging International LLC, 6.375%, 7/15/2032 (n) | 792000 | &nbsp;&nbsp;&nbsp; 804709 |
| Smurfit Kappa Treasury Co., 7.5%, 11/20/2025  | 55000 | &nbsp;&nbsp;&nbsp; 55248 |
| Veritiv Operating Co., 10.5%, 11/30/2030 (n) | 552000 | &nbsp;&nbsp;&nbsp; 597522 |
|  |  | &nbsp;&nbsp;&nbsp; $1534757 |
| Gaming & Lodging – 3.2% | Gaming & Lodging – 3.2% | Gaming & Lodging – 3.2% |
| 888 Acquisitions Ltd., 10.75%, 5/15/2030  | 100000 | &nbsp;&nbsp;&nbsp; $139794 |
| CCM Merger, Inc., 6.375%, 5/01/2026 (n) | $617000 | &nbsp;&nbsp;&nbsp; 617589 |
| CDI Escrow Issuer, Inc., 5.75%, 4/01/2030 (n) | 1285000 | &nbsp;&nbsp;&nbsp; 1285203 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp; 203642 |
| Flutter Treasury DAC, 6.125%, 6/04/2031  | 100000 | &nbsp;&nbsp;&nbsp; 136066 |
| Hilton Domestic Operating Co., Inc., 4.875%, 1/15/2030  | $1229000 | &nbsp;&nbsp;&nbsp; 1225614 |
| Hilton Domestic Operating Co., Inc., 3.625%, 2/15/2032 (n) | 644000 | &nbsp;&nbsp;&nbsp; 587822 |
| Hilton Domestic Operating Co., Inc., 5.875%, 3/15/2033 (n) | 287000 | &nbsp;&nbsp;&nbsp; 292893 |
| Las Vegas Sands Corp., 3.9%, 8/08/2029  | 89000 | &nbsp;&nbsp;&nbsp; 85841 |
| Marriott International, Inc., 2.85%, 4/15/2031  | 90000 | &nbsp;&nbsp;&nbsp; 82554 |
| Melco Resorts Finance Limited, 5.375%, 12/04/2029  | 955000 | &nbsp;&nbsp;&nbsp; 919373 |
| Wyndham Hotels & Resorts, Inc., 4.375%, 8/15/2028 (n) | 814000 | &nbsp;&nbsp;&nbsp; 794718 |
| Wynn Macau Ltd., 5.625%, 8/26/2028 (n) | 1388000 | &nbsp;&nbsp;&nbsp; 1380256 |
| Wynn Macau Ltd., 6.75%, 2/15/2034 (n) | 244000 | &nbsp;&nbsp;&nbsp; 245133 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.125%, 10/01/2029 (n) | 831000 | &nbsp;&nbsp;&nbsp; 829412 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.125%, 2/15/2031 (n) | 162000 | &nbsp;&nbsp;&nbsp; 174380 |
|  |  | &nbsp;&nbsp;&nbsp; $9000290 |
| Industrial – 0.9% | Industrial – 0.9% | Industrial – 0.9% |
| AECOM, 6%, 8/01/2033 (n) | $872000 | &nbsp;&nbsp;&nbsp; $890011 |
| APi Escrow Corp., 4.75%, 10/15/2029 (n) | 1087000 | &nbsp;&nbsp;&nbsp; 1068473 |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | 61000 | &nbsp;&nbsp;&nbsp; 62777 |
| Brundage-Bone Concrete Pumping Holdings, Inc., 7.5%, 2/01/2032 (n) | 361000 | &nbsp;&nbsp;&nbsp; 360189 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Industrial – continued | Industrial – continued | Industrial – continued |
| Pachelbel Bidco Spa, 7.125%, 5/17/2031 (n) | 100000 | &nbsp;&nbsp;&nbsp; $126421 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050  | $35000 | &nbsp;&nbsp;&nbsp; 20164 |
|  |  | &nbsp;&nbsp;&nbsp; $2528035 |
| Insurance – 0.3% | Insurance – 0.3% | Insurance – 0.3% |
| Aviva PLC, 4.625%, 8/28/2056  | 100000 | &nbsp;&nbsp;&nbsp; $118977 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $68000 | &nbsp;&nbsp;&nbsp; 57215 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | 69000 | &nbsp;&nbsp;&nbsp; 69199 |
| Legal and General Group PLC, 4.375%, 9/04/2055  | 100000 | &nbsp;&nbsp;&nbsp; 116313 |
| MetLife, Inc., 5.3%, 12/15/2034  | $63000 | &nbsp;&nbsp;&nbsp; 64843 |
| Nippon Life Insurance Co., 4.114% to 1/23/2035, FLR (EUR ICE Swap Rate - 5yr. + 2.6%) to 1/23/2055  | 100000 | &nbsp;&nbsp;&nbsp; 117326 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $104000 | &nbsp;&nbsp;&nbsp; 108469 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | 62000 | &nbsp;&nbsp;&nbsp; 67207 |
|  |  | &nbsp;&nbsp;&nbsp; $719549 |
| Insurance - Health – 0.1% | Insurance - Health – 0.1% | Insurance - Health – 0.1% |
| Elevance Health, Inc., 5.375%, 6/15/2034  | $39000 | &nbsp;&nbsp;&nbsp; $39867 |
| Humana, Inc., 5.375%, 4/15/2031  | 31000 | &nbsp;&nbsp;&nbsp; 31996 |
| Humana, Inc., 5.55%, 5/01/2035  | 83000 | &nbsp;&nbsp;&nbsp; 83924 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | 77000 | &nbsp;&nbsp;&nbsp; 78233 |
|  |  | &nbsp;&nbsp;&nbsp; $234020 |
| Insurance - Property & Casualty – 3.2% | Insurance - Property & Casualty – 3.2% | Insurance - Property & Casualty – 3.2% |
| Acrisure LLC/Acrisure Finance, Inc., 8.25%, 2/01/2029 (n) | $480000 | &nbsp;&nbsp;&nbsp; $498584 |
| Acrisure LLC/Acrisure Finance, Inc., 6%, 8/01/2029 (n) | 538000 | &nbsp;&nbsp;&nbsp; 527243 |
| Acrisure LLC/Acrisure Finance, Inc., 7.5%, 11/06/2030 (n) | 175000 | &nbsp;&nbsp;&nbsp; 181316 |
| Acrisure LLC/Acrisure Finance, Inc., 6.75%, 7/01/2032 (n) | 360000 | &nbsp;&nbsp;&nbsp; 369362 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 5.875%, 11/01/2029 (n) | 447000 | &nbsp;&nbsp;&nbsp; 441664 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7%, 1/15/2031 (n) | 496000 | &nbsp;&nbsp;&nbsp; 512984 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.5%, 10/01/2031 (n) | 1082000 | &nbsp;&nbsp;&nbsp; 1106049 |
| American International Group, Inc., 5.125%, 3/27/2033  | 55000 | &nbsp;&nbsp;&nbsp; 56137 |
| AmWINS Group Benefits, Inc., 6.375%, 2/15/2029 (n) | 304000 | &nbsp;&nbsp;&nbsp; 311566 |
| AmWINS Group Benefits, Inc., 4.875%, 6/30/2029 (n) | 412000 | &nbsp;&nbsp;&nbsp; 401936 |
| Amynta Agency Borrower, Inc., 7.5%, 7/15/2033 (n) | 407000 | &nbsp;&nbsp;&nbsp; 415749 |
| Arthur J. Gallagher & Co., 5%, 2/15/2032  | 12000 | &nbsp;&nbsp;&nbsp; 12215 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 26000 | &nbsp;&nbsp;&nbsp; 28526 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | 45000 | &nbsp;&nbsp;&nbsp; 43484 |
| Baldwin Insurance Group Holdings LLC, 7.125%, 5/15/2031 (n) | 1100000 | &nbsp;&nbsp;&nbsp; 1141627 |
| Brown & Brown, Inc., 5.25%, 6/23/2032  | 13000 | &nbsp;&nbsp;&nbsp; 13288 |
| Brown & Brown, Inc., 6.25%, 6/23/2055  | 16000 | &nbsp;&nbsp;&nbsp; 16358 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | 106000 | &nbsp;&nbsp;&nbsp; 78599 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035 (n) | $69000 | &nbsp;&nbsp;&nbsp; 70469 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | 77000 | &nbsp;&nbsp;&nbsp; 78444 |
| Hub International Ltd., 5.625%, 12/01/2029 (n) | 316000 | &nbsp;&nbsp;&nbsp; 317069 |
| Hub International Ltd., 7.25%, 6/15/2030 (n) | 843000 | &nbsp;&nbsp;&nbsp; 881756 |
| Hub International Ltd., 7.375%, 1/31/2032 (n) | 297000 | &nbsp;&nbsp;&nbsp; 312394 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031  | 46000 | &nbsp;&nbsp;&nbsp; 47071 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | 65000 | &nbsp;&nbsp;&nbsp; 61688 |
| Panther Escrow Issuer, 7.125%, 6/01/2031 (n) | 1031000 | &nbsp;&nbsp;&nbsp; 1069858 |
|  |  | &nbsp;&nbsp;&nbsp; $8995436 |
| Interactive Media Services – 0.3% | Interactive Media Services – 0.3% | Interactive Media Services – 0.3% |
| Snap, Inc., 6.875%, 3/01/2033 (n) | $743000 | &nbsp;&nbsp;&nbsp; $750723 |
| Snap, Inc., 6.875%, 3/15/2034 (n) | 175000 | &nbsp;&nbsp;&nbsp; 175457 |
|  |  | &nbsp;&nbsp;&nbsp; $926180 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| International Market Quasi-Sovereign – 0.3% | International Market Quasi-Sovereign – 0.3% | International Market Quasi-Sovereign – 0.3% |
| Belfius Bank S.A. (Kingdom of Belgium), 3.375%, 5/28/2030  | 100000 | &nbsp;&nbsp;&nbsp; $117767 |
| EnBW International Finance B.V. (Federal Republic of Germany), 3.75%, 11/20/2035  | 40000 | &nbsp;&nbsp;&nbsp; 46811 |
| Landsbankinn hf. (Republic of Iceland), 3.75%, 10/08/2029  | 100000 | &nbsp;&nbsp;&nbsp; 119180 |
| Logicor Financing S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 7/14/2032  | 100000 | &nbsp;&nbsp;&nbsp; 115882 |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $200000 | &nbsp;&nbsp;&nbsp; 209564 |
| NBN Co. Ltd. (Commonwealth of Australia), 3.375%, 11/29/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118486 |
| P3 Group S.à r.l. (Grand Duchy of Luxembourg), 4%, 4/19/2032  | 100000 | &nbsp;&nbsp;&nbsp; 117875 |
| RTE Reseau de Transport d'Electricite (Republic of France), 3.5%, 10/02/2036  | 100000 | &nbsp;&nbsp;&nbsp; 114507 |
|  |  | &nbsp;&nbsp;&nbsp; $960072 |
| International Market Sovereign – 8.0% | International Market Sovereign – 8.0% | International Market Sovereign – 8.0% |
| Commonwealth of Australia, 1%, 11/21/2031  | 5984000 | &nbsp;&nbsp;&nbsp; $3313011 |
| Commonwealth of Australia, 1.75%, 11/21/2032  | 8790000 | &nbsp;&nbsp;&nbsp; 4956222 |
| Commonwealth of Australia, 3.5%, 12/21/2034  | 1187000 | &nbsp;&nbsp;&nbsp; 734122 |
| Commonwealth of Australia, 2.75%, 5/21/2041  | 588000 | &nbsp;&nbsp;&nbsp; 303486 |
| Federal Republic of Germany, 2.5%, 8/15/2054  | 135000 | &nbsp;&nbsp;&nbsp; 134438 |
| Government of Bermuda, 5%, 7/15/2032 (n) | $560000 | &nbsp;&nbsp;&nbsp; 564138 |
| Government of Canada, 1.5%, 6/01/2031  | 2089000 | &nbsp;&nbsp;&nbsp; 1399273 |
| Government of Canada, 3.25%, 12/01/2034  | 63000 | &nbsp;&nbsp;&nbsp; 45507 |
| Government of France, 2.7%, 2/25/2031 (n) | 620000 | &nbsp;&nbsp;&nbsp; 720873 |
| Government of Japan, 1%, 3/20/2030  | 75000000 | &nbsp;&nbsp;&nbsp; 507492 |
| Government of Japan, 1.4%, 3/20/2035  | 166500000 | &nbsp;&nbsp;&nbsp; 1114759 |
| Government of Japan, 0.3%, 12/20/2039  | 172550000 | &nbsp;&nbsp;&nbsp; 911014 |
| Government of Japan, 0.4%, 3/20/2050  | 151000000 | &nbsp;&nbsp;&nbsp; 576894 |
| Government of Japan, 0.7%, 12/20/2051  | 65000000 | &nbsp;&nbsp;&nbsp; 255639 |
| Government of Japan, 2.4%, 3/20/2055  | 42500000 | &nbsp;&nbsp;&nbsp; 249375 |
| Kingdom of Spain, 3.15%, 4/30/2035 (n) | 268000 | &nbsp;&nbsp;&nbsp; 310673 |
| Kingdom of Spain, 3.9%, 7/30/2039 (n) | 783000 | &nbsp;&nbsp;&nbsp; 937430 |
| Kingdom of Norway, 3.75%, 6/12/2035 (n) | 5688000 | &nbsp;&nbsp;&nbsp; 556361 |
| Republic of Iceland, 5%, 11/15/2028  | 32400000 | &nbsp;&nbsp;&nbsp; 246332 |
| Republic of Italy, 4.15%, 10/01/2039 (n) | 935000 | &nbsp;&nbsp;&nbsp; 1118499 |
| Republic of Italy, 4.3%, 10/01/2054 (n) | 380000 | &nbsp;&nbsp;&nbsp; 427954 |
| United Kingdom Treasury, 4%, 10/22/2031  | 207851 | &nbsp;&nbsp;&nbsp; 276805 |
| United Kingdom Treasury, 1.25%, 10/22/2041  | 2610000 | &nbsp;&nbsp;&nbsp; 2011623 |
| United Kingdom Treasury, 1.5%, 7/22/2047  | 494000 | &nbsp;&nbsp;&nbsp; 330319 |
| United Kingdom Treasury, 3.75%, 7/22/2052  | 571000 | &nbsp;&nbsp;&nbsp; 577079 |
|  |  | &nbsp;&nbsp;&nbsp; $22579318 |
| Internet – 0.0% | Internet – 0.0% | Internet – 0.0% |
| Alphabet, Inc., 4%, 5/06/2054  | 100000 | &nbsp;&nbsp;&nbsp; $111821 |
| Local Authorities – 0.1% | Local Authorities – 0.1% | Local Authorities – 0.1% |
| Alliander N.V., 3.5%, 5/06/2037  | 100000 | &nbsp;&nbsp;&nbsp; $115892 |
| Province of British Columbia, 2.95%, 6/18/2050  | 115000 | &nbsp;&nbsp;&nbsp; 62293 |
|  |  | &nbsp;&nbsp;&nbsp; $178185 |
| Machinery & Tools – 0.7% | Machinery & Tools – 0.7% | Machinery & Tools – 0.7% |
| CNH Industrial Capital LLC, 5.5%, 1/12/2029  | $35000 | &nbsp;&nbsp;&nbsp; $36286 |
| CNH Industrial NV, 3.875%, 9/03/2035  | 100000 | &nbsp;&nbsp;&nbsp; 115573 |
| Manitowoc Co., Inc., 9.25%, 10/01/2031 (n) | $481000 | &nbsp;&nbsp;&nbsp; 506258 |
| Ritchie Bros Holdings, Inc., 7.75%, 3/15/2031 (n) | 1353000 | &nbsp;&nbsp;&nbsp; 1419830 |
|  |  | &nbsp;&nbsp;&nbsp; $2077947 |
| Major Banks – 1.1% | Major Banks – 1.1% | Major Banks – 1.1% |
| Bank of America Corp., 5.202% to 4/25/2028, FLR (SOFR - 1 day + 1.63%) to 4/25/2029  | $59000 | &nbsp;&nbsp;&nbsp; $60497 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 69000 | &nbsp;&nbsp;&nbsp; 62596 |
| Bank of America Corp., 5.425% to 8/15/2034, FLR (SOFR - 1 day + 1.913%) to 8/15/2035  | 71000 | &nbsp;&nbsp;&nbsp; 71465 |
| Bank of America Corp., 5.464% to 5/09/2035, FLR (SOFR - 1 day + 1.64%) to 5/09/2036  | 50000 | &nbsp;&nbsp;&nbsp; 51359 |
| Citigroup, Inc., 4.296% to 7/23/2035, FLR (EURIBOR - 3mo. + 1.611%) to 7/23/2036  | 100000 | &nbsp;&nbsp;&nbsp; 117552 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| Citigroup, Inc., 6.875% to 8/15/2030, FLR (CMT - 5yr. + 2.89%) to 11/15/2173  | $158000 | &nbsp;&nbsp;&nbsp; $160766 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | 221000 | &nbsp;&nbsp;&nbsp; 199948 |
| Credit Agricole S.A., 3.75%, 5/27/2035  | 100000 | &nbsp;&nbsp;&nbsp; 115781 |
| Danske Bank A.S., 3.5%, 5/26/2033  | 110000 | &nbsp;&nbsp;&nbsp; 129209 |
| Danske Bank A.S., 3.5%, 11/19/2035  | 100000 | &nbsp;&nbsp;&nbsp; 116481 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | $150000 | &nbsp;&nbsp;&nbsp; 153389 |
| Erste Group Bank AG, 6.375%, 11/20/2173  | 200000 | &nbsp;&nbsp;&nbsp; 240549 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | $96000 | &nbsp;&nbsp;&nbsp; 97055 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 98000 | &nbsp;&nbsp;&nbsp; 97385 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 115000 | &nbsp;&nbsp;&nbsp; 120060 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | 108000 | &nbsp;&nbsp;&nbsp; 94950 |
| JPMorgan Chase & Co., 5.502% to 1/24/2035, FLR (SOFR - 1 day + 1.315%) to 1/24/2036  | 75000 | &nbsp;&nbsp;&nbsp; 77442 |
| JPMorgan Chase & Co., 3.328% to 4/22/2051, FLR (SOFR - 1 day + 1.58%) to 4/22/2052  | 28000 | &nbsp;&nbsp;&nbsp; 19372 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | 154000 | &nbsp;&nbsp;&nbsp; 149005 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 134000 | &nbsp;&nbsp;&nbsp; 138346 |
| NatWest Group PLC, 3.632%, 9/03/2034  | 110000 | &nbsp;&nbsp;&nbsp; 128326 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | $75000 | &nbsp;&nbsp;&nbsp; 78191 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 27000 | &nbsp;&nbsp;&nbsp; 27872 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | 200000 | &nbsp;&nbsp;&nbsp; 176274 |
| Unicaja Banco S.A., 3.5% to 6/30/2030, FLR (EUR ICE Swap Rate - 1yr. + 1.35%) to 6/30/2031  | 100000 | &nbsp;&nbsp;&nbsp; 117801 |
| UniCredit S.p.A., 3.725%, 6/10/2035  | 100000 | &nbsp;&nbsp;&nbsp; 117151 |
| Wells Fargo & Co., 3.526% to 3/24/2027, FLR (SOFR - 1 day + 1.51%) to 3/24/2028  | $45000 | &nbsp;&nbsp;&nbsp; 44520 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | 28000 | &nbsp;&nbsp;&nbsp; 28924 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | 86000 | &nbsp;&nbsp;&nbsp; 79298 |
|  |  | &nbsp;&nbsp;&nbsp; $3071564 |
| Medical & Health Technology & Services – 3.4% | Medical & Health Technology & Services – 3.4% | Medical & Health Technology & Services – 3.4% |
| 180 Medical, Inc., 3.875%, 10/15/2029 (n) | $965000 | &nbsp;&nbsp;&nbsp; $925572 |
| Acadia Healthcare Co., Inc., 7.375%, 3/15/2033 (n) | 476000 | &nbsp;&nbsp;&nbsp; 495699 |
| Bausch & Lomb Escrow Corp., 8.375%, 10/01/2028 (n) | 519000 | &nbsp;&nbsp;&nbsp; 540616 |
| CHS/Community Health Systems, Inc., 6.125%, 4/01/2030 (n) | 344000 | &nbsp;&nbsp;&nbsp; 247206 |
| CHS/Community Health Systems, Inc., 5.25%, 5/15/2030 (n) | 1535000 | &nbsp;&nbsp;&nbsp; 1375859 |
| Concentra, Inc., 6.875%, 7/15/2032 (n) | 820000 | &nbsp;&nbsp;&nbsp; 850056 |
| Encompass Health Corp., 5.75%, 9/15/2025  | 70000 | &nbsp;&nbsp;&nbsp; 69930 |
| Encompass Health Corp., 4.75%, 2/01/2030  | 845000 | &nbsp;&nbsp;&nbsp; 833035 |
| Encompass Health Corp., 4.625%, 4/01/2031  | 246000 | &nbsp;&nbsp;&nbsp; 238508 |
| HCA, Inc., 5.125%, 6/15/2039  | 54000 | &nbsp;&nbsp;&nbsp; 50939 |
| IQVIA, Inc., 5%, 5/15/2027 (n) | 427000 | &nbsp;&nbsp;&nbsp; 425278 |
| IQVIA, Inc., 6.5%, 5/15/2030 (n) | 600000 | &nbsp;&nbsp;&nbsp; 622170 |
| IQVIA, Inc., 6.25%, 6/01/2032 (n) | 317000 | &nbsp;&nbsp;&nbsp; 326769 |
| Lifepoint Health, Inc., 9.875%, 8/15/2030 (n) | 516000 | &nbsp;&nbsp;&nbsp; 558710 |
| Lifepoint Health, Inc., 11%, 10/15/2030 (n) | 367000 | &nbsp;&nbsp;&nbsp; 404572 |
| Lifepoint Health, Inc., 10%, 6/01/2032 (n) | 259000 | &nbsp;&nbsp;&nbsp; 266742 |
| New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050  | 88000 | &nbsp;&nbsp;&nbsp; 52449 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | 142000 | &nbsp;&nbsp;&nbsp; 138297 |
| Surgery Center Holdings, Inc., 7.25%, 4/15/2032 (n) | 628000 | &nbsp;&nbsp;&nbsp; 651291 |
| U.S. Acute Care Solutions LLC, 9.75%, 5/15/2029 (n) | 611000 | &nbsp;&nbsp;&nbsp; 627024 |
|  |  | &nbsp;&nbsp;&nbsp; $9700722 |
| Medical Equipment – 0.9% | Medical Equipment – 0.9% | Medical Equipment – 0.9% |
| Insulet Corp., 6.5%, 4/01/2033 (n) | $708000 | &nbsp;&nbsp;&nbsp; $734018 |
| Medline Borrower LP, 3.875%, 4/01/2029 (n) | 290000 | &nbsp;&nbsp;&nbsp; 278472 |
| Medline Borrower LP, 5.25%, 10/01/2029 (n) | 833000 | &nbsp;&nbsp;&nbsp; 824902 |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/01/2029 (n) | 614000 | &nbsp;&nbsp;&nbsp; 630759 |
|  |  | &nbsp;&nbsp;&nbsp; $2468151 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Metals & Mining – 2.5% | Metals & Mining – 2.5% | Metals & Mining – 2.5% |
| Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, 7/15/2026 (n) | $730000 | &nbsp;&nbsp;&nbsp; $683634 |
| BHP Billiton Finance Ltd., 3.643%, 9/04/2035  | 100000 | &nbsp;&nbsp;&nbsp; 116740 |
| Cleveland-Cliffs, Inc., 7%, 3/15/2032 (n) | $401000 | &nbsp;&nbsp;&nbsp; 398653 |
| FMG Resources Ltd., 5.875%, 4/15/2030 (n) | 178000 | &nbsp;&nbsp;&nbsp; 181784 |
| FMG Resources Ltd., 4.375%, 4/01/2031 (n) | 1916000 | &nbsp;&nbsp;&nbsp; 1821869 |
| Glencore Capital Finance DAC, 3.75%, 2/04/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118120 |
| Mineral Resources Ltd., 9.25%, 10/01/2028 (n) | $822000 | &nbsp;&nbsp;&nbsp; 859333 |
| Novelis, Inc., 4.75%, 1/30/2030 (n) | 761000 | &nbsp;&nbsp;&nbsp; 731827 |
| Novelis, Inc., 6.875%, 1/30/2030 (n) | 505000 | &nbsp;&nbsp;&nbsp; 523995 |
| Novelis, Inc., 3.875%, 8/15/2031 (n) | 343000 | &nbsp;&nbsp;&nbsp; 311065 |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2026 (z) | 305656 | &nbsp;&nbsp;&nbsp; 172699 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 74000 | &nbsp;&nbsp;&nbsp; 75855 |
| 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 12/30/2029, 9.5% Cash to 6/30/2031 (p)<br>| 564656 | &nbsp;&nbsp;&nbsp; 561950 |
| Taseko Mines Ltd., 8.25%, 5/01/2030 (n) | 587000 | &nbsp;&nbsp;&nbsp; 617157 |
|  |  | &nbsp;&nbsp;&nbsp; $7174681 |
| Midstream – 5.0% | Midstream – 5.0% | Midstream – 5.0% |
| Buckeye Partners LP, 6.75%, 2/01/2030 (n) | $537000 | &nbsp;&nbsp;&nbsp; $557752 |
| Buckeye Partners LP, 5.85%, 11/15/2043  | 202000 | &nbsp;&nbsp;&nbsp; 180950 |
| Cheniere Energy Partners LP, 5.55%, 10/30/2035 (n) | 73000 | &nbsp;&nbsp;&nbsp; 73671 |
| Columbia Pipelines Operating Co. LLC, 6.036%, 11/15/2033 (n) | 18000 | &nbsp;&nbsp;&nbsp; 19054 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 59000 | &nbsp;&nbsp;&nbsp; 61036 |
| Delek Logistics Partners LP/Delek Logistics Corp., 8.625%, 3/15/2029 (n) | 748000 | &nbsp;&nbsp;&nbsp; 781890 |
| Delek Logistics Partners LP/Delek Logistics Corp., 7.375%, 6/30/2033 (n) | 320000 | &nbsp;&nbsp;&nbsp; 320208 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 78000 | &nbsp;&nbsp;&nbsp; 74471 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 60000 | &nbsp;&nbsp;&nbsp; 56179 |
| Genesis Energy LP/Genesis Energy Finance Corp., 8.25%, 1/15/2029  | 897000 | &nbsp;&nbsp;&nbsp; 936506 |
| NFE Financing LLC, 12%, 11/15/2029 (n) | 407969 | &nbsp;&nbsp;&nbsp; 149929 |
| NuStar Logistics LP, 6.375%, 10/01/2030  | 692000 | &nbsp;&nbsp;&nbsp; 716491 |
| Pembina Pipeline Corp., 5.22%, 6/28/2033  | 54000 | &nbsp;&nbsp;&nbsp; 41287 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | 97000 | &nbsp;&nbsp;&nbsp; 65176 |
| Peru LNG, 5.375%, 3/22/2030  | $431701 | &nbsp;&nbsp;&nbsp; 410416 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | 70000 | &nbsp;&nbsp;&nbsp; 71406 |
| Prairie Acquiror LP, 9%, 8/01/2029 (n) | 542000 | &nbsp;&nbsp;&nbsp; 565097 |
| Rockies Express Pipeline LLC, 6.75%, 3/15/2033 (n) | 313000 | &nbsp;&nbsp;&nbsp; 326952 |
| Rockies Express Pipeline LLC, 6.875%, 4/15/2040 (n) | 608000 | &nbsp;&nbsp;&nbsp; 612128 |
| Sunoco LP, 7.25%, 5/01/2032 (n) | 946000 | &nbsp;&nbsp;&nbsp; 1000753 |
| Tallgrass Energy Partners LP, 5.5%, 1/15/2028 (n) | 990000 | &nbsp;&nbsp;&nbsp; 988336 |
| Tallgrass Energy Partners LP, 7.375%, 2/15/2029 (n) | 594000 | &nbsp;&nbsp;&nbsp; 612024 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 53000 | &nbsp;&nbsp;&nbsp; 43843 |
| TransMontaigne Partners LLC, 8.5%, 6/15/2030 (n) | 412000 | &nbsp;&nbsp;&nbsp; 433365 |
| Venture Global LNG, Inc., 8.125%, 6/01/2028 (n) | 609000 | &nbsp;&nbsp;&nbsp; 631048 |
| Venture Global LNG, Inc., 9.5%, 2/01/2029 (n) | 656000 | &nbsp;&nbsp;&nbsp; 721215 |
| Venture Global LNG, Inc., 7%, 1/15/2030 (n) | 289000 | &nbsp;&nbsp;&nbsp; 297799 |
| Venture Global LNG, Inc., 8.375%, 6/01/2031 (n) | 1030000 | &nbsp;&nbsp;&nbsp; 1080653 |
| Venture Global LNG, Inc., 9% to 9/30/2029, FLR (CMT - 5yr. + 5.44%) to 3/30/2173 (n) | 739000 | &nbsp;&nbsp;&nbsp; 733858 |
| Venture Global Plaquemines LNG LLC, 7.5%, 5/01/2033 (n) | 209000 | &nbsp;&nbsp;&nbsp; 229246 |
| Venture Global Plaquemines LNG LLC, 6.5%, 1/15/2034 (n) | 552000 | &nbsp;&nbsp;&nbsp; 576270 |
| Venture Global Plaquemines LNG LLC, 6.75%, 1/15/2036 (n) | 552000 | &nbsp;&nbsp;&nbsp; 579296 |
|  |  | &nbsp;&nbsp;&nbsp; $13948305 |
| Mortgage-Backed – 2.1% | Mortgage-Backed – 2.1% |  |
| Fannie Mae, 6.5%, 4/01/2032 - 1/01/2033  | $9025 | &nbsp;&nbsp;&nbsp; $9375 |
| Fannie Mae, 5.5%, 7/01/2033 - 7/01/2035  | 32246 | &nbsp;&nbsp;&nbsp; 32959 |
| Fannie Mae, 6%, 8/01/2034 - 8/01/2054  | 65295 | &nbsp;&nbsp;&nbsp; 67240 |
| Fannie Mae, 3.5%, 12/01/2047  | 31679 | &nbsp;&nbsp;&nbsp; 29353 |
| Fannie Mae, 4%, 9/25/2050 (i) | 107982 | &nbsp;&nbsp;&nbsp; 21118 |
| Fannie Mae, 5.148%, 10/25/2052  | 182722 | &nbsp;&nbsp;&nbsp; 179910 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Fannie Mae, 5.798%, 1/25/2055  | $159930 | &nbsp;&nbsp;&nbsp; $161610 |
| Fannie Mae, 5.698%, 7/25/2055  | 137616 | &nbsp;&nbsp;&nbsp; 138500 |
| Fannie Mae, UMBS, 2%, 4/01/2042 - 11/01/2051  | 200321 | &nbsp;&nbsp;&nbsp; 169386 |
| Fannie Mae, UMBS, 6.5%, 2/01/2043  | 22742 | &nbsp;&nbsp;&nbsp; 23606 |
| Fannie Mae, UMBS, 3.5%, 5/01/2049 - 7/01/2050  | 103838 | &nbsp;&nbsp;&nbsp; 95370 |
| Fannie Mae, UMBS, 2.5%, 1/01/2050 - 2/01/2052  | 524895 | &nbsp;&nbsp;&nbsp; 437569 |
| Fannie Mae, UMBS, 3%, 5/01/2051 - 12/01/2051  | 360496 | &nbsp;&nbsp;&nbsp; 314131 |
| Fannie Mae, UMBS, 5%, 8/01/2052  | 144656 | &nbsp;&nbsp;&nbsp; 143358 |
| Fannie Mae, UMBS, 4%, 10/01/2052  | 433993 | &nbsp;&nbsp;&nbsp; 405105 |
| Fannie Mae, UMBS, 5.5%, 11/01/2052  | 92892 | &nbsp;&nbsp;&nbsp; 93860 |
| Freddie Mac, 1.486%, 3/25/2027 (i) | 448000 | &nbsp;&nbsp;&nbsp; 8468 |
| Freddie Mac, 0.26%, 2/25/2028 (i) | 36576000 | &nbsp;&nbsp;&nbsp; 128056 |
| Freddie Mac, 0.429%, 2/25/2028 (i) | 15572000 | &nbsp;&nbsp;&nbsp; 113730 |
| Freddie Mac, 0.25%, 4/25/2028 (i) | 15983000 | &nbsp;&nbsp;&nbsp; 59342 |
| Freddie Mac, 1.212%, 7/25/2029 (i) | 1835427 | &nbsp;&nbsp;&nbsp; 64842 |
| Freddie Mac, 0.734%, 1/25/2030 (i) | 355086 | &nbsp;&nbsp;&nbsp; 8183 |
| Freddie Mac, 1.913%, 4/25/2030 (i) | 845640 | &nbsp;&nbsp;&nbsp; 61361 |
| Freddie Mac, 1.954%, 4/25/2030 (i) | 731897 | &nbsp;&nbsp;&nbsp; 54696 |
| Freddie Mac, 1.769%, 5/25/2030 (i) | 896340 | &nbsp;&nbsp;&nbsp; 62552 |
| Freddie Mac, 1.906%, 5/25/2030 (i) | 2034877 | &nbsp;&nbsp;&nbsp; 151400 |
| Freddie Mac, 1.435%, 6/25/2030 (i) | 821458 | &nbsp;&nbsp;&nbsp; 46483 |
| Freddie Mac, 1.701%, 8/25/2030 (i) | 719995 | &nbsp;&nbsp;&nbsp; 49932 |
| Freddie Mac, 1.262%, 9/25/2030 (i) | 455646 | &nbsp;&nbsp;&nbsp; 23590 |
| Freddie Mac, 1.17%, 11/25/2030 (i) | 901677 | &nbsp;&nbsp;&nbsp; 44725 |
| Freddie Mac, 0.413%, 1/25/2031 (i) | 3161408 | &nbsp;&nbsp;&nbsp; 42726 |
| Freddie Mac, 0.606%, 3/25/2031 (i) | 3712066 | &nbsp;&nbsp;&nbsp; 84916 |
| Freddie Mac, 1.039%, 7/25/2031 (i) | 670491 | &nbsp;&nbsp;&nbsp; 32936 |
| Freddie Mac, 0.632%, 9/25/2031 (i) | 2699427 | &nbsp;&nbsp;&nbsp; 77212 |
| Freddie Mac, 0.664%, 12/25/2031 (i) | 659754 | &nbsp;&nbsp;&nbsp; 19580 |
| Freddie Mac, 6%, 8/01/2034  | 16292 | &nbsp;&nbsp;&nbsp; 16709 |
| Freddie Mac, 5.748%, 2/25/2055 - 6/25/2055  | 225954 | &nbsp;&nbsp;&nbsp; 227798 |
| Freddie Mac, 7.898%, 8/25/2055  | 92340 | &nbsp;&nbsp;&nbsp; 92644 |
| Freddie Mac, UMBS, 4.5%, 7/01/2038 - 11/01/2053  | 182740 | &nbsp;&nbsp;&nbsp; 178351 |
| Freddie Mac, UMBS, 2%, 8/01/2051 - 9/01/2051  | 62421 | &nbsp;&nbsp;&nbsp; 49944 |
| Freddie Mac, UMBS, 3%, 4/01/2052 - 5/01/2052  | 613440 | &nbsp;&nbsp;&nbsp; 532729 |
| Freddie Mac, UMBS, 5%, 11/01/2052  | 191013 | &nbsp;&nbsp;&nbsp; 189475 |
| Freddie Mac, UMBS, 6%, 8/01/2053  | 44948 | &nbsp;&nbsp;&nbsp; 46229 |
| Freddie Mac, UMBS, 6.5%, 11/01/2054  | 64935 | &nbsp;&nbsp;&nbsp; 67574 |
| Ginnie Mae, 4.754%, 10/20/2045  | 68329 | &nbsp;&nbsp;&nbsp; 66401 |
| Ginnie Mae, 2.5%, 8/20/2051 - 10/20/2052  | 371073 | &nbsp;&nbsp;&nbsp; 316483 |
| Ginnie Mae, 3%, 4/20/2052 - 11/20/2052  | 103622 | &nbsp;&nbsp;&nbsp; 91987 |
| Ginnie Mae, 4%, 7/20/2052 - 11/20/2052  | 90502 | &nbsp;&nbsp;&nbsp; 85103 |
| Ginnie Mae, 5.5%, 2/20/2053 - 10/20/2053  | 96661 | &nbsp;&nbsp;&nbsp; 97889 |
| Ginnie Mae, 5%, 3/20/2053 - 4/20/2053  | 162991 | &nbsp;&nbsp;&nbsp; 162218 |
| Ginnie Mae, 5.395%, 10/20/2054  | 78197 | &nbsp;&nbsp;&nbsp; 78168 |
| Ginnie Mae, 5.057%, 6/20/2055  | 123722 | &nbsp;&nbsp;&nbsp; 125500 |
| Ginnie Mae, 5.132%, 6/20/2055  | 99772 | &nbsp;&nbsp;&nbsp; 98686 |
| Ginnie Mae, TBA, 3.5%, 9/22/2055 - 10/15/2055  | 75000 | &nbsp;&nbsp;&nbsp; 68197 |
|  |  | &nbsp;&nbsp;&nbsp; $6049265 |
| Municipals – 0.3% | Municipals – 0.3% | Municipals – 0.3% |
| Iowa Student Loan Liquidity Corp. Rev., Taxable, "A", 5.08%, 12/01/2039  | $60000 | &nbsp;&nbsp;&nbsp; $57442 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | 115000 | &nbsp;&nbsp;&nbsp; 107394 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 4.949%, 7/01/2038  | 145000 | &nbsp;&nbsp;&nbsp; 141185 |
| Massachusetts Housing Finance Agency, Single Family Housing Rev., Taxable, "226", 5.562%, 12/01/2052  | 145000 | &nbsp;&nbsp;&nbsp; 148277 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | 70000 | &nbsp;&nbsp;&nbsp; 58470 |
| Oklahoma Development Finance Authority, Health System Rev., Taxable (OU Medicine Project), "C", 5.45%, 8/15/2028  | 246000 | &nbsp;&nbsp;&nbsp; 241161 |
|  |  | &nbsp;&nbsp;&nbsp; $753929 |

---

------

*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) | $89000 | &nbsp;&nbsp;&nbsp; $93314 |
| Vier Gas Transport GmbH, 3.375%, 11/11/2031  | 100000 | &nbsp;&nbsp;&nbsp; 117046 |
|  |  | &nbsp;&nbsp;&nbsp; $210360 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $61000 | &nbsp;&nbsp;&nbsp; $61134 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036  | 100000 | &nbsp;&nbsp;&nbsp; 99220 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | $23000 | &nbsp;&nbsp;&nbsp; 22390 |
|  |  | &nbsp;&nbsp;&nbsp; $182744 |
| Network & Telecom – 0.9% | Network & Telecom – 0.9% | Network & Telecom – 0.9% |
| Altice Financing S.A., 5.75%, 8/15/2029 (n) | $275000 | &nbsp;&nbsp;&nbsp; $217937 |
| Frontier Communications Holdings LLC, 6.75%, 5/01/2029 (n) | 593000 | &nbsp;&nbsp;&nbsp; 598765 |
| Iliad Holding S.A.S., 7%, 10/15/2028 (n) | 781000 | &nbsp;&nbsp;&nbsp; 794774 |
| Iliad Holding S.A.S., 5.375%, 4/15/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp; 119661 |
| Iliad Holding S.A.S., 6.875%, 4/15/2031 (n) | 366000 | &nbsp;&nbsp;&nbsp; 452711 |
| NTT Finance Corp., 3.678%, 7/16/2033  | 100000 | &nbsp;&nbsp;&nbsp; 118438 |
| NTT Finance Corp., 4.091%, 7/16/2037  | 100000 | &nbsp;&nbsp;&nbsp; 119201 |
| Windstream Services LLC/Windstream Escrow, 8.25%, 10/01/2031 (n) | $234000 | &nbsp;&nbsp;&nbsp; 243401 |
|  |  | &nbsp;&nbsp;&nbsp; $2664888 |
| Oil Services – 0.7% | Oil Services – 0.7% | Oil Services – 0.7% |
| Nabors Industries, Inc., 8.875%, 8/15/2031 (n) | $703000 | &nbsp;&nbsp;&nbsp; $633130 |
| U.S.A. Compression Partners LP/Finance Co., 7.125%, 3/15/2029 (n) | 821000 | &nbsp;&nbsp;&nbsp; 841588 |
| Valaris Ltd., 8.375%, 4/30/2030 (n) | 550000 | &nbsp;&nbsp;&nbsp; 572597 |
|  |  | &nbsp;&nbsp;&nbsp; $2047315 |
| Oils – 0.0% | Oils – 0.0% | Oils – 0.0% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $48000 | &nbsp;&nbsp;&nbsp; $49019 |
| Other Banks & Diversified Financials – 0.4% | Other Banks & Diversified Financials – 0.4% | Other Banks & Diversified Financials – 0.4% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; $212731 |
| CaixaBank S.A., 3.375%, 6/26/2035  | 100000 | &nbsp;&nbsp;&nbsp; 115682 |
| Commerzbank AG, 3.75% to 6/06/2033, FLR (EURIBOR - 3mo. + 1.43%) to 6/06/2034  | 100000 | &nbsp;&nbsp;&nbsp; 116963 |
| Commerzbank AG, 4.125% to 6/30/2032, FLR (EUR ICE Swap Rate - 5yr. +1.83%) to 6/30/2037  | 100000 | &nbsp;&nbsp;&nbsp; 116937 |
| Deutsche Bank AG, 3% to 6/16/2028, FLR (EURIBOR - 3mo. + 1.05%) to 6/16/2029  | 100000 | &nbsp;&nbsp;&nbsp; 117210 |
| Islandsbanki hf. (Republic of Iceland), 3.875%, 9/20/2030  | 100000 | &nbsp;&nbsp;&nbsp; 119860 |
| M&T Bank Corp., 4.553% to 8/16/2027, FLR (SOFR - 1 day + 1.78%) to 8/16/2028  | $41000 | &nbsp;&nbsp;&nbsp; 41167 |
| M&T Bank Corp., 6.082% to 3/13/2031, FLR (SOFR - 1 day + 2.26%) to 3/13/2032  | 73000 | &nbsp;&nbsp;&nbsp; 77502 |
| PKO Bank Polski S.A., 3.625%, 6/30/2031  | 100000 | &nbsp;&nbsp;&nbsp; 117505 |
| Truist Financial Corp., 5.711% to 1/24/2034, FLR (SOFR - 1 day + 1.922%) to 1/24/2035  | $27000 | &nbsp;&nbsp;&nbsp; 28126 |
|  |  | &nbsp;&nbsp;&nbsp; $1063683 |
| Pharmaceuticals – 0.7% | Pharmaceuticals – 0.7% | Pharmaceuticals – 0.7% |
| 1261229 B.C. Ltd., 10%, 4/15/2032 (n) | $451000 | &nbsp;&nbsp;&nbsp; $468296 |
| AbbVie, Inc., 5.35%, 3/15/2044  | 41000 | &nbsp;&nbsp;&nbsp; 40097 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 51000 | &nbsp;&nbsp;&nbsp; 48944 |
| Bausch Health Co., Inc., 4.875%, 6/01/2028 (n) | 454000 | &nbsp;&nbsp;&nbsp; 409735 |
| Bausch Health Co., Inc., 5.25%, 1/30/2030 (n) | 244000 | &nbsp;&nbsp;&nbsp; 177659 |
| Biogen, Inc., 5.05%, 1/15/2031  | 56000 | &nbsp;&nbsp;&nbsp; 57471 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | 37000 | &nbsp;&nbsp;&nbsp; 36486 |
| Grifols S.A., 7.125%, 5/01/2030  | 380000 | &nbsp;&nbsp;&nbsp; 467078 |
| Johnson & Johnson, 3.55%, 6/01/2044  | 100000 | &nbsp;&nbsp;&nbsp; 111596 |
| Rossini S.à r.l., 6.75%, 12/31/2029  | 114000 | &nbsp;&nbsp;&nbsp; 140659 |
| Sandoz Finance B.V., 4%, 3/26/2035  | 100000 | &nbsp;&nbsp;&nbsp; 118671 |
|  |  | &nbsp;&nbsp;&nbsp; $2076692 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Pollution Control – 0.4% | Pollution Control – 0.4% | Pollution Control – 0.4% |
| GFL Environmental, Inc., 4%, 8/01/2028 (n) | $651000 | &nbsp;&nbsp;&nbsp; $634712 |
| GFL Environmental, Inc., 6.75%, 1/15/2031 (n) | 195000 | &nbsp;&nbsp;&nbsp; 203567 |
| Wrangler Holdco Corp., 6.625%, 4/01/2032 (n) | 259000 | &nbsp;&nbsp;&nbsp; 269995 |
|  |  | &nbsp;&nbsp;&nbsp; $1108274 |
| Precious Metals & Minerals – 0.7% | Precious Metals & Minerals – 0.7% | Precious Metals & Minerals – 0.7% |
| Eldorado Gold Corp., 6.25%, 9/01/2029 (n) | $706000 | &nbsp;&nbsp;&nbsp; $707712 |
| IAMGOLD Corp., 5.75%, 10/15/2028 (n) | 475000 | &nbsp;&nbsp;&nbsp; 471725 |
| New Gold, Inc., 6.875%, 4/01/2032 (n) | 623000 | &nbsp;&nbsp;&nbsp; 649395 |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n) | 53000 | &nbsp;&nbsp;&nbsp; 55459 |
|  |  | &nbsp;&nbsp;&nbsp; $1884291 |
| Printing & Publishing – 0.0% | Printing & Publishing – 0.0% | Printing & Publishing – 0.0% |
| Informa PLC, 3.375%, 6/09/2031  | 100000 | &nbsp;&nbsp;&nbsp; $116491 |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055  | $83000 | &nbsp;&nbsp;&nbsp; $80628 |
| Union Pacific Corp., 3.25%, 2/05/2050  | 101000 | &nbsp;&nbsp;&nbsp; 68735 |
|  |  | &nbsp;&nbsp;&nbsp; $149363 |
| Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 5%, 10/15/2027  | $239000 | &nbsp;&nbsp;&nbsp; $226398 |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 8.5%, 2/15/2032 (n) | 430000 | &nbsp;&nbsp;&nbsp; 450825 |
|  |  | &nbsp;&nbsp;&nbsp; $677223 |
| Real Estate - Office – 0.1% | Real Estate - Office – 0.1% | Real Estate - Office – 0.1% |
| Boston Properties LP, REIT, 3.65%, 2/01/2026  | $71000 | &nbsp;&nbsp;&nbsp; $70667 |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | 23000 | &nbsp;&nbsp;&nbsp; 22600 |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026  | 49000 | &nbsp;&nbsp;&nbsp; 48308 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029  | 21000 | &nbsp;&nbsp;&nbsp; 19391 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | 36000 | &nbsp;&nbsp;&nbsp; 37223 |
|  |  | &nbsp;&nbsp;&nbsp; $198189 |
| Real Estate - Other – 0.9% | Real Estate - Other – 0.9% | Real Estate - Other – 0.9% |
| Lexington Realty Trust Co., 2.7%, 9/15/2030  | $47000 | &nbsp;&nbsp;&nbsp; $42766 |
| Park Intermediate Holdings LLC, 4.875%, 5/15/2029 (n) | 611000 | &nbsp;&nbsp;&nbsp; 594724 |
| RHP Hotel Properties LP/RHP Finance Corp., 7.25%, 7/15/2028 (n) | 1134000 | &nbsp;&nbsp;&nbsp; 1167161 |
| RHP Hotel Properties LP/RHP Finance Corp., 6.5%, 4/01/2032 (n) | 114000 | &nbsp;&nbsp;&nbsp; 117170 |
| XHR LP, REIT, 4.875%, 6/01/2029 (n) | 732000 | &nbsp;&nbsp;&nbsp; 712256 |
|  |  | &nbsp;&nbsp;&nbsp; $2634077 |
| Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% |
| Hammerson PLC, 5.875%, 10/08/2036  | 100000 | &nbsp;&nbsp;&nbsp; $130366 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | $113000 | &nbsp;&nbsp;&nbsp; 101978 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031  | 6000 | &nbsp;&nbsp;&nbsp; 5222 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | 79000 | &nbsp;&nbsp;&nbsp; 77252 |
|  |  | &nbsp;&nbsp;&nbsp; $314818 |
| Restaurants – 0.8% | Restaurants – 0.8% | Restaurants – 0.8% |
| 1011778 B.C. ULC/New Red Finance, Inc., 6.125%, 6/15/2029 (n) | $763000 | &nbsp;&nbsp;&nbsp; $781510 |
| 1011778 B.C. ULC/New Red Finance, Inc., 4%, 10/15/2030 (n) | 430000 | &nbsp;&nbsp;&nbsp; 402058 |
| Fertitta Entertainment LLC, 6.75%, 1/15/2030 (n) | 703000 | &nbsp;&nbsp;&nbsp; 661136 |
| New Red Finance, Inc., 5.625%, 9/15/2029 (n) | 416000 | &nbsp;&nbsp;&nbsp; 420951 |
|  |  | &nbsp;&nbsp;&nbsp; $2265655 |
| Retailers – 1.6% | Retailers – 1.6% | Retailers – 1.6% |
| Beach Acquisition Bidco LLC, 10% (10% Cash or 10.75% PIK), 7/15/2033 (n)(p) | $579000 | &nbsp;&nbsp;&nbsp; $614582 |
| El Corte Inglés S.A., 3.5%, 7/24/2033  | 100000 | &nbsp;&nbsp;&nbsp; 115392 |
| Home Depot, Inc., 3.625%, 4/15/2052  | $112000 | &nbsp;&nbsp;&nbsp; 81151 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Retailers – continued | Retailers – continued | Retailers – continued |
| L Brands, Inc., 6.625%, 10/01/2030 (n) | $671000 | &nbsp;&nbsp;&nbsp; $688843 |
| Macy's Retail Holdings LLC, 5.875%, 3/15/2030 (n) | 42000 | &nbsp;&nbsp;&nbsp; 41591 |
| Macy's Retail Holdings LLC, 7.375%, 8/01/2033 (n) | 577000 | &nbsp;&nbsp;&nbsp; 592453 |
| Mavis Tire Express Services Corp., 6.5%, 5/15/2029 (n) | 432000 | &nbsp;&nbsp;&nbsp; 431561 |
| Maxeda DIY Holding B.V., 5.875%, 10/01/2026  | 345000 | &nbsp;&nbsp;&nbsp; 379643 |
| Parkland Corp., 4.625%, 5/01/2030 (n) | $712000 | &nbsp;&nbsp;&nbsp; 689176 |
| Parkland Corp., 6.625%, 8/15/2032 (n) | 116000 | &nbsp;&nbsp;&nbsp; 119471 |
| Penske Automotive Group Co., 3.75%, 6/15/2029  | 659000 | &nbsp;&nbsp;&nbsp; 628350 |
|  |  | &nbsp;&nbsp;&nbsp; $4382213 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| International Flavors & Fragrances, Inc., 5%, 9/26/2048  | $39000 | &nbsp;&nbsp;&nbsp; $33537 |
| Linde PLC, 3.25%, 2/18/2037  | 100000 | &nbsp;&nbsp;&nbsp; 113016 |
|  |  | &nbsp;&nbsp;&nbsp; $146553 |
| Specialty Stores – 0.7% | Specialty Stores – 0.7% | Specialty Stores – 0.7% |
| Carvana Co., 9%, 12/01/2028 (n)(p) | $206385 | &nbsp;&nbsp;&nbsp; $211085 |
| Carvana Co., 9%, 6/01/2031 (n)(p) | 1191000 | &nbsp;&nbsp;&nbsp; 1351294 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | 53000 | &nbsp;&nbsp;&nbsp; 37596 |
| Michael Cos., Inc., 5.25%, 5/01/2028 (n) | 328000 | &nbsp;&nbsp;&nbsp; 258864 |
| Michael Cos., Inc., 7.875%, 5/01/2029 (n) | 368000 | &nbsp;&nbsp;&nbsp; 249483 |
|  |  | &nbsp;&nbsp;&nbsp; $2108322 |
| Supermarkets – 0.9% | Supermarkets – 0.9% | Supermarkets – 0.9% |
| Albertsons Cos. LLC/Safeway, Inc., 6.25%, 3/15/2033 (n) | $1271000 | &nbsp;&nbsp;&nbsp; $1300095 |
| KeHE Distributors LLC/KeHE Finance Corp., 9%, 2/15/2029 (n) | 963000 | &nbsp;&nbsp;&nbsp; 1013768 |
| Kroger Co., 5.5%, 9/15/2054  | 56000 | &nbsp;&nbsp;&nbsp; 52435 |
| Tesco Corporate Treasury Services PLC, 3.375%, 5/06/2032  | 100000 | &nbsp;&nbsp;&nbsp; 116797 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | 100000 | &nbsp;&nbsp;&nbsp; 130424 |
|  |  | &nbsp;&nbsp;&nbsp; $2613519 |
| Supranational – 0.4% | Supranational – 0.4% | Supranational – 0.4% |
| European Union, 3%, 3/04/2053  | 527000 | &nbsp;&nbsp;&nbsp; $509954 |
| International Bank for Reconstruction and Development, 4.125%, 10/22/2030  | 375000 | &nbsp;&nbsp;&nbsp; 504572 |
|  |  | &nbsp;&nbsp;&nbsp; $1014526 |
| Telecommunications - Wireless – 1.0% | Telecommunications - Wireless – 1.0% | Telecommunications - Wireless – 1.0% |
| Altice France S.A., 8.125%, 2/01/2027 (n) | $345000 | &nbsp;&nbsp;&nbsp; $319396 |
| Altice France S.A., 5.5%, 1/15/2028 (n) | 784000 | &nbsp;&nbsp;&nbsp; 689920 |
| Altice France S.A., 5.125%, 7/15/2029 (n) | 200000 | &nbsp;&nbsp;&nbsp; 171000 |
| Millicom International Cellular S.A., 5.125%, 1/15/2028  | 635400 | &nbsp;&nbsp;&nbsp; 629685 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030  | 54000 | &nbsp;&nbsp;&nbsp; 52893 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | 60000 | &nbsp;&nbsp;&nbsp; 60615 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | 26000 | &nbsp;&nbsp;&nbsp; 27303 |
| WP/AP Telecom Holdings III B.V., 5.5%, 1/15/2030  | 100000 | &nbsp;&nbsp;&nbsp; 117488 |
| Zegona Finance PLC, 6.75%, 7/15/2029 (n) | 90000 | &nbsp;&nbsp;&nbsp; 111456 |
| Zegona Finance PLC, 8.625%, 7/15/2029 (n) | $537000 | &nbsp;&nbsp;&nbsp; 571169 |
|  |  | &nbsp;&nbsp;&nbsp; $2750925 |
| Telephone Services – 0.7% | Telephone Services – 0.7% | Telephone Services – 0.7% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | 30000 | &nbsp;&nbsp;&nbsp; $32456 |
| Level 3 Financing, Inc., 3.875%, 10/15/2030 (n) | $448047 | &nbsp;&nbsp;&nbsp; 380840 |
| Level 3 Financing, Inc., 6.875%, 6/30/2033 (n) | 316769 | &nbsp;&nbsp;&nbsp; 319612 |
| Level 3 Financing, Inc., 7%, 3/31/2034 (n) | 292284 | &nbsp;&nbsp;&nbsp; 294269 |
| TELUS Corp., 2.85%, 11/13/2031  | 151000 | &nbsp;&nbsp;&nbsp; 103341 |
| Uniti Group/CSL Capital Co., 6.5%, 2/15/2029 (n) | $587000 | &nbsp;&nbsp;&nbsp; 559059 |
| Uniti Group/CSL Capital Co., 8.625%, 6/15/2032 (n) | 316000 | &nbsp;&nbsp;&nbsp; 310726 |
|  |  | &nbsp;&nbsp;&nbsp; $2000303 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Tobacco – 0.3% | Tobacco – 0.3% | Tobacco – 0.3% |
| JT International Financial Services B.V., 3.87%, 9/04/2055  | 100000 | &nbsp;&nbsp;&nbsp; $117026 |
| Philip Morris International, Inc., 4.75%, 11/01/2031  | $76000 | &nbsp;&nbsp;&nbsp; 77097 |
| Turning Point Brands, Inc., 7.625%, 3/15/2032 (n) | 731000 | &nbsp;&nbsp;&nbsp; 764194 |
|  |  | &nbsp;&nbsp;&nbsp; $958317 |
| Transportation - Services – 0.5% | Transportation - Services – 0.5% | Transportation - Services – 0.5% |
| Aeroporti Di Roma S.p.A, 3.625%, 6/15/2032  | 100000 | &nbsp;&nbsp;&nbsp; $117260 |
| Avis Budget Finance PLC, 7.25%, 7/31/2030 (n) | 517000 | &nbsp;&nbsp;&nbsp; 621443 |
| Edge Finco PLC, 8.125%, 8/15/2031  | 114000 | &nbsp;&nbsp;&nbsp; 163511 |
| Element Fleet Management Corp., 6.271%, 6/26/2026 (n) | $60000 | &nbsp;&nbsp;&nbsp; 60814 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | 38000 | &nbsp;&nbsp;&nbsp; 40232 |
| Heathrow Funding Ltd., 3.875%, 1/16/2038  | 100000 | &nbsp;&nbsp;&nbsp; 115855 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2043 (n) | $494697 | &nbsp;&nbsp;&nbsp; 165872 |
|  |  | &nbsp;&nbsp;&nbsp; $1284987 |
| U.S. Treasury Obligations – 19.6% | U.S. Treasury Obligations – 19.6% | U.S. Treasury Obligations – 19.6% |
| U.S. Treasury Bonds, 1.125%, 8/15/2040 (f) | $15219000 | &nbsp;&nbsp;&nbsp; $9369197 |
| U.S. Treasury Bonds, 3.875%, 5/15/2043  | 5513000 | &nbsp;&nbsp;&nbsp; 4887188 |
| U.S. Treasury Bonds, 4.75%, 2/15/2045  | 19000 | &nbsp;&nbsp;&nbsp; 18718 |
| U.S. Treasury Bonds, 4.75%, 11/15/2053  | 5281000 | &nbsp;&nbsp;&nbsp; 5133710 |
| U.S. Treasury Notes, 4.125%, 8/31/2030  | 8238000 | &nbsp;&nbsp;&nbsp; 8392784 |
| U.S. Treasury Notes, 4.875%, 10/31/2030  | 5878000 | &nbsp;&nbsp;&nbsp; 6192105 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 (f) | 14669000 | &nbsp;&nbsp;&nbsp; 13619823 |
| U.S. Treasury Notes, 4%, 2/15/2034  | 6200000 | &nbsp;&nbsp;&nbsp; 6163672 |
| U.S. Treasury Notes, 4.625%, 2/15/2035  | 1500000 | &nbsp;&nbsp;&nbsp; 1551328 |
|  |  | &nbsp;&nbsp;&nbsp; $55328525 |
| Utilities - Electric Power – 3.2% | Utilities - Electric Power – 3.2% | Utilities - Electric Power – 3.2% |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | $56000 | &nbsp;&nbsp;&nbsp; $57367 |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 28000 | &nbsp;&nbsp;&nbsp; 28198 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | 86000 | &nbsp;&nbsp;&nbsp; 76430 |
| Amprion GmbH, 3.875%, 6/05/2036  | 100000 | &nbsp;&nbsp;&nbsp; 116859 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | $20000 | &nbsp;&nbsp;&nbsp; 19007 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 17000 | &nbsp;&nbsp;&nbsp; 14113 |
| Bruce Power LP, 2.68%, 12/21/2028  | 82000 | &nbsp;&nbsp;&nbsp; 58472 |
| Bruce Power LP, 4.27%, 12/21/2034  | 93000 | &nbsp;&nbsp;&nbsp; 66894 |
| Calpine Corp., 4.5%, 2/15/2028 (n) | $663000 | &nbsp;&nbsp;&nbsp; 656643 |
| Clearway Energy Operating LLC, 3.75%, 2/15/2031 (n) | 1354000 | &nbsp;&nbsp;&nbsp; 1245418 |
| ContourGlobal Power Holdings S.A., 5%, 2/28/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp; 119699 |
| ContourGlobal Power Holdings S.A., 6.75%, 2/28/2030 (n) | $200000 | &nbsp;&nbsp;&nbsp; 206500 |
| Duke Energy Carolinas LLC, 4.95%, 1/15/2033  | 20000 | &nbsp;&nbsp;&nbsp; 20448 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | 72000 | &nbsp;&nbsp;&nbsp; 76331 |
| E.ON International Finance B.V., 3.5%, 9/03/2035  | 110000 | &nbsp;&nbsp;&nbsp; 127300 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | 50000 | &nbsp;&nbsp;&nbsp; 66754 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | $200000 | &nbsp;&nbsp;&nbsp; 178223 |
| ENGIE Energia Chile S.A., 6.375%, 4/17/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 210183 |
| Entergy Corp., 0.9%, 9/15/2025  | 87000 | &nbsp;&nbsp;&nbsp; 86885 |
| EPH Financing International A.S., 4.625%, 7/02/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118681 |
| Eversource Energy, 5.5%, 1/01/2034  | $55000 | &nbsp;&nbsp;&nbsp; 56220 |
| Florida Power & Light Co., 2.875%, 12/04/2051  | 46000 | &nbsp;&nbsp;&nbsp; 28756 |
| Georgia Power Co., 4.95%, 5/17/2033  | 55000 | &nbsp;&nbsp;&nbsp; 55671 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 28000 | &nbsp;&nbsp;&nbsp; 24863 |
| National Grid North America, Inc., 3.917%, 6/03/2035  | 100000 | &nbsp;&nbsp;&nbsp; 117527 |
| NextEra Energy Capital Holdings, Inc., 5.749%, 9/01/2025  | $58000 | &nbsp;&nbsp;&nbsp; 58000 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | 56000 | &nbsp;&nbsp;&nbsp; 56603 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 85000 | &nbsp;&nbsp;&nbsp; 87381 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | 18000 | &nbsp;&nbsp;&nbsp; 18783 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  | 17000 | &nbsp;&nbsp;&nbsp; 18058 |
| Pacific Gas & Electric Co., 5.9%, 10/01/2054  | 22000 | &nbsp;&nbsp;&nbsp; 20572 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | |
|:---|:---|:---|:---|
| **Issuer** |  | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| PG&E Corp., 5.25%, 7/01/2030  | $| 1220000 | &nbsp;&nbsp;&nbsp; $1188974 |
| PG&E Corp., 7.375% to 3/15/2030, FLR (CMT - 5yr. + 3.883%) to 3/15/2055  |  | 297000 | &nbsp;&nbsp;&nbsp; 294738 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  |  | 76000 | &nbsp;&nbsp;&nbsp; 72013 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) |  | 79000 | &nbsp;&nbsp;&nbsp; 81284 |
| Star Energy Geothermal (Wayang Windu) Ltd., 6.75%, 4/24/2033 (n) |  | 618788 | &nbsp;&nbsp;&nbsp; 638899 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | EUR | 100000 | &nbsp;&nbsp;&nbsp; 116189 |
| TerraForm Global Operating LLC, 6.125%, 3/01/2026 (n) | $| 176000 | &nbsp;&nbsp;&nbsp; 175037 |
| TerraForm Power Operating LLC, 5%, 1/31/2028 (n) |  | 703000 | &nbsp;&nbsp;&nbsp; 697005 |
| TerraForm Power Operating LLC, 4.75%, 1/15/2030 (n) |  | 157000 | &nbsp;&nbsp;&nbsp; 151494 |
| Xcel Energy, Inc., 4.6%, 6/01/2032  |  | 43000 | &nbsp;&nbsp;&nbsp; 42340 |
| Xcel Energy, Inc., 5.6%, 4/15/2035  |  | 10000 | &nbsp;&nbsp;&nbsp; 10222 |
| XPLR Infrastructure Operating Partners LP, 4.5%, 9/15/2027 (n) |  | 361000 | &nbsp;&nbsp;&nbsp; 354065 |
| XPLR Infrastructure Operating Partners LP, 7.25%, 1/15/2029 (n) |  | 536000 | &nbsp;&nbsp;&nbsp; 547436 |
| XPLR Infrastructure Operating Partners LP, 8.375%, 1/15/2031 (n) |  | 306000 | &nbsp;&nbsp;&nbsp; 319994 |
| XPLR Infrastructure Operating Partners LP, 8.625%, 3/15/2033 (n) |  | 186000 | &nbsp;&nbsp;&nbsp; 196163 |
|  |  |  | &nbsp;&nbsp;&nbsp; $8978692 |
| Utilities - Gas – 0.3% | Utilities - Gas – 0.3% | Utilities - Gas – 0.3% | Utilities - Gas – 0.3% |
| EP Infrastructure A.S., 2.045%, 10/09/2028  | EUR | 709000 | &nbsp;&nbsp;&nbsp; $800554 |
| Utilities - Water – 0.0% | Utilities - Water – 0.0% | Utilities - Water – 0.0% | Utilities - Water – 0.0% |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | EUR | 100000 | &nbsp;&nbsp;&nbsp; $116951 |
| **Total Bonds**  | **Total Bonds**  |  | &nbsp;&nbsp; **$360670346** |
| Common Stocks – 0.0%  | Common Stocks – 0.0%  | Common Stocks – 0.0%  | Common Stocks – 0.0%  |
| Oil Services – 0.0% | Oil Services – 0.0% | Oil Services – 0.0% |  |
| LTRI Holdings LP (a)(u)  |  | 615 | &nbsp;&nbsp;&nbsp; $92133 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Strike** <br>**Price**<br>| &nbsp;&nbsp; **First** <br>**Exercise**<br>|  |  |
| Warrants – 0.0% |  |  |  |  |
| Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% |
| Avation Capital S.A. (1 share for 1 warrant, Expiration 10/31/26) (a) | GBP 1.14 | N/A | &nbsp;&nbsp;&nbsp;&nbsp; 6125 | &nbsp;&nbsp;&nbsp; $3642 |

---

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

---

| | | |
|:---|:---|:---|
| Mutual Funds (h) – 4.9%  | Mutual Funds (h) – 4.9%  | Mutual Funds (h) – 4.9%  |
| Money Market Funds – 4.9% | Money Market Funds – 4.9% |  |
| MFS Institutional Money Market Portfolio, 4.33% (v)  | 13674557 | &nbsp;&nbsp;&nbsp; $13675925 |
| Other Assets, Less Liabilities – (33.0)% |  | &nbsp;&nbsp;&nbsp; (92880550)<br>|
| **Net Assets – 100.0%** | **Net Assets – 100.0%** | &nbsp;&nbsp; **$281561496** |

---

&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 $13,675,925 and $360,766,121, 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;(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 $214,893,549, representing 76.3% 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.

------

*Portfolio of Investments (unaudited) – continued*

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

&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%, 3/08/2026 | 3/09/2021-6/22/2022 | $302454 | $172699 |
| % 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: |
| AGM | Assured Guaranty Municipal |
| CDO | Collateralized Debt Obligation |
| CFRR | China Fixing Repo Rate |
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury  |
| CPI-U | Consumer Price Index - Urban Consumers |
| EURIBOR | Euro Interbank Offered Rate |
| 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>|
| HICP | Harmonized Index of Consumer Prices |
| ICE | Intercontinental Exchange |
| NPFG | National Public Finance Guarantee Corp. |
| 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: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CNY | China Yuan Renminbi |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol  |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| UYU | Uruguayan Peso |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 8/31/25** | **Derivative Contracts at 8/31/25** | **Derivative Contracts at 8/31/25** | **Derivative Contracts at 8/31/25** | **Derivative Contracts at 8/31/25** | **Derivative Contracts at 8/31/25** | **Derivative Contracts at 8/31/25** |
| **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** |
| AUD | &nbsp;&nbsp; 836349 | USD | &nbsp;&nbsp; 543929 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; $3829 |
| AUD | &nbsp;&nbsp; 453861 | USD | &nbsp;&nbsp; 295382 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 1868 |
| BRL | &nbsp;&nbsp; 377306 | USD | &nbsp;&nbsp; 69422 | Barclays Bank PLC | 9/02/2025 | &nbsp;&nbsp; 168 |
| BRL | &nbsp;&nbsp; 1547373 | USD | &nbsp;&nbsp; 278660 | Barclays Bank PLC | 11/28/2025 | &nbsp;&nbsp; 829 |

---

------

*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>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| BRL | &nbsp;&nbsp; 2033308 | USD | &nbsp;&nbsp; 354569 | Citibank N.A. | 9/02/2025 | &nbsp;&nbsp; $20452 |
| BRL | &nbsp;&nbsp; 145000 | USD | &nbsp;&nbsp; 26138 | Citibank N.A. | 11/28/2025 | &nbsp;&nbsp; 53 |
| CAD | &nbsp;&nbsp; 92899 | USD | &nbsp;&nbsp; 67314 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 475 |
| CNH | &nbsp;&nbsp; 972000 | USD | &nbsp;&nbsp; 136177 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 771 |
| CNH | &nbsp;&nbsp; 4179000 | USD | &nbsp;&nbsp; 584131 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 4661 |
| CZK | &nbsp;&nbsp; 11979024 | USD | &nbsp;&nbsp; 569350 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; 4321 |
| CZK | &nbsp;&nbsp; 183358 | USD | &nbsp;&nbsp; 8658 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 123 |
| EUR | &nbsp;&nbsp; 307600 | USD | &nbsp;&nbsp; 360549 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 325 |
| EUR | &nbsp;&nbsp; 671993 | USD | &nbsp;&nbsp; 785071 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 3307 |
| EUR | &nbsp;&nbsp; 269155 | USD | &nbsp;&nbsp; 314682 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 1088 |
| EUR | &nbsp;&nbsp; 95415 | USD | &nbsp;&nbsp; 110948 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 993 |
| EUR | &nbsp;&nbsp; 5916908 | USD | &nbsp;&nbsp; 6915145 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 26535 |
| EUR | &nbsp;&nbsp; 429799 | USD | &nbsp;&nbsp; 503352 | UBS AG | 10/17/2025 | &nbsp;&nbsp; 886 |
| GBP | &nbsp;&nbsp; 296157 | USD | &nbsp;&nbsp; 399677 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 752 |
| GBP | &nbsp;&nbsp; 126946 | USD | &nbsp;&nbsp; 169240 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 2402 |
| GBP | &nbsp;&nbsp; 1287679 | USD | &nbsp;&nbsp; 1734722 | UBS AG | 10/17/2025 | &nbsp;&nbsp; 6327 |
| HUF | &nbsp;&nbsp; 13257408 | USD | &nbsp;&nbsp; 38472 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; 558 |
| JPY | &nbsp;&nbsp; 5375834 | USD | &nbsp;&nbsp; 36671 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 89 |
| JPY | &nbsp;&nbsp; 125151334 | USD | &nbsp;&nbsp; 852550 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 3216 |
| JPY | &nbsp;&nbsp; 2975355 | USD | &nbsp;&nbsp; 20251 | UBS AG | 10/17/2025 | &nbsp;&nbsp; 94 |
| MXN | &nbsp;&nbsp; 5290080 | USD | &nbsp;&nbsp; 281981 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; 142 |
| MXN | &nbsp;&nbsp; 13402559 | USD | &nbsp;&nbsp; 710625 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 4142 |
| NOK | &nbsp;&nbsp; 14107112 | USD | &nbsp;&nbsp; 1394377 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 9378 |
| NOK | &nbsp;&nbsp; 183536 | USD | &nbsp;&nbsp; 18233 | Deutsche Bank AG | 10/17/2025 | &nbsp;&nbsp; 30 |
| USD | &nbsp;&nbsp; 4371686 | AUD | &nbsp;&nbsp; 6649825 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 16461 |
| USD | &nbsp;&nbsp; 69723 | BRL | &nbsp;&nbsp; 377306 | Barclays Bank PLC | 9/02/2025 | &nbsp;&nbsp; 133 |
| USD | &nbsp;&nbsp; 375739 | BRL | &nbsp;&nbsp; 2033308 | Citibank N.A. | 9/02/2025 | &nbsp;&nbsp; 718 |
| USD | &nbsp;&nbsp; 393276 | CAD | &nbsp;&nbsp; 537876 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 783 |
| USD | &nbsp;&nbsp; 1363582 | CAD | &nbsp;&nbsp; 1863342 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; 3886 |
| USD | &nbsp;&nbsp; 2210809 | CAD | &nbsp;&nbsp; 3014967 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 10765 |
| USD | &nbsp;&nbsp; 390576 | CHF | &nbsp;&nbsp; 307610 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 4041 |
| USD | &nbsp;&nbsp; 320726 | CHF | &nbsp;&nbsp; 252551 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 3377 |
| USD | &nbsp;&nbsp; 180267 | CLP | &nbsp;&nbsp; 172845939 | Citibank N.A. | 10/10/2025 | &nbsp;&nbsp; 1473 |
| USD | &nbsp;&nbsp; 228002 | EUR | &nbsp;&nbsp; 193501 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 988 |
| USD | &nbsp;&nbsp; 116645 | EUR | &nbsp;&nbsp; 99126 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 351 |
| USD | &nbsp;&nbsp; 682409 | EUR | &nbsp;&nbsp; 579608 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 2416 |
| USD | &nbsp;&nbsp; 510101 | GBP | &nbsp;&nbsp; 374696 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; 3480 |
| USD | &nbsp;&nbsp; 364573 | GBP | &nbsp;&nbsp; 269042 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 805 |
| USD | &nbsp;&nbsp; 530213 | IDR | &nbsp;&nbsp; 8627238000 | Citibank N.A. | 10/31/2025 | &nbsp;&nbsp; 7649 |
| USD | &nbsp;&nbsp; 1995768 | JPY | &nbsp;&nbsp; 291180630 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 4716 |
| USD | &nbsp;&nbsp; 2496402 | JPY | &nbsp;&nbsp; 364221459 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; 5908 |
| USD | &nbsp;&nbsp; 732415 | JPY | &nbsp;&nbsp; 106830972 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 1920 |
| USD | &nbsp;&nbsp; 809790 | KRW | &nbsp;&nbsp; 1120798565 | Citibank N.A. | 10/21/2025 | &nbsp;&nbsp; 1701 |
| USD | &nbsp;&nbsp; 1655986 | KRW | &nbsp;&nbsp; 2291536227 | JPMorgan Chase Bank N.A. | 10/21/2025 | &nbsp;&nbsp; 3800 |
| USD | &nbsp;&nbsp; 142227 | NZD | &nbsp;&nbsp; 239038 | Deutsche Bank AG | 10/17/2025 | &nbsp;&nbsp; 981 |
| USD | &nbsp;&nbsp; 110552 | NZD | &nbsp;&nbsp; 185864 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; 725 |
| USD | &nbsp;&nbsp; 15109 | SGD | &nbsp;&nbsp; 19286 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; 24 |
| USD | &nbsp;&nbsp; 366751 | THB | &nbsp;&nbsp; 11879079 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; 1797 |
|  |  |  |  |  |  | &nbsp;&nbsp; $176712 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| AUD | &nbsp;&nbsp; 594595 | USD | &nbsp;&nbsp; 390124 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; $(701)<br>|
| AUD | &nbsp;&nbsp; 722253 | USD | &nbsp;&nbsp; 474047 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; (1016)<br>|
| AUD | &nbsp;&nbsp; 11430545 | USD | &nbsp;&nbsp; 7503776 | UBS AG | 10/17/2025 | &nbsp;&nbsp; (17473)<br>|
| BRL | &nbsp;&nbsp; 1547373 | USD | &nbsp;&nbsp; 285942 | Barclays Bank PLC | 9/02/2025 | &nbsp;&nbsp; (546)<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** |
| BRL | &nbsp;&nbsp; 863241 | USD | &nbsp;&nbsp; 159520 | Citibank N.A. | 9/02/2025 | &nbsp;&nbsp; $(305)<br>|
| CAD | &nbsp;&nbsp; 1599955 | USD | &nbsp;&nbsp; 1172641 | UBS AG | 10/17/2025 | &nbsp;&nbsp; (5141)<br>|
| CHF | &nbsp;&nbsp; 151595 | USD | &nbsp;&nbsp; 192200 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (1710)<br>|
| CNH | &nbsp;&nbsp; 1405916 | USD | &nbsp;&nbsp; 198151 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (67)<br>|
| EUR | &nbsp;&nbsp; 49983 | USD | &nbsp;&nbsp; 58901 | BNP Paribas | 10/17/2025 | &nbsp;&nbsp; (262)<br>|
| EUR | &nbsp;&nbsp; 30790 | USD | &nbsp;&nbsp; 36272 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; (150)<br>|
| EUR | &nbsp;&nbsp; 1907608 | USD | &nbsp;&nbsp; 2248134 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (10142)<br>|
| EUR | &nbsp;&nbsp; 795295 | USD | &nbsp;&nbsp; 934611 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (1575)<br>|
| GBP | &nbsp;&nbsp; 74527 | USD | &nbsp;&nbsp; 101200 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (433)<br>|
| GBP | &nbsp;&nbsp; 376644 | USD | &nbsp;&nbsp; 512903 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; (3649)<br>|
| GBP | &nbsp;&nbsp; 100462 | USD | &nbsp;&nbsp; 135852 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (18)<br>|
| IDR | &nbsp;&nbsp; 9024714573 | USD | &nbsp;&nbsp; 548935 | Barclays Bank PLC | 10/31/2025 | &nbsp;&nbsp; (2295)<br>|
| IDR | &nbsp;&nbsp; 6077885122 | USD | &nbsp;&nbsp; 375155 | Citibank N.A. | 10/31/2025 | &nbsp;&nbsp; (7008)<br>|
| JPY | &nbsp;&nbsp; 248859907 | USD | &nbsp;&nbsp; 1703568 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (1898)<br>|
| JPY | &nbsp;&nbsp; 37535097 | USD | &nbsp;&nbsp; 257234 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; (575)<br>|
| JPY | &nbsp;&nbsp; 96195632 | USD | &nbsp;&nbsp; 659496 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (1724)<br>|
| NZD | &nbsp;&nbsp; 464134 | USD | &nbsp;&nbsp; 279436 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (5181)<br>|
| NZD | &nbsp;&nbsp; 609387 | USD | &nbsp;&nbsp; 365815 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (5731)<br>|
| SGD | &nbsp;&nbsp; 6285 | USD | &nbsp;&nbsp; 4923 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (7)<br>|
| THB | &nbsp;&nbsp; 11879079 | USD | &nbsp;&nbsp; 366367 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (1412)<br>|
| USD | &nbsp;&nbsp; 11966 | AUD | &nbsp;&nbsp; 18304 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (22)<br>|
| USD | &nbsp;&nbsp; 1920598 | AUD | &nbsp;&nbsp; 2954955 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (14717)<br>|
| USD | &nbsp;&nbsp; 11210049 | AUD | &nbsp;&nbsp; 17190216 | UBS AG | 10/17/2025 | &nbsp;&nbsp; (48483)<br>|
| USD | &nbsp;&nbsp; 284705 | BRL | &nbsp;&nbsp; 1547373 | Barclays Bank PLC | 9/02/2025 | &nbsp;&nbsp; (691)<br>|
| USD | &nbsp;&nbsp; 67948 | BRL | &nbsp;&nbsp; 377306 | Barclays Bank PLC | 11/28/2025 | &nbsp;&nbsp; (202)<br>|
| USD | &nbsp;&nbsp; 149469 | BRL | &nbsp;&nbsp; 863241 | Citibank N.A. | 9/02/2025 | &nbsp;&nbsp; (9747)<br>|
| USD | &nbsp;&nbsp; 756363 | CAD | &nbsp;&nbsp; 1038496 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (1434)<br>|
| USD | &nbsp;&nbsp; 199637 | CHF | &nbsp;&nbsp; 159217 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; (431)<br>|
| USD | &nbsp;&nbsp; 180595 | CLP | &nbsp;&nbsp; 176445826 | Citibank N.A. | 10/10/2025 | &nbsp;&nbsp; (1923)<br>|
| USD | &nbsp;&nbsp; 2525867 | CNH | &nbsp;&nbsp; 18029106 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (14307)<br>|
| USD | &nbsp;&nbsp; 1052826 | CNH | &nbsp;&nbsp; 7514221 | BNP Paribas | 10/17/2025 | &nbsp;&nbsp; (5875)<br>|
| USD | &nbsp;&nbsp; 182330 | CNH | &nbsp;&nbsp; 1304740 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (1498)<br>|
| USD | &nbsp;&nbsp; 1052677 | CNH | &nbsp;&nbsp; 7514221 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (6023)<br>|
| USD | &nbsp;&nbsp; 273872 | CZK | &nbsp;&nbsp; 5746672 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (1334)<br>|
| USD | &nbsp;&nbsp; 233537 | CZK | &nbsp;&nbsp; 4946083 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (3329)<br>|
| USD | &nbsp;&nbsp; 17319473 | EUR | &nbsp;&nbsp; 14788875 | Barclays Bank PLC | 10/17/2025 | &nbsp;&nbsp; (30745)<br>|
| USD | &nbsp;&nbsp; 6065087 | EUR | &nbsp;&nbsp; 5176271 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (7682)<br>|
| USD | &nbsp;&nbsp; 5008134 | EUR | &nbsp;&nbsp; 4276355 | Deutsche Bank AG | 10/17/2025 | &nbsp;&nbsp; (8860)<br>|
| USD | &nbsp;&nbsp; 1001966 | EUR | &nbsp;&nbsp; 857231 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (3730)<br>|
| USD | &nbsp;&nbsp; 551624 | EUR | &nbsp;&nbsp; 472049 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (2182)<br>|
| USD | &nbsp;&nbsp; 2422514 | GBP | &nbsp;&nbsp; 1797864 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; (8349)<br>|
| USD | &nbsp;&nbsp; 3424987 | GBP | &nbsp;&nbsp; 2542470 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (12646)<br>|
| USD | &nbsp;&nbsp; 1368458 | GBP | &nbsp;&nbsp; 1015742 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (4911)<br>|
| USD | &nbsp;&nbsp; 163945 | JPY | &nbsp;&nbsp; 24091397 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (788)<br>|
| USD | &nbsp;&nbsp; 1180086 | JPY | &nbsp;&nbsp; 172874620 | JPMorgan Chase Bank N.A. | 10/17/2025 | &nbsp;&nbsp; (2006)<br>|
| USD | &nbsp;&nbsp; 276630 | MXN | &nbsp;&nbsp; 5245294 | State Street Corp. | 10/17/2025 | &nbsp;&nbsp; (3105)<br>|
| USD | &nbsp;&nbsp; 372420 | NOK | &nbsp;&nbsp; 3757923 | BNP Paribas | 10/17/2025 | &nbsp;&nbsp; (1519)<br>|
| USD | &nbsp;&nbsp; 69900 | NOK | &nbsp;&nbsp; 722599 | Citibank N.A. | 10/17/2025 | &nbsp;&nbsp; (2003)<br>|
| USD | &nbsp;&nbsp; 359385 | NOK | &nbsp;&nbsp; 3624133 | Goldman Sachs International | 10/17/2025 | &nbsp;&nbsp; (1241)<br>|
| USD | &nbsp;&nbsp; 113650 | NOK | &nbsp;&nbsp; 1167647 | HSBC Bank | 10/17/2025 | &nbsp;&nbsp; (2539)<br>|
| USD | &nbsp;&nbsp; 1031373 | NOK | &nbsp;&nbsp; 10491242 | Merrill Lynch International | 10/17/2025 | &nbsp;&nbsp; (12578)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(283919)<br>|

---

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

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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***  |  |  |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 16 | $1403983 | December – 2025 | &nbsp;&nbsp; $5662 |
| Canadian Treasury Bond 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 38 | 3162355 | December – 2025 | &nbsp;&nbsp; 8648 |
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 5 | 757803 | September – 2025 | &nbsp;&nbsp; 748 |
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 4 | 533287 | September – 2025 | &nbsp;&nbsp; 23529 |
| Euro-Schatz 2 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 123 | 15405687 | September – 2025 | &nbsp;&nbsp; 51570 |
| Long Gilt 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 6 | 734081 | December – 2025 | &nbsp;&nbsp; 1046 |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 24 | 5004937 | December – 2025 | &nbsp;&nbsp; 101 |
|  |  |  |  |  |  | &nbsp;&nbsp; $91304 |
| **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***  |  |  |
| Euro-Bobl 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 15 | $2061247 | September – 2025 | &nbsp;&nbsp; $(212)<br>|
| Euro-BTP 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 13 | 1828846 | September – 2025 | &nbsp;&nbsp; (9882)<br>|
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 2 | 228500 | December – 2025 | &nbsp;&nbsp; (117)<br>|
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 109 | 12262500 | December – 2025 | &nbsp;&nbsp; (48089)<br>|
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 175 | 19157031 | December – 2025 | &nbsp;&nbsp; (41108)<br>|
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 52 | 5949125 | December – 2025 | &nbsp;&nbsp; (18127)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(117535)<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***  |  |  |  |
| 11/18/29 | CNY | 15300000  | centrally cleared | 1.6445% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $4501 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4501 |
| ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  |  |  |  |
| 6/17/27 | USD | 3900000  | centrally cleared | CPI-U / At Maturity  | 2.745% / At Maturity  | &nbsp;&nbsp; $24241 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $24241 |
| 1/10/30 | USD | 3400000  | centrally cleared | CPI-U / At Maturity  | 2.523% / At Maturity  | &nbsp;&nbsp; 37270 | &nbsp;&nbsp; — | &nbsp;&nbsp; 37270 |
| 3/13/30 | USD | 800000  | centrally cleared | CPI-U / At Maturity  | 2.463% / At Maturity  | &nbsp;&nbsp; 11323 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11323 |
| 6/15/30 | EUR | 1300000  | centrally cleared | HICP / At Maturity  | 1.8312% / At Maturity  | &nbsp;&nbsp; 4482 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4482 |
|  |  |  |  |  |  | &nbsp;&nbsp; $77316 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $77316 |
|  |  |  |  |  |  | &nbsp;&nbsp; $81817 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $81817 |
| **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***  |  |  |  |
| 12/13/29 | CNY | 4800000  | centrally cleared | 1.49% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $(3132)<br>| &nbsp;&nbsp; $9 | &nbsp;&nbsp; $(3123)<br>|

---

At August 31, 2025, the fund had liquid securities with an aggregate value of $1,165,330 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**

8/31/25 (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**

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. 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. Funds traded on a recognized securities exchange (such as Exchange Traded Funds or Closed End Funds) are generally valued at the official closing price on their primary market or exchange as provided by a third-party pricing service. If no sales are reported that day for these funds, generally they will be valued at the last quoted daily bid quotation on their

primary market or exchange as provided by a third-party pricing service. 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. 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 August 31, 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; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $92133 | &nbsp;&nbsp;&nbsp; $92133 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3642 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3642 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 55328525 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 55328525 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 61825331 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 61825331 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 753929 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 753929 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 177331738 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 177331738 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7210653 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7210653 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4631713 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4631713 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3429566 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3429566 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50158891 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 50158891 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 13675925 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13675925 |
| Total | &nbsp;&nbsp;&nbsp; $13675925 | &nbsp;&nbsp;&nbsp; $360673988 | &nbsp;&nbsp;&nbsp; $92133 | &nbsp;&nbsp;&nbsp; $374442046 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $91304 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $91304 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (117535)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (117535)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 176712 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 176712 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (283919)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (283919)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81817 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 81817 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3123)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (3123)<br>|

---

For further information regarding security characteristics, see the Portfolio of Investments.

The following is a reconciliation of level 3 assets for which significant unobservable inputs were used to determine fair value. The table

presents the activity of level 3 securities held at the beginning and the end of the period.

---

| | |
|:---|:---|
|  | **Equity** <br>**Securities**<br>|
| Balance as of 11/30/24 | $139956 |
| &nbsp;&nbsp;&nbsp; Change in unrealized appreciation or depreciation | 52206 |
| &nbsp;&nbsp;&nbsp; Partial liquidation proceeds | (100029) |
| Balance as of 8/31/25 | $92133 |

---

The net change in unrealized appreciation or depreciation from investments held as level 3 at August 31, 2025 is $52,206. At August 31,

2025, the fund held one level 3 security.

**(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. For the purposes of this report, the following were affiliated issuers for the period ended August 31, 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 Institutional Money Market Portfolio  | &nbsp;&nbsp; $7654771 | &nbsp;&nbsp; $100464444 | &nbsp;&nbsp; $94443802 | &nbsp;&nbsp; $(361)<br>| &nbsp;&nbsp; $873 | &nbsp;&nbsp; $13675925<br>|

---

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

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $259372 | &nbsp;&nbsp; $— |

---

------

## 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 CHARTER INCOME TRUST

- **b. Investment Company Act file number:** 811-05822

- **c. CIK number of Registrant:** 0000851170

- **d. LEI of Registrant:** 1LFFWFMKO22SVR346G33

- **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 CHARTER INCOME TRUST

- **c. LEI of Series:** 1LFFWFMKO22SVR346G33

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $378158373.88

**Total Liabilities:** $96599722.09

**Net Assets:** $281558651.79

**Delayed Delivery Securities:** $853076.64

**Cash Not Reported:** $142401.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -102.47000000 | **1-Year:** -2032.91000000 | **5-Year:** -9392.30000000 | **10-Year:** -13328.87000000 | **30-Year:** -3660.23000000

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

- **3-Month:** -1216.91000000 | **1-Year:** -18317.92000000 | **5-Year:** -35202.46000000 | **10-Year:** -9046.27000000 | **30-Year:** -2058.41000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.81%                | 0.23%                | 1.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-287362.20              | $6120899.33                                |
| Month 2  | $-1439100.54             | $-2352411.32                               |
| Month 3  | $26806.25                | $3281253.33                                |

**Designated Index Information**

- **Index Name:** 42% BBG US HY 2% Issuer Cap, 20% BBG US Gov/Mtge BI, 15.2% FTSE WGBI non Dollar, 12.8% JPM GBI-EM Gbl Div, 10% BBG US Credit

- **Index Identifier:** 42% LF89TRUU, 20% LUMSTRUU, 15.2% SBNUU, 12.8% JGENVUUG, 10% LUCRTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                                           | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     421000 | PA      | $522194.49    | 0.19%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-784.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     239000 | PA      | $242484.62    | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 3440000000 | PA      | $216023.24    | 0.08%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      89000 | PA      | $89825.09     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                       | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     561000 | PA      | $559953.29    | 0.20%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp                                                                                                                           | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86885.05     | 0.03%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      67313 | PA      | $67755.02     | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     154000 | PA      | $149004.79    | 0.05%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409406.40    | 0.15%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery                                                          | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |      88000 | PA      | $52449.15     | 0.02%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     904000 | PA      | $907245.13    | 0.32%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                                                                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     221000 | PA      | $199948.27    | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1419830.08   | 0.50%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                                                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     940000 | PA      | $939366.82    | 0.33%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115129 | PA      | $110809.84    | 0.04%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED THB / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $-1412.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     664000 | PA      | $697781.00    | 0.25%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     602000 | PA      | $598682.98    | 0.21%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $-5730.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     112000 | PA      | $81150.93     | 0.03%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                                      | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195501 | PA      | $197475.56    | 0.07%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Shelter Growth CRE                                      | Shelter Growth CRE Issuer Ltd                                                                                                          | CUSIP: 822866AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     157500 | PA      | $157421.16    | 0.06%             | 2036-09-15      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                   | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1128257.74   | 0.40%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     588000 | PA      | $303485.53    | 0.11%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117151.46    | 0.04%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                                                                                  | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      48000 | PA      | $42381.13     | 0.02%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                  | CNH Industrial Capital LLC                                                                                                             | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36285.62     | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     380000 | PA      | $467078.33    | 0.17%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12215.35     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79065 | PA      | $81597.28     | 0.03%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1241.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-5379.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $880489.38    | 0.31%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     447000 | PA      | $441663.45    | 0.16%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                                                                                    | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     484000 | PA      | $501988.83    | 0.18%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107982 | PA      | $21118.39     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                  | Smurfit Kappa Treasury Funding DAC                                                                                                     | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |      55000 | PA      | $55247.38     | 0.02%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     376000 | PA      | $397532.97    | 0.14%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     527000 | PA      | $509953.98    | 0.18%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $224986.06    | 0.08%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                                  | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     963000 | PA      | $1013768.40   | 0.36%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41381.50     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     360000 | PA      | $344980.87    | 0.12%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     106000 | PA      | $78599.08     | 0.03%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                  | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     730000 | PA      | $683633.69    | 0.24%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                                     | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     472000 | PA      | $478633.96    | 0.17%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                             | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $41590.77     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $3800.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123082.48    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     575000 | PA      | $627624.00    | 0.22%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $899.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $579348.08    | 0.21%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                                                                                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     725000 | PA      | $725232.00    | 0.26%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                                         | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57270.96     | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE SEP25                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         13 | NC      | $-9882.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     304000 | PA      | $311565.65    | 0.11%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     669000 | PA      | $680703.49    | 0.24%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31390ABV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2321 | PA      | $2404.87      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     176000 | PA      | $173888.00    | 0.06%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     416000 | PA      | $420950.82    | 0.15%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44520.20     | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100520.51    | 0.04%             | 2039-06-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115780.95    | 0.04%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $-5181.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                   | AG TTMT Escrow Issuer LLC                                                                                                              | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     743000 | PA      | $761135.89    | 0.27%             | 2027-09-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1796.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      56000 | PA      | $52435.42     | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                                                                             | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      53000 | PA      | $48417.04     | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $136065.79    | 0.05%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                        | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     587000 | PA      | $559059.16    | 0.20%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14669000 | PA      | $13619822.66  | 4.84%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                                                                               | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      46000 | PA      | $35527.22     | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     664000 | PA      | $679386.21    | 0.24%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                                                                               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84150.28     | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-2294.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                                                                      | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1977742 | PA      | $80776.52     | 0.03%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-B                                                                                                           | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45408 | PA      | $45785.54     | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $162738.80    | 0.06%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31371KML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5945 | PA      | $6184.13      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CLP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1178.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54235 | PA      | $54924.41     | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $766.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                                                                          | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $82554.05     | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41973 | PA      | $37184.87     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1187000 | PA      | $734121.73    | 0.26%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     214000 | PA      | $213275.52    | 0.08%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     329000 | PA      | $285663.26    | 0.10%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $163510.92    | 0.06%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     536000 | PA      | $547435.56    | 0.19%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-950.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                             | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     178000 | PA      | $181784.46    | 0.06%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                      | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     613000 | PA      | $628702.61    | 0.22%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $119179.63    | 0.04%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                                                                               | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     516000 | PA      | $528436.04    | 0.19%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      19000 | PA      | $18717.97     | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21871 | PA      | $17468.70     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1394 | PA      | $1435.28      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     571000 | PA      | $567631.10    | 0.20%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                 | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      17000 | PA      | $17021.44     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2003.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116457.89    | 0.04%             | 2035-07-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CLP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1922.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2021-FL4 Issuer Ltd                                                                                                               | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     310000 | PA      | $309115.88    | 0.11%             | 2038-03-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-1                                                                                                        | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      89881 | PA      | $90534.52     | 0.03%             | 2070-01-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                        | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      76000 | PA      | $77096.75     | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                                                                         | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $81283.67     | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      68329 | PA      | $66400.50     | 0.02%             | 2045-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $770.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                                                                             | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     597000 | PA      | $638510.91    | 0.23%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                                 | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     432000 | PA      | $431561.39    | 0.15%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41433 | PA      | $33184.95     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     549000 | PA      | $568055.91    | 0.20%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $-17472.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     609000 | PA      | $631047.63    | 0.22%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                        | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1159542.39   | 0.41%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     301000 | PA      | $311291.79    | 0.11%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                    | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     231000 | PA      | $237411.37    | 0.08%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $2418.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     581000 | PA      | $535426.71    | 0.19%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22121 | PA      | $18851.54     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   10500000 | PA      | $528579.75    | 0.19%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133CAS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44948 | PA      | $46229.08     | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                                                                                | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |     517000 | PA      | $621442.93    | 0.22%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     370000 | PA      | $361171.50    | 0.13%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-269.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $369361.80    | 0.13%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $-1015.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     229000 | PA      | $236719.59    | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-12                                                                                                       | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     186694 | PA      | $187806.34    | 0.07%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     135000 | PA      | $134438.20    | 0.05%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                                                                                   | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     914940 | PA      | $47221.97     | 0.02%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2077.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     299000 | PA      | $264837.62    | 0.09%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                                                                                   | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117598.84    | 0.04%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                                                                        | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $408647.13    | 0.15%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     870000 | PA      | $721233.56    | 0.26%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4490000 | PA      | $669791.80    | 0.24%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                      | El Corte Ingles SA                                                                                                                     | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115392.13    | 0.04%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $171301.15    | 0.06%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-30744.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119698.87    | 0.04%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                                                                                 | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      39000 | PA      | $33536.86     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      59000 | PA      | $60496.60     | 0.02%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     703000 | PA      | $697005.38    | 0.25%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      71000 | PA      | $43404.01     | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $411580.00    | 0.15%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     594000 | PA      | $612024.34    | 0.22%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                  | Eskom Holdings                                                                                                                         | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     624000 | PA      | $636557.10    | 0.23%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE DEC25                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          6 | NC      | $1046.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      69000 | PA      | $62595.84     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     101000 | PA      | $68735.48     | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111821.48    | 0.04%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     691000 | PA      | $718923.31    | 0.26%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                                                                            | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      63000 | PA      | $64842.67     | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31411LSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17338 | PA      | $18206.57     | 0.01%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1518.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                           | Stellantis NV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114471.64    | 0.04%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                   | Aeroporti di Roma SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117260.16    | 0.04%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                                     | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     706000 | PA      | $707712.46    | 0.25%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                                                                                  | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     460000 | PA      | $471171.10    | 0.17%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100281.25    | 0.04%             | 2041-06-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     641000 | PA      | $649292.04    | 0.23%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-680.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1031000 | PA      | $1069858.39   | 0.38%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM11834   IRS EUR R V 12MCPTEE SM11834 CCPINFLATIONZERO / Short: BM11834   IRS EUR P F  1.83120 SM11834 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1300000 | OU      | $4481.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     597000 | PA      | $619474.66    | 0.22%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $22389.95     | 0.01%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20571.60     | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2452.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     839000 | PA      | $850257.70    | 0.30%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      72000 | PA      | $76330.67     | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     316769 | PA      | $319612.00    | 0.11%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     465000 | PA      | $471427.81    | 0.17%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                     | Erste Group Bank AG                                                                                                                    | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $240548.96    | 0.09%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $1395.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   42500000 | PA      | $249374.98    | 0.09%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5281000 | PA      | $5133709.64   | 1.82%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     710000 | PA      | $732259.21    | 0.26%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1451.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      17000 | PA      | $14112.65     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     382000 | PA      | $462187.57    | 0.16%             | 2032-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                             | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     748000 | PA      | $781889.64    | 0.28%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39085 | PA      | $34811.91     | 0.01%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                            | SPX FLOW Inc                                                                                                                           | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     657000 | PA      | $680755.15    | 0.24%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $120.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27871.83     | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                                                                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22599.62     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2610000 | PA      | $2011623.28   | 0.71%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT SEP25                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -123 | NC      | $51569.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56602.63     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                          | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     410000 | PA      | $408010.11    | 0.14%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust         | Bayview Financial Revolving Asset Trust 2005-E                                                                                         | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56639 | PA      | $120340.13    | 0.04%             | 2040-12-28      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $2407.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                                                                       | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     768000 | PA      | $792432.18    | 0.28%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     145000 | PA      | $141185.09    | 0.05%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      28000 | PA      | $19372.30     | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CZ        |          1 | NC      | $122.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      54000 | PA      | $50939.19     | 0.02%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    5984000 | PA      | $3313011.23   | 1.18%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $48351.98     | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17629 | PA      | $15023.07     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                         | Summer BidCo BV                                                                                                                        | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     137228 | PA      | $162256.65    | 0.06%             | 2029-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1245417.73   | 0.44%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     451000 | PA      | $468296.30    | 0.17%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1188974.42   | 0.42%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      26000 | PA      | $27303.05     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1920.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     613224 | PA      | $659982.33    | 0.23%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                                                                            | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      76000 | PA      | $72012.53     | 0.03%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2022-FL8 Ltd                                                                                                                       | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110841 | PA      | $110241.35    | 0.04%             | 2037-02-19      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     368000 | PA      | $249483.25    | 0.09%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     382000 | PA      | $349322.08    | 0.12%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     226000 | PA      | $218483.74    | 0.08%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2025-1 LLC                                                                                                  | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50176.28     | 0.02%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                                       | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1068473.39   | 0.38%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                                      | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      29000 | PA      | $29326.16     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3161408 | PA      | $42726.42     | 0.02%             | 2031-01-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40475.76     | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      77000 | PA      | $76639.78     | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                                     | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     333000 | PA      | $337400.26    | 0.12%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19391.59     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     926000 | PA      | $906105.08    | 0.32%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     727000 | PA      | $701191.50    | 0.25%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                                    | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39866.52     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B36 Mortgage Trust                                                                                                      | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8921832 | PA      | $361137.00    | 0.13%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                       | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     502000 | PA      | $513951.11    | 0.18%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37367 | PA      | $34678.00     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                                            | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73670.90     | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                                                                           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      44000 | PA      | $39479.05     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $118486.48    | 0.04%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $159960.00    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $828.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     275000 | PA      | $264678.73    | 0.09%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     329000 | PA      | $295618.77    | 0.10%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     557000 | PA      | $574001.87    | 0.20%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                        | Unicaja Banco SA                                                                                                                       | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $117800.71    | 0.04%             | 2031-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $58472.06     | 0.02%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59997.66     | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye                                     | Republic of Turkiye                                                                                                                    | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     314000 | PA      | $305234.42    | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      56000 | PA      | $56132.83     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-21.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                                                                                 | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     459000 | PA      | $474051.22    | 0.17%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| INFORMA PLC                                             | Informa PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116491.07    | 0.04%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36647.75     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     328000 | PA      | $258864.03    | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821458 | PA      | $46482.78     | 0.02%             | 2030-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C9                                                                                                           | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2212860 | PA      | $145461.90    | 0.05%             | 2054-02-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                                          | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81000 | PA      | $81267.25     | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $408275.93    | 0.15%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                              | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     755000 | PA      | $737718.13    | 0.26%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56178.73     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-1669.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      36000 | PA      | $34457.87     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                                                                                                   | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     476000 | PA      | $466338.07    | 0.17%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                                                                      | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      86000 | PA      | $76430.12     | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102573 | PA      | $102106.42    | 0.04%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144656 | PA      | $143357.78    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-788.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     313000 | PA      | $326952.60    | 0.12%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     290000 | PA      | $278471.57    | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2020-1 Ltd                                                                                                                     | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     235000 | PA      | $233723.25    | 0.08%             | 2034-04-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                                                                                   | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     651000 | PA      | $597473.93    | 0.21%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      53000 | PA      | $43843.11     | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1285203.03   | 0.46%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                        | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $116480.73    | 0.04%             | 2035-11-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2470000 | PA      | $358771.63    | 0.13%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                    | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      94000 | PA      | $74854.01     | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-5874.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $80.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $64856.38     | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                                        | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      28000 | PA      | $24863.47     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $1271.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      51000 | PA      | $48944.10     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -175 | NC      | $-41108.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     191013 | PA      | $189475.24    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     425000 | PA      | $199698.92    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     134000 | PA      | $138346.06    | 0.05%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                                                                                    | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     498000 | PA      | $493209.19    | 0.18%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $-463.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     726000 | PA      | $827193.77    | 0.29%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     427000 | PA      | $425277.40    | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $168.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     297000 | PA      | $294738.17    | 0.10%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60586 | PA      | $50897.50     | 0.02%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38385G5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99772 | PA      | $98686.41     | 0.04%             | 2055-06-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $23.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     669000 | PA      | $690878.21    | 0.25%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 5YR BOND FUT DEC25                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         38 | NC      | $8647.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     515000 | PA      | $511687.83    | 0.18%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     114000 | PA      | $140659.30    | 0.05%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     768000 | PA      | $821090.30    | 0.29%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     273000 | PA      | $321311.97    | 0.11%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28923.84     | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                               | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     176000 | PA      | $174964.94    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     694000 | PA      | $687882.18    | 0.24%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                                 | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     483000 | PA      | $486191.76    | 0.17%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     104000 | PA      | $108469.15    | 0.04%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     241000 | PA      | $235750.30    | 0.08%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                                                | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     489000 | PA      | $327546.50    | 0.12%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                                                                                   | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      47000 | PA      | $42766.05     | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $6327.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                                                                       | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     736000 | PA      | $771922.69    | 0.27%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                                                                         | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1921437 | PA      | $122500.82    | 0.04%             | 2054-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4910.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118451.71    | 0.04%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                                                                                  | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37222.70     | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                                                                              | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69199.47     | 0.02%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      85170 | PA      | $85773.75     | 0.03%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $71405.99     | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38726.13     | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EP87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22742 | PA      | $23605.97     | 0.01%             | 2043-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FEZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15983000 | PA      | $59341.68     | 0.02%             | 2028-04-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                                                                             | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203829.33    | 0.07%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED HUF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $558.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48307.66     | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $751.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                             | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $320207.68    | 0.11%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     300000 | PA      | $316717.50    | 0.11%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $1774.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                                                                                | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     789000 | PA      | $804780.00    | 0.29%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK41                                                                                                                        | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257000 | PA      | $237960.16    | 0.08%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                                             | CUSIP: 87971MBV4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     151000 | PA      | $103341.02    | 0.04%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     102000 | PA      | $99693.26     | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     630000 | PA      | $651420.00    | 0.23%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                                                                                     | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     229000 | PA      | $229648.07    | 0.08%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                        | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $206500.00    | 0.07%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115681.74    | 0.04%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     519000 | PA      | $540616.35    | 0.19%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     519000 | PA      | $399630.00    | 0.14%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     784000 | PA      | $689920.00    | 0.25%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                | BHP Billiton Finance Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $116740.20    | 0.04%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                                                                            | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      62000 | PA      | $67207.04     | 0.02%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25394.42     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     268477 | PA      | $228988.52    | 0.08%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-6563.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      42000 | PA      | $41273.15     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                | Trustees of the University of Pennsylvania/The                                                                                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      35000 | PA      | $20164.39     | 0.01%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60615.49     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                      | New Flyer Holdings Inc                                                                                                                 | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     528000 | PA      | $566383.49    | 0.20%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     433000 | PA      | $437927.54    | 0.16%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                             | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     581000 | PA      | $535488.76    | 0.19%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                             | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $383724.65    | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                    | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     584000 | PA      | $535751.56    | 0.19%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     317000 | PA      | $326768.99    | 0.12%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     326000 | PA      | $321768.10    | 0.11%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      73000 | PA      | $77502.32     | 0.03%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                    | Terna - Rete Elettrica Nazionale                                                                                                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $116189.04    | 0.04%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                                           | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     808000 | PA      | $813039.50    | 0.29%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     663000 | PA      | $656642.54    | 0.23%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10222.33     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155961 | PA      | $133891.44    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                                       | LTRI HOLDINGS, LP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        615 | NS      | $92133.15     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      68000 | PA      | $57215.20     | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                   | Toll Road Investors Partnership II LP                                                                                                  | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     494697 | PA      | $165871.87    | 0.06%             | 2043-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19007.34     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                                                                      | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111595.60    | 0.04%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83786 | PA      | $69598.81     | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $992.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                                         | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     735000 | PA      | $751954.98    | 0.27%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                     | Amer Sports Co                                                                                                                         | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     790000 | PA      | $823475.46    | 0.29%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1167161.56   | 0.41%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79065 | PA      | $81403.58     | 0.03%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $498584.16    | 0.18%             | 2029-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     290000 | PA      | $285697.73    | 0.10%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2114000 | PA      | $2031697.75   | 0.72%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115881.88    | 0.04%             | 2032-07-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-54.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     428000 | PA      | $413315.79    | 0.15%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18371.35     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                                                                                   | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      71000 | PA      | $70667.11     | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-107.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                 | Vier Gas Transport GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117045.61    | 0.04%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     991000 | PA      | $976125.29    | 0.35%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                                                                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     611000 | PA      | $627023.48    | 0.22%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                                                                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     375000 | PA      | $504572.12    | 0.18%             | 2030-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Maya SAS/Paris France                                                                                                                  | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     366000 | PA      | $452710.60    | 0.16%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     620000 | PA      | $720872.75    | 0.26%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                             | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50000 | PA      | $45502.19     | 0.02%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                                                                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      53000 | PA      | $55459.05     | 0.02%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   32400000 | PA      | $246331.61    | 0.09%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                 | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $828316.50    | 0.29%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SM11689   IRS CNY R F  1.64450 SM11689_FIX CCPVANILLA / Short: SM11689   IRS CNY P V 03MCNRR SM11689_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15300000 | OU      | $4389.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     821000 | PA      | $841587.40    | 0.30%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                                                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     614000 | PA      | $630759.13    | 0.22%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $5907.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5600000 | PA      | $279299.42    | 0.10%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-20.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISLANDSBANKI                                            | Islandsbanki HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $119860.41    | 0.04%             | 2030-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  151000000 | PA      | $576893.88    | 0.20%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1060000000 | PA      | $719009.47    | 0.26%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      71000 | PA      | $71465.27     | 0.03%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $4142.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38875.19     | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                                                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      74000 | PA      | $75855.14     | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                                      | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3570269 | PA      | $172748.88    | 0.06%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     814000 | PA      | $794718.46    | 0.28%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                   | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     831000 | PA      | $829412.29    | 0.29%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     550000 | PA      | $572597.30    | 0.20%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     525000 | PA      | $525113.40    | 0.19%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $-1709.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                                                                          | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $178223.43    | 0.06%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                                                                            | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     771000 | PA      | $669132.70    | 0.24%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $217937.50    | 0.08%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                     | Sandoz Finance BV                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118670.56    | 0.04%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     744000 | PA      | $751913.57    | 0.27%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                                                                                   | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     259000 | PA      | $269995.33    | 0.10%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                                       | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     611000 | PA      | $594723.57    | 0.21%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                                                                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     401000 | PA      | $331025.74    | 0.12%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $594.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                                                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $407740.00    | 0.14%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18057.52     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719995 | PA      | $49931.58     | 0.02%             | 2030-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $97749.73     | 0.03%             | 2037-01-20      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     442000 | PA      | $453411.23    | 0.16%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                      | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118884.35    | 0.04%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      57000 | PA      | $58056.21     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40343.16     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $450824.47    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     452000 | PA      | $408199.14    | 0.14%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     151000 | PA      | $151493.03    | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41167.02     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     380000 | PA      | $427954.01    | 0.15%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                           | DISH DBS Corp                                                                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $418175.00    | 0.15%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                                                                           | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     623000 | PA      | $649394.64    | 0.23%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-12577.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                    | Volkswagen Bank GmbH                                                                                                                   | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116911.80    | 0.04%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     709000 | PA      | $800554.25    | 0.28%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                   | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      54000 | PA      | $41286.69     | 0.01%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     608000 | PA      | $612127.71    | 0.22%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43000 | PA      | $43075.95     | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                                   | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     552000 | PA      | $597522.34    | 0.21%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-48483.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                                                                                     | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     172678 | PA      | $173625.50    | 0.06%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                                                                             | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57471.13     | 0.02%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                  | Eurofins Scientific SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116977.63    | 0.04%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                         | M&T Bank Auto Receivables Trust 2025-1                                                                                                 | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175723 | PA      | $176134.02    | 0.06%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $46810.64     | 0.02%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $-701.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     711000 | PA      | $730496.33    | 0.26%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BUMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159929 | PA      | $161609.80    | 0.06%             | 2055-01-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $177658.84    | 0.06%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100281.25    | 0.04%             | 2041-06-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $117169.66    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                            | Amprion GmbH                                                                                                                           | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116859.11    | 0.04%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-9                                                                                                        | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     206397 | PA      | $205987.87    | 0.07%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                            | Peru LNG Srl                                                                                                                           | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     431701 | PA      | $410416.04    | 0.15%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-357.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-86.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                                                                      | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56220.49     | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK35                                                                                                                        | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1284834 | PA      | $55523.32     | 0.02%             | 2064-06-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  166500000 | PA      | $1114758.60   | 0.40%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     246000 | PA      | $238507.80    | 0.08%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     564656 | PA      | $561949.77    | 0.20%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                                         | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87381.12     | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     692000 | PA      | $694342.69    | 0.25%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $93.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     115000 | PA      | $107393.50    | 0.04%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     552000 | PA      | $579296.40    | 0.21%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     268000 | PA      | $310673.43    | 0.11%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $99.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     713000 | PA      | $691379.63    | 0.25%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     201000 | PA      | $209249.64    | 0.07%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-1498.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19208.73     | 0.01%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     677000 | PA      | $675395.92    | 0.24%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1494826.10   | 0.53%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2680000 | PA      | $401650.87    | 0.14%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B26 Mortgage Trust                                                                                                      | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5353509 | PA      | $183312.70    | 0.07%             | 2054-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| MAXEDA DIY HOLDING BV                                   | Maxeda DIY Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |     345000 | PA      | $379642.63    | 0.13%             | 2026-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     407969 | PA      | $149928.61    | 0.05%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     347000 | PA      | $360160.67    | 0.13%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                                                                                    | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     115000 | PA      | $62292.68     | 0.02%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                      | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16358.06     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1579.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                                                                          | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      89000 | PA      | $93314.46     | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     239000 | PA      | $226398.13    | 0.08%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Maya SAS/Paris France                                                                                                                  | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119661.08    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     635400 | PA      | $629685.09    | 0.22%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102596 | PA      | $87493.55     | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31376KQF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12257 | PA      | $12719.49     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  295000000 | PA      | $1160206.87   | 0.41%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                           | Volvo Financial Equipment LLC Series 2024-1                                                                                            | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      62003 | PA      | $62073.86     | 0.02%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                 | Dealer Tire LLC / DT Issuer LLC                                                                                                        | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     569000 | PA      | $551698.76    | 0.20%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38381NMU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     123722 | PA      | $125499.94    | 0.04%             | 2055-06-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61688.40     | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                          | LoanCore 2021-CRE5 Issuer Ltd                                                                                                          | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99746.09     | 0.04%             | 2036-07-15      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $145752.05    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $2367.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18782.74     | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BWXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137616 | PA      | $138500.09    | 0.05%             | 2055-07-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $725.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HJAS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107447 | PA      | $108274.16    | 0.04%             | 2055-02-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     644000 | PA      | $587822.21    | 0.21%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CRH FIN UK PLC                                          | Crh Finance UK PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131965.27    | 0.05%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-202.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20988 | PA      | $16758.74     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $163809.38    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CEZ AS                                                  | CEZ AS                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $119310.12    | 0.04%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                    | National Grid North America Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117527.23    | 0.04%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                 | Algonquin Power & Utilities Corp                                                                                                       | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $28197.50     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                 | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                             | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $399955.50    | 0.14%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                                                                                  | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19703.50     | 0.01%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $545.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     473000 | PA      | $452825.37    | 0.16%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     401000 | PA      | $398652.95    | 0.14%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-7680.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     367000 | PA      | $404571.63    | 0.14%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                                                                                | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     734000 | PA      | $753731.39    | 0.27%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896340 | PA      | $62551.54     | 0.02%             | 2030-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                        | Japan Government Five Year Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   75000000 | PA      | $507492.09    | 0.18%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40269 | PA      | $33450.34     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     100000 | PA      | $139794.16    | 0.05%             | 2030-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO                                                                                                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     298000 | PA      | $303234.07    | 0.11%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1209.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                  | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                               | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     246000 | PA      | $241161.06    | 0.09%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          2 | NC      | $-116.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     229000 | PA      | $236722.54    | 0.08%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3712066 | PA      | $84915.74     | 0.03%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B28 Mortgage Trust                                                                                                      | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2275002 | PA      | $118013.69    | 0.04%             | 2054-08-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     761000 | PA      | $766479.20    | 0.27%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      69000 | PA      | $70468.70     | 0.03%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XJXX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     433993 | PA      | $405104.59    | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60418 | PA      | $60112.42     | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $-5141.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     297000 | PA      | $312393.81    | 0.11%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                                               | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $999537.96    | 0.36%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3377.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                         | 180 Medical Inc                                                                                                                        | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     965000 | PA      | $925571.93    | 0.33%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                          | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     158000 | PA      | $160766.42    | 0.06%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                            | FORT CRE 2022-FL3 Issuer LLC                                                                                                           | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      78311 | PA      | $78215.92     | 0.03%             | 2039-02-23      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                                                                          | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     518000 | PA      | $428546.89    | 0.15%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avation Capital SA                                      | Avation Capital SA                                                                                                                     | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |     874138 | PA      | $867243.80    | 0.31%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     175000 | PA      | $182425.22    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                                                                                     | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      23000 | PA      | $23661.65     | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $1467.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                                                                                  | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     345000 | PA      | $366511.10    | 0.13%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1010673.59   | 0.36%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                                                     | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     221000 | PA      | $220706.36    | 0.08%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                     | ACREC 2021-FL1 Ltd                                                                                                                     | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     229500 | PA      | $229578.44    | 0.08%             | 2036-10-16      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp                        | IOWA ST STUDENT LOAN LIQUIDITY CORP                                                                                                    | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |      60000 | PA      | $57441.77     | 0.02%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $-66.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                                                                          | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     712000 | PA      | $689176.56    | 0.24%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                    | MASSACHUSETTS ST HSG FIN AGY HSG REVENUE                                                                                               | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     145000 | PA      | $148277.26    | 0.05%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-8349.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      83000 | PA      | $83923.80     | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     552000 | PA      | $576269.78    | 0.20%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                      | BSPRT 2021-FL7 Issuer Ltd                                                                                                              | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99337.00     | 0.04%             | 2038-12-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                 | Nestle Finance International Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      40000 | PA      | $44490.46     | 0.02%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $415090.02    | 0.15%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      61000 | PA      | $61134.00     | 0.02%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     650000 | PA      | $513500.00    | 0.18%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     497000 | PA      | $435541.48    | 0.15%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     768494 | PA      | $488185.81    | 0.17%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                             | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     186000 | PA      | $184267.50    | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28125.49     | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $745.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                                                                                    | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     738000 | PA      | $747450.09    | 0.27%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66471 | PA      | $60692.36     | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     656000 | PA      | $721215.58    | 0.26%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE DISTRICT BONDCO                                  | Empire District Bondco LLC                                                                                                             | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142155 | PA      | $143984.39    | 0.05%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100793.81    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                          | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      26000 | PA      | $28237.82     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     476000 | PA      | $495698.78    | 0.18%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     195000 | PA      | $203566.74    | 0.07%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44658.90     | 0.02%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1042.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | N/A       |          1 | NC      | $-262.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $126420.70    | 0.04%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     707000 | PA      | $681911.04    | 0.24%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                   | Foundation Building Materials Inc                                                                                                      | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     867000 | PA      | $876593.36    | 0.31%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                                            | Virtusa Corp                                                                                                                           | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     394000 | PA      | $383941.89    | 0.14%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                                  | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     671000 | PA      | $688842.56    | 0.24%             | 2030-10-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622170.00    | 0.22%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     108000 | PA      | $94950.33     | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                                              | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20447.79     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $4951156.25   | 1.76%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     194000 | PA      | $199987.42    | 0.07%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  172550000 | PA      | $911014.22    | 0.32%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                 | RTE Reseau de Transport d'Electricite SADIR                                                                                            | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114507.34    | 0.04%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                             | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      50000 | PA      | $51024.50     | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     447000 | PA      | $445472.60    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     670491 | PA      | $32935.59     | 0.01%             | 2031-07-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     361000 | PA      | $354064.87    | 0.13%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     812000 | PA      | $836734.33    | 0.30%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                                     | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    1049000 | PA      | $1101220.27   | 0.39%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM11759   IRS USD R V 12MUSCPI SM11759_FLO CCPINFLATIONZERO / Short: BM11759   IRS USD P F  2.46300 SM11759_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     800000 | OU      | $11322.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44480.26     | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crest Ltd                                               | CREST 2004-1 Ltd                                                                                                                       | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |    4586320 | PA      | $45.86        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     703000 | PA      | $633130.10    | 0.22%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101993.79    | 0.04%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HMJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92340 | PA      | $92644.27     | 0.03%             | 2055-08-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                | Siemens Financieringsmaatschappij NV                                                                                                   | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116040.45    | 0.04%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $616972.20    | 0.22%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     901677 | PA      | $44724.71     | 0.02%             | 2030-11-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     635000 | PA      | $656758.91    | 0.23%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     542000 | PA      | $565096.79    | 0.20%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $886.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                                                                                  | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     872000 | PA      | $890011.16    | 0.32%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5513000 | PA      | $4887188.39   | 1.74%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     501000 | PA      | $519441.81    | 0.18%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      26000 | PA      | $28525.79     | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117210.16    | 0.04%             | 2029-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     888000 | PA      | $900789.86    | 0.32%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78197 | PA      | $78168.14     | 0.03%             | 2054-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4D82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15572000 | PA      | $113730.10    | 0.04%             | 2028-02-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1225613.61   | 0.44%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                                                                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     990000 | PA      | $873815.98    | 0.31%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     381000 | PA      | $394799.82    | 0.14%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                   | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     516000 | PA      | $558709.84    | 0.20%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     110000 | PA      | $127300.21    | 0.05%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29299.85     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-3 LLC                                                                                                  | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36983 | PA      | $37178.10     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     109000 | PA      | $111060.86    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $48633.51     | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116796.78    | 0.04%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                                                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      78000 | PA      | $74471.34     | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                                                                           | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     410000 | PA      | $434540.14    | 0.15%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36576000 | PA      | $128056.23    | 0.05%             | 2028-02-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116936.78    | 0.04%             | 2037-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                                     | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     242000 | PA      | $249945.34    | 0.09%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     440000 | PA      | $262451.20    | 0.09%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      86000 | PA      | $79297.77     | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117551.90    | 0.04%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $475.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                                                                                | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     855000 | PA      | $902407.23    | 0.32%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     741000 | PA      | $751967.54    | 0.27%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     243000 | PA      | $240541.82    | 0.09%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                                       | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84216.87     | 0.03%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1150000 | PA      | $1010873.00   | 0.36%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51359.32     | 0.02%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5222.41      | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                                                                            | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     987000 | PA      | $980028.42    | 0.35%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                                                                            | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     755000 | PA      | $755021.90    | 0.27%             | 2036-07-15      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B18 Mortgage Trust                                                                                                      | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2751449 | PA      | $146896.26    | 0.05%             | 2053-07-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      89000 | PA      | $85841.31     | 0.03%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 5200000000 | PA      | $318186.33    | 0.11%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     357000 | PA      | $359114.51    | 0.13%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-484.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-18.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                                                                               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     562000 | PA      | $514028.75    | 0.18%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                    | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     523000 | PA      | $548114.46    | 0.19%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                                                                              | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      53000 | PA      | $37596.25     | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                    | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1407475.42   | 0.50%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                                                                             | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     299000 | PA      | $295967.45    | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   15606000 | PA      | $396131.76    | 0.14%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                            | IAMGOLD Corp                                                                                                                           | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $471725.21    | 0.17%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                                                                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55671.02     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99206.11     | 0.04%             | 2038-04-18      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                            | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     482000 | PA      | $505780.92    | 0.18%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                  | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     537000 | PA      | $550718.57    | 0.20%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     113000 | PA      | $101977.55    | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                 | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $697957.34    | 0.25%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     731897 | PA      | $54695.61     | 0.02%             | 2030-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                     | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     771000 | PA      | $792111.52    | 0.28%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22489 | PA      | $18026.26     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      75000 | PA      | $78191.27     | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $-3649.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2699427 | PA      | $77211.71     | 0.03%             | 2031-09-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77442.04     | 0.03%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     630000 | PA      | $645435.00    | 0.23%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1551328.13   | 0.55%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                                                                          | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     474000 | PA      | $492838.18    | 0.18%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                               | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3705182 | PA      | $139759.45    | 0.05%             | 2054-11-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3480.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $562.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1164269.76   | 0.41%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $350.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     345000 | PA      | $319395.86    | 0.11%             | 2027-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $571169.31    | 0.20%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                | MFS Institutional Money Market Portfolio                                                                                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |   13622325 | NS      | $13623686.85  | 4.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                              | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     713000 | PA      | $743645.53    | 0.26%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     763000 | PA      | $781510.38    | 0.28%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                                                                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      47858 | PA      | $48153.08     | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1004000 | PA      | $896517.68    | 0.32%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      37000 | PA      | $37591.19     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Maya SAS/Paris France                                                                                                                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     781000 | PA      | $794773.72    | 0.28%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89737 | PA      | $77698.00     | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      93000 | PA      | $66894.18     | 0.02%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -11 | NC      | $1646.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     787000 | PA      | $660131.67    | 0.23%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                                                            | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     407000 | PA      | $415748.87    | 0.15%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 4031000000 | PA      | $246800.90    | 0.09%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43483.79     | 0.02%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     651000 | PA      | $634711.65    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46563 | PA      | $47598.21     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                                                                      | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     349917 | PA      | $350772.55    | 0.12%             | 2039-03-19      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     935000 | PA      | $1118498.78   | 0.40%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                                                                              | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $832240.80    | 0.30%             | 2029-05-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                                                                                    | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120942.04    | 0.04%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-154.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                                            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     579000 | PA      | $614582.45    | 0.22%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                      | BSPRT 2021-FL7 Issuer Ltd                                                                                                              | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99960.00     | 0.04%             | 2038-12-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $625.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     833000 | PA      | $824901.49    | 0.29%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                             | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25000 | PA      | $22695.43     | 0.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116950.54    | 0.04%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22564 | PA      | $19989.57     | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102150.33    | 0.04%             | 2041-07-05      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140N5MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92892 | PA      | $93859.99     | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $492643.98    | 0.17%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     454000 | PA      | $409735.00    | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     547000 | PA      | $566300.53    | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $17405.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     463000 | PA      | $465367.19    | 0.17%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XQPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342915 | PA      | $298736.11    | 0.11%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40364.00     | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $734180.64    | 0.26%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1057250000 | PA      | $742259.15    | 0.26%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                                         | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      22000 | PA      | $17039.34     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM11734   IRS USD R V 12MUSCPI SM11734_FLO CCPINFLATIONZERO / Short: BM11734   IRS USD P F  2.52300 SM11734_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3400000 | OU      | $37269.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -109 | NC      | $-48088.62    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| P3 GROUP SARL                                           | P3 Group Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $117874.65    | 0.04%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     428000 | PA      | $496746.43    | 0.18%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                                                                                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     710000 | PA      | $732324.04    | 0.26%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                                                                            | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     909000 | PA      | $948152.60    | 0.34%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     611000 | PA      | $558338.44    | 0.20%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42340.27     | 0.02%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $128325.83    | 0.05%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                                                                      | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      67000 | PA      | $69494.69     | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31401WV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17382 | PA      | $17600.23     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $99219.80     | 0.04%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      77000 | PA      | $78233.11     | 0.03%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-8860.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $805.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-432.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56137.08     | 0.02%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                           | LFS Topco LLC                                                                                                                          | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     586000 | PA      | $573240.55    | 0.20%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                      | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                            | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $117505.13    | 0.04%             | 2031-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182722 | PA      | $179910.37    | 0.06%             | 2052-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | Deutsche Telekom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      30000 | PA      | $32456.46     | 0.01%             | 2045-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7971.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     271000 | PA      | $291010.10    | 0.10%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     693000 | PA      | $692747.96    | 0.25%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                                                                        | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      95164 | PA      | $95787.61     | 0.03%             | 2069-02-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     344000 | PA      | $247206.11    | 0.09%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     955000 | PA      | $919373.06    | 0.33%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89945 | PA      | $70251.08     | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                                  | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $254130.39    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $1096.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $807.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |          1 | NC      | $4320.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                                     | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $204007.20    | 0.07%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $1088.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                                                                                | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |     500000 | PA      | $533327.63    | 0.19%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     566000 | PA      | $557674.20    | 0.20%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                             | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     577000 | PA      | $592452.64    | 0.21%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $118437.61    | 0.04%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                  | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1300094.46   | 0.46%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $93494.83     | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $783.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130423.93    | 0.05%             | 2034-05-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                              | TDC Net A/S                                                                                                                            | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $120501.17    | 0.04%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                                                                                 | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2889265 | PA      | $116202.21    | 0.04%             | 2054-06-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                         | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1388000 | PA      | $1380255.99   | 0.49%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | N/A       |          1 | NC      | $-149.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                                  | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     459000 | PA      | $395933.93    | 0.14%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-PURE                                                                                                 | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     147723 | PA      | $108661.91    | 0.04%             | 2041-11-15      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                            | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     731000 | PA      | $764060.21    | 0.27%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     114000 | PA      | $118545.86    | 0.04%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                  | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     822000 | PA      | $859332.77    | 0.31%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     743000 | PA      | $750722.74    | 0.27%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $25688.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L5                                                                                                 | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1010314 | PA      | $46633.45     | 0.02%             | 2054-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                                                                      | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13288.25     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     946000 | PA      | $1000753.53   | 0.36%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                                                                                         | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     805000 | PA      | $742495.21    | 0.26%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $60814.43     | 0.02%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $980.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      96000 | PA      | $97055.07     | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance                                                        | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1141627.30   | 0.41%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                       | CNH Industrial NV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115572.99    | 0.04%             | 2035-09-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                         | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     244000 | PA      | $245132.69    | 0.09%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                                                                         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $789504.13    | 0.28%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119201.23    | 0.04%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     496000 | PA      | $512984.03    | 0.18%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      90000 | PA      | $111455.59    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3328.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     115000 | PA      | $120059.98    | 0.04%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1587.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                              | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     646000 | PA      | $663458.80    | 0.24%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $66754.21     | 0.02%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3118.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |          1 | NC      | $4660.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                            | Alliander NV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115892.26    | 0.04%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     412000 | PA      | $401935.87    | 0.14%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     535000 | PA      | $562268.35    | 0.20%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $295591.80    | 0.10%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                     | Toledo Hospital/The                                                                                                                    | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     142000 | PA      | $138297.03    | 0.05%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31402KJ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2607 | PA      | $2638.75      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     186000 | PA      | $196162.67    | 0.07%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15219000 | PA      | $9369196.88   | 3.33%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                              | MICHIGAN ST FIN AUTH REVENUE                                                                                                           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      70000 | PA      | $58470.36     | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                                                                            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $433364.67    | 0.15%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AVIVA PLC                                               | Aviva PLC                                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118977.59    | 0.04%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     207850 | PA      | $276805.06    | 0.10%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     739000 | PA      | $733857.89    | 0.26%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                                                                                     | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     674000 | PA      | $713280.72    | 0.25%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                                                                         | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $738214.67    | 0.26%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                                                                            | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     213000 | PA      | $213003.62    | 0.08%             | 2036-07-15      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3104.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31598.65     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $19054.27     | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     593494 | PA      | $515290.32    | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     593000 | PA      | $598765.15    | 0.21%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     209000 | PA      | $229246.46    | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100881.44    | 0.04%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                     | Shurgard Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116931.41    | 0.04%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     571000 | PA      | $577078.96    | 0.20%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK34                                                                                                                        | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987493 | PA      | $38638.15     | 0.01%             | 2063-06-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     202000 | PA      | $180949.64    | 0.06%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |       6125 | NS      | $3642.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     157000 | PA      | $151493.68    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     845640 | PA      | $61360.65     | 0.02%             | 2030-04-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2034877 | PA      | $151400.34    | 0.05%             | 2030-05-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     329000 | PA      | $337149.10    | 0.12%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     259000 | PA      | $266742.29    | 0.09%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     287000 | PA      | $292892.97    | 0.10%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     505000 | PA      | $523994.57    | 0.19%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     308000 | PA      | $320277.19    | 0.11%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $203642.00    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19784 | PA      | $18608.30     | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -13 | NC      | $-3601.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $209563.90    | 0.07%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     181000 | PA      | $177398.10    | 0.06%             | 2030-07-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130365.92    | 0.05%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-1                                                                                                      | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     102751 | PA      | $103372.75    | 0.04%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     650000 | PA      | $665491.45    | 0.24%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     573000 | PA      | $589575.17    | 0.21%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $212730.77    | 0.08%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                | EPH Financing International AS                                                                                                         | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $118681.14    | 0.04%             | 2032-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $181316.10    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59484.12     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                                  | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     212000 | PA      | $219991.53    | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     533000 | PA      | $499059.15    | 0.18%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                   | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      97000 | PA      | $65176.15     | 0.02%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     289000 | PA      | $297798.89    | 0.11%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        759 | PA      | $786.15       | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C7                                                                                                           | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1905822 | PA      | $89245.25     | 0.03%             | 2053-04-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     783000 | PA      | $937430.10    | 0.33%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $613.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37611.22     | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    7214000 | PA      | $199124.39    | 0.07%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $153388.79    | 0.05%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     659754 | PA      | $19580.25     | 0.01%             | 2031-12-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     784000 | PA      | $817675.15    | 0.29%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $88.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $30.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     306000 | PA      | $319994.30    | 0.11%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6023.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3678.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-14306.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                                    | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58000.00     | 0.02%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                  | Indian Railway Finance Corp Ltd                                                                                                        | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $734554.06    | 0.26%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175457.25    | 0.06%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40969 | PA      | $38508.87     | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-12645.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                  | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     560000 | PA      | $564138.40    | 0.20%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455646 | PA      | $23590.48     | 0.01%             | 2030-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                 | Penske Automotive Group Inc                                                                                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     659000 | PA      | $628349.84    | 0.22%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-574.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                                                                          | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     116000 | PA      | $119471.53    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $1868.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1334.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     430000 | PA      | $402058.00    | 0.14%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     228000 | PA      | $239008.75    | 0.08%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $406013.20    | 0.14%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64935 | PA      | $67574.09     | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                                                                               | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     234000 | PA      | $243401.42    | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                                                                             | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $113671.79    | 0.04%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                   | Legal & General Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116312.62    | 0.04%             | 2055-09-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     866000 | PA      | $678728.11    | 0.24%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                             | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     206385 | PA      | $211084.39    | 0.07%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $7131523.42   | 2.53%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      38000 | PA      | $38986.90     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $4041.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                                                                            | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     361000 | PA      | $360189.16    | 0.13%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1082000 | PA      | $1106048.53   | 0.39%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1165582.38   | 0.41%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM11815   IRS USD R V 12MUSCPI SM11815_FLO CCPINFLATIONZERO / Short: BM11815   IRS USD P F  2.74500 SM11815_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3900000 | OU      | $24241.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      62000 | PA      | $47273.21     | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-351.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $4716.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     311000 | PA      | $327883.26    | 0.12%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CLP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $294.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $9377.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      85000 | PA      | $80767.69     | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                            | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $306903.35    | 0.11%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118507 | PA      | $119524.36    | 0.04%             | 2055-06-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $52.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                          | CCM Merger Inc                                                                                                                         | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |     617000 | PA      | $617589.24    | 0.22%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98749.95     | 0.04%             | 2037-01-20      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-7008.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                          | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     552000 | PA      | $576892.73    | 0.20%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                                                                        | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      79000 | PA      | $77252.15     | 0.03%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     382000 | PA      | $353923.00    | 0.13%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2021-FL4 Issuer Ltd                                                                                                               | CUSIP: 87276WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $149625.45    | 0.05%             | 2038-03-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  664670000 | PA      | $451321.53    | 0.16%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     316000 | PA      | $317069.34    | 0.11%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1916000 | PA      | $1821869.22   | 0.65%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                           | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $176273.54    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $254778.21    | 0.09%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                  | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     650000 | PA      | $653038.13    | 0.23%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      84000 | PA      | $67170.06     | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     291000 | PA      | $309117.90    | 0.11%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                                 | Petra Diamonds US Treasury PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |     305656 | PA      | $172698.98    | 0.06%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                                                                                | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62776.56     | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                    | Glencore Capital Finance DAC                                                                                                           | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $118120.37    | 0.04%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $71.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                                                                                | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     618788 | PA      | $638898.61    | 0.23%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     343000 | PA      | $311065.47    | 0.11%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     843000 | PA      | $881756.08    | 0.31%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    8790000 | PA      | $4956222.15   | 1.76%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $16.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24702.03     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                 | Marathon Petroleum Corp                                                                                                                | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      48000 | PA      | $49018.95     | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                  | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $710252.53    | 0.25%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     708000 | PA      | $734018.29    | 0.26%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     448000 | PA      | $8468.14      | 0.00%             | 2027-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                                                                                | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57367.04     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     421000 | PA      | $403283.18    | 0.14%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     539000 | PA      | $538267.34    | 0.19%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 31297C5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16292 | PA      | $16709.45     | 0.01%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     313000 | PA      | $318823.05    | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                                                                       | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     129000 | PA      | $129317.07    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $424.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1092000 | PA      | $1076543.07   | 0.38%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $-545.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19946 | PA      | $17439.06     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36485.34     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $527243.32    | 0.19%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     990000 | PA      | $988335.71    | 0.35%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      83000 | PA      | $79815.86     | 0.03%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-690.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1076112.92   | 0.38%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-200.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42426 | PA      | $42965.35     | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1375858.88   | 0.49%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     292284 | PA      | $294269.17    | 0.10%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     493000 | PA      | $520790.34    | 0.18%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     732000 | PA      | $712256.42    | 0.25%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     500000 | PA      | $507050.00    | 0.18%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARKEMA                                                  | Arkema SA                                                                                                                              | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116563.68    | 0.04%             | 2030-05-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     785000 | PA      | $774189.84    | 0.27%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                                                | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      63000 | PA      | $45507.16     | 0.02%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                     | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     703000 | PA      | $661136.21    | 0.23%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp                                   | Encompass Health Corp                                                                                                                  | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69930.00     | 0.02%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                             | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1351294.32   | 0.48%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59000 | PA      | $61036.45     | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116962.71    | 0.04%             | 2034-06-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $179.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     394000 | PA      | $409175.70    | 0.15%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $15119.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                                                 | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $117541.94    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    6720000 | PA      | $934742.89    | 0.33%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $325.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1871000 | PA      | $550340.11    | 0.20%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     955000 | PA      | $1137164.98   | 0.40%             | 2035-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                           | Videotron Ltd                                                                                                                          | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      71000 | PA      | $68538.47     | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                        | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     110000 | PA      | $129208.86    | 0.05%             | 2033-05-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     504000 | PA      | $498338.06    | 0.18%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      53000 | PA      | $56706.24     | 0.02%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-326.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-224.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     397000 | PA      | $409431.26    | 0.15%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67611 | PA      | $67540.63     | 0.02%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     406000 | PA      | $415456.19    | 0.15%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $117325.63    | 0.04%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     944000 | PA      | $853938.34    | 0.30%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17581 | PA      | $15395.06     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     656000 | PA      | $643494.74    | 0.23%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     692000 | PA      | $716491.26    | 0.25%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                                                                               | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     731000 | PA      | $764193.98    | 0.27%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190000 | PA      | $188424.20    | 0.07%             | 2038-04-18      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -52 | NC      | $-18126.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $171000.00    | 0.06%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47070.90     | 0.02%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND SEP25                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -6 | NC      | $39294.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1234.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $207580.00    | 0.07%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $210183.20    | 0.07%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $6687.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $1648.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     296000 | PA      | $297023.86    | 0.11%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     293000 | PA      | $329950.38    | 0.12%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                                                                        | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1562949 | PA      | $47164.50     | 0.02%             | 2054-04-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                 | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     208000 | PA      | $207496.07    | 0.07%             | 2037-01-15      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                                                                                  | CUSIP: 14919LAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     126020 | PA      | $126017.98    | 0.04%             | 2034-04-25      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      98000 | PA      | $97384.61     | 0.03%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-2272.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     442000 | PA      | $469824.34    | 0.17%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      46000 | PA      | $28756.32     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     481000 | PA      | $506258.32    | 0.18%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     536000 | PA      | $567078.89    | 0.20%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $115855.04    | 0.04%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                  | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     287000 | PA      | $291758.27    | 0.10%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     792000 | PA      | $804709.22    | 0.29%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $182.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29749 | PA      | $27985.69     | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $133.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     815000 | PA      | $823098.66    | 0.29%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1080653.34   | 0.38%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                   | GYP Holdings III Corp                                                                                                                  | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     639000 | PA      | $646370.87    | 0.23%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     761000 | PA      | $731826.61    | 0.26%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                 | JT International Financial Services BV                                                                                                 | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117026.03    | 0.04%             | 2055-09-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117487.63    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      54000 | PA      | $52892.56     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                     | White Cap Buyer LLC                                                                                                                    | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     794000 | PA      | $793119.53    | 0.28%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-644.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217292 | PA      | $180498.31    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                 | Norway Government Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    5688000 | PA      | $556361.32    | 0.20%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $-304.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $771.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $-7.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    9110000 | PA      | $1380525.38   | 0.49%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-476.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      79000 | PA      | $77278.29     | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     348000 | PA      | $363171.06    | 0.13%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      77000 | PA      | $78443.98     | 0.03%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     448047 | PA      | $380839.95    | 0.14%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     355086 | PA      | $8183.12      | 0.00%             | 2030-01-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                        | Taseko Mines Ltd                                                                                                                       | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     587000 | PA      | $617157.13    | 0.22%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |          1 | NC      | $94.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      61000 | PA      | $66284.09     | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-509.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                | Arqiva Broadcast Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $138443.46    | 0.05%             | 2030-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                        | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     316000 | PA      | $310725.68    | 0.11%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $34.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6200000 | PA      | $6163671.84   | 2.19%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     494000 | PA      | $330318.63    | 0.12%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                                                                      | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6749784 | PA      | $345005.78    | 0.12%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                               | Pluxee NV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117391.73    | 0.04%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83000 | PA      | $80627.92     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31996.33     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     583000 | PA      | $607983.53    | 0.22%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31679 | PA      | $29352.52     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $434.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     929000 | PA      | $1062803.63   | 0.38%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $174379.55    | 0.06%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     847000 | PA      | $998232.95    | 0.35%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     600000 | PA      | $632700.00    | 0.22%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2006.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $585.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     537000 | PA      | $557751.83    | 0.20%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $1012.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77647.05     | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                                                                          | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     176000 | PA      | $175037.37    | 0.06%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $113016.03    | 0.04%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1835427 | PA      | $64842.14     | 0.02%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     337000 | PA      | $341091.74    | 0.12%             | 2027-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     897000 | PA      | $936505.67    | 0.33%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT DEC25                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         16 | NC      | $5661.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     287000 | PA      | $309296.17    | 0.11%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83212 | PA      | $69248.69     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40097.20     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      38000 | PA      | $40231.80     | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     845000 | PA      | $833035.14    | 0.30%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     720000 | PA      | $708931.81    | 0.25%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-332.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                          | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     857000 | PA      | $811918.20    | 0.29%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM2 Trust                                                                                                                    | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     202830 | PA      | $204028.98    | 0.07%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SM11716   IRS CNY R F  1.49000 SM11716_FIX CCPVANILLA / Short: SM11716   IRS CNY P V 03MCNRR SM11716_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4800000 | OU      | $-2986.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-708.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     332000 | PA      | $393575.94    | 0.14%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     361000 | PA      | $371368.64    | 0.13%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                                                                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     260000 | PA      | $209090.15    | 0.07%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     628000 | PA      | $651291.26    | 0.23%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-108.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                                                                          | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     820000 | PA      | $850056.28    | 0.30%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9746.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                      | Belfius Bank SA                                                                                                                        | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $117767.14    | 0.04%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** MFS CHARTER INCOME TRUST

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer