# EDGAR Filing Document

**Accession Number:** 0001475712
**File Stem:** 0001410368-25-012481
**Filing Date:** 2025-9
**Character Count:** 947179
**Document Hash:** 4b9da39b9b434c882e972a23e9d2c86b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012481.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012481

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Opportunities Portfolio
- **CENTRAL INDEX KEY:** 0001475712

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22350
- **FILM NUMBER:** 251350608

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6174828260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

## Series and Classes Contracts Data

### Global Opportunities Portfolio (Series ID: S000027417)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000082717 | Global Opportunities Portfolio |  |

## Nport-Ex

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 12.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| ACHM Mortgage Trust, Series 2024-HE1, Class B, 7.26%, 5/25/39<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;$773979 |
| ACM Auto Trust, Series 2025-1A, Class B, 7.87%, 11/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1021400 |
| AIMCO CLO 11 Ltd., Series 2020-11A, Class D1R2, 7.272%, (3 mo. SOFR + 2.95%), 7/17/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4016412 |
| Allegany Park CLO Ltd., Series 2019-1A, Class ER, 10.726%, (3 mo. SOFR + 6.40%), 1/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1004286 |
| AMSR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class G, 4.612%, 6/17/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2129093 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR1, Class G, 5.00%, 3/17/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 13676125 |
| ARES LXI CLO Ltd., Series 2021-61A, Class ER, 11.166%, (3 mo. SOFR + 6.84%), 4/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp; 3359973 |
| Babson CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class D, 10.079%, (3 mo. SOFR + 5.762%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4969300 |
| &nbsp;&nbsp;&nbsp;Series 2022-4A, Class D1R, 7.576%, (3 mo. SOFR + 3.25%), 10/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5024545 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class E, 10.226%, (3 mo. SOFR + 5.90%), 7/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2020862 |
| Ballyrock CLO 14 Ltd., Series 2020-14A, Class C2R, 8.576%, (3 mo. SOFR + 4.25%), 7/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2521140 |
| Ballyrock CLO 15 Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class D1R, 7.168%, (3 mo. SOFR + 2.85%), 1/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7014616 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class ER, 9.568%, (3 mo. SOFR + 5.25%), 1/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1963404 |
| Ballyrock CLO 16 Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-16A, Class C1R, 7.076%, (3 mo. SOFR + 2.75%), 4/20/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2953089 |
| &nbsp;&nbsp;&nbsp;Series 2021-16A, Class DR, 9.476%, (3 mo. SOFR + 5.15%), 4/20/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2960844 |
| Ballyrock CLO 18 Ltd., Series 2021-18A, Class DR, 10.068%, (3 mo. SOFR + 5.75%), 4/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1974950 |
| Barings CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class D2, 7.976%, (3 mo. SOFR + 3.65%), 4/20/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3013137 |
| &nbsp;&nbsp;&nbsp;Series 2025-1A, Class E, 8.926%, (3 mo. SOFR + 4.60%), 4/20/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3977588 |
| Battalion CLO 18 Ltd., Series 2024-25A, Class D, 8.676%, (3 mo. SOFR + 4.35%), 3/13/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5043465 |
| Battalion CLO XXII Ltd., Series 2021-22A, Class D, 7.937%, (3 mo. SOFR + 3.612%), 1/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1893384 |
| Battalion CLO XXIX Ltd., Series 2025-29A, Class D1, 7.581%, (3 mo. SOFR + 3.30%), 3/31/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5031915 |
| Bear Mountain Park CLO Ltd., Series 2022-1A, Class ER, 10.268%, (3 mo. SOFR + 5.95%), 7/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp; 1389182 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Benefit Street Partners CLO 41 Ltd., Series 2025-41A, Class D1, 7.068%, (3 mo. SOFR + 2.75%), 7/25/38<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;$5012655 |
| Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class DR, 10.187%, (3 mo. SOFR + 5.862%), 1/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4929200 |
| Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class D1, 7.368%, (3 mo. SOFR + 3.05%), 10/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3015006 |
| Benefit Street Partners CLO XVI Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-16A, Class D1R2, 7.022%, (3 mo. SOFR + 2.70%), 1/17/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2006938 |
| &nbsp;&nbsp;&nbsp;Series 2018-16A, Class D2R2, 8.322%, (3 mo. SOFR + 4.00%), 1/17/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2514390 |
| Benefit Street Partners CLO XXII Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-22A, Class DRR, 7.076%, (3 mo. SOFR + 2.75%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2002238 |
| &nbsp;&nbsp;&nbsp;Series 2020-22A, Class ERR, 9.225%, (3 mo. SOFR + 4.90%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2005214 |
| Betony CLO 2 Ltd., Series 2018-1A, Class D, 10.222%, (3 mo. SOFR + 5.912%), 4/30/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2952528 |
| Birch Grove CLO 14 Ltd., Series 2025-14A, Class D1, 7.83%, (3 mo. SOFR + 3.50%), 7/22/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5011940 |
| Blueberry Park CLO Ltd., Series 2024-1A, Class D2, 8.576%, (3 mo. SOFR + 4.25%), 10/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1508591 |
| BlueMountain CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class A1R, 5.587%, (3 mo. SOFR + 1.262%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417 | &nbsp;&nbsp;&nbsp;&nbsp; 1417462 |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class DR, 9.987%, (3 mo. SOFR + 5.662%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1870508 |
| &nbsp;&nbsp;&nbsp;Series 2016-3A, Class ER, 10.538%, (3 mo. SOFR + 6.212%), 11/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 973989 |
| BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D1R, 8.087%, (3 mo. SOFR + 3.762%), 10/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3506570 |
| BlueMountain CLO XXX Ltd., Series 2020-30A, Class ER, 11.018%, (3 mo. SOFR + 6.70%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1971144 |
| BlueMountain CLO XXXIV Ltd., Series 2022-34A, Class E, 11.876%, (3 mo. SOFR + 7.55%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 999117 |
| Bridge Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR1, Class E2, 6.30%, 11/17/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14428 | &nbsp;&nbsp;&nbsp;&nbsp; 14386439 |
| &nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class E1, 4.30%, 8/17/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp; 2744768 |
| &nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class E2, 5.50%, 8/17/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 954971 |
| Brookhaven Park CLO Ltd., Series 2024-1A, Class D, 7.926%, (3 mo. SOFR + 3.60%), 4/19/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3024615 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Bryant Park Funding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-19A, Class D1R, 7.117%, (3 mo. SOFR + 2.80%), 4/15/38<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;$5249134 |
| &nbsp;&nbsp;&nbsp;Series 2023-20A, Class DR, 7.725%, (3 mo. SOFR + 3.40%), 4/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5014180 |
| &nbsp;&nbsp;&nbsp;Series 2024-22A, Class D, 8.618%, (3 mo. SOFR + 4.30%), 4/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6060162 |
| Cajun Global LLC, Series 2025-1A, Class A2, 6.554%, 2/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp; 12703589 |
| Canyon Capital CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-1A, Class ER, 10.329%, (3 mo. SOFR + 6.012%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3977736 |
| &nbsp;&nbsp;&nbsp;Series 2016-2A, Class ER, 10.579%, (3 mo. SOFR + 6.262%), 10/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 989686 |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class E, 10.829%, (3 mo. SOFR + 6.512%), 7/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2000516 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class E, 10.329%, (3 mo. SOFR + 6.012%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2005230 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class D, 7.518%, (3 mo. SOFR + 3.20%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp; 1902898 |
| Carlyle C17 CLO Ltd., Series C17A, Class DR, 10.572%, (3 mo. SOFR + 6.262%), 4/30/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2985099 |
| Carlyle U.S. CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-3A, Class DRR, 11.666%, (3 mo. SOFR + 7.34%), 4/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3054111 |
| &nbsp;&nbsp;&nbsp;Series 2019-4A, Class CR, 7.518%, (3 mo. SOFR + 3.20%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1756370 |
| &nbsp;&nbsp;&nbsp;Series 2019-4A, Class DR, 10.918%, (3 mo. SOFR + 6.60%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1990110 |
| CarVal CLO IV Ltd., Series 2021-1A, Class E, 11.187%, (3 mo. SOFR + 6.862%), 7/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1006437 |
| CFMT LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-HB11, Class M3, 4.00%, 2/25/37<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp; 7288237 |
| &nbsp;&nbsp;&nbsp;Series 2023-HB11, Class M4, 4.00%, 2/25/37<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp; 1954252 |
| &nbsp;&nbsp;&nbsp;Series 2023-HB12, Class M4, 4.25%, 4/25/33<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 10347900 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB13, Class M3, 3.00%, 5/25/34<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp; 1075115 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB13, Class M4, 3.00%, 5/25/34<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4514615 |
| Crown City CLO III, Series 2021-1A, Class C, 7.887%, (3 mo. SOFR + 3.562%), 7/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 997539 |
| Crown Point CLO 10 Ltd., Series 2021-10A, Class E, 11.437%, (3 mo. SOFR + 7.112%), 7/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2012550 |
| Dryden CLO Ltd., Series 2018-55A, Class E, 9.979%, (3 mo. SOFR + 5.662%), 4/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 988869 |
| Dryden Senior Loan Fund, Series 2016-42A, Class ERR, 10.818%, (3 mo. SOFR + 6.50%), 7/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2025606 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Elmwood CLO 14 Ltd., Series 2022-1A, Class D, 7.476%, (3 mo. SOFR + 3.15%), 4/20/35<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$2005402 |
| Elmwood CLO 16 Ltd., Series 2022-3A, Class DR, 8.126%, (3 mo. SOFR + 3.80%), 4/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2021214 |
| Elmwood CLO 32 Ltd., Series 2024-8A, Class D1, 7.179%, (3 mo. SOFR + 2.85%), 10/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3016353 |
| Elmwood CLO 40 Ltd., Series 2025-3A, Class E, 9.526%, (3 mo. SOFR + 5.25%), 3/22/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2024352 |
| Elmwood CLO VI Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-3A, Class D1RR, 7.429%, (3 mo. SOFR + 3.10%), 7/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1305350 |
| &nbsp;&nbsp;&nbsp;Series 2020-3A, Class ERR, 10.229%, (3 mo. SOFR + 5.90%), 7/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 996849 |
| Empower CLO Ltd., Series 2024-1A, Class D1, 8.069%, (3 mo. SOFR + 3.75%), 4/25/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3022968 |
| Finance of America HECM Buyout, Series 2024-HB1, Class M4, 6.00%, 10/1/34<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp; 10207748 |
| FirstKey Homes Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class F3, 3.686%, 8/17/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19405 | &nbsp;&nbsp;&nbsp;&nbsp; 18919037 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class G, 3.835%, 8/17/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37071 | &nbsp;&nbsp;&nbsp;&nbsp; 36019922 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR2, Class G, 3.406%, 9/17/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12501 | &nbsp;&nbsp;&nbsp;&nbsp; 11932588 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR3, Class G, 3.981%, 12/17/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp;&nbsp; 8821823 |
| Flatiron CLO 28 Ltd., Series 2024-1A, Class D1, 7.318%, (3 mo. SOFR + 3.00%), 7/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4014028 |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class A, 7.90%, 7/25/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp; 6318685 |
| FMC Issuer Trust-FMSR, Series 2024-FT1, Class A, 6.559%, 9/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp; 37276242 |
| Galaxy 31 CLO Ltd., Series 2023-31A, Class DR, 7.511%, (1 mo. SOFR + 3.20%), 7/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2302859 |
| Galaxy 33 CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-33A, Class D1, 7.876%, (3 mo. SOFR + 3.55%), 4/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2007380 |
| &nbsp;&nbsp;&nbsp;Series 2024-33A, Class E, 10.976%, (3 mo. SOFR + 6.65%), 4/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2318568 |
| Galaxy 34 CLO Ltd., Series 2024-34A, Class E, 10.226%, (3 mo. SOFR + 5.90%), 10/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3028428 |
| Galaxy XXI CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-21A, Class DR, 7.237%, (1 mo. SOFR + 2.912%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5023685 |
| &nbsp;&nbsp;&nbsp;Series 2015-21A, Class ER, 9.837%, (3 mo. SOFR + 5.512%), 4/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4014340 |
| Goddard Funding LLC, Series 2022-1A, Class A2, 6.864%, 10/30/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6843 | &nbsp;&nbsp;&nbsp;&nbsp; 6896045 |
| Golub Capital Partners ABS Funding, Series 2024-2A, Class B, 7.19%, 7/25/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4949260 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Golub Capital Partners CLO 50B-R Ltd., Series 2020-50A, Class ER, 11.426%, (3 mo. SOFR + 7.10%), 4/20/35<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$2013652 |
| Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class DR, 6.726%, (3 mo. SOFR + 2.40%), 7/20/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1977020 |
| Golub Capital Partners CLO 72 B Ltd., Series 2024-72A, Class D, 8.319%, (3 mo. SOFR + 4.00%), 4/25/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3526590 |
| Golub Capital Partners CLO 74 B Ltd., Series 2024-74A, Class E, 10.419%, (3 mo. SOFR + 6.10%), 7/25/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2023092 |
| HalseyPoint CLO 5 Ltd., Series 2021-5A, Class D, 8.072%, (3 mo. SOFR + 3.762%), 1/30/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3516541 |
| Harvest U.S. CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-2A, Class D1, 7.568%, (3 mo. SOFR + 3.25%), 10/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3512065 |
| &nbsp;&nbsp;&nbsp;Series 2024-2A, Class E, 11.218%, (3 mo. SOFR + 6.90%), 10/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1014349 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class D1, 7.629%, (3 mo. SOFR + 3.30%), 1/18/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1004012 |
| Highbridge Loan Management, Series 3A-2014, Class DR, 11.091%, (3 mo. SOFR + 6.762%), 7/18/29<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2715812 |
| Home Partners of America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class F, 3.799%, 12/17/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28901 | &nbsp;&nbsp;&nbsp;&nbsp; 27841991 |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class G, 4.505%, 12/17/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44798 | &nbsp;&nbsp;&nbsp;&nbsp; 43335619 |
| HTS Fund II LLC, Series 2025-1, Class B, 6.571%, 6/23/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp; 1150317 |
| KKR CLO 52 Ltd., Series 2023-52A, Class D1R, 7.486%, (3 mo. SOFR + 3.10%), 7/16/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5038115 |
| LoanDepot GMSR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class A, 7.19%, (1 mo. SOFR + 2.85%), 5/16/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78929 | &nbsp;&nbsp;&nbsp;&nbsp; 79133629 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class B, 7.89%, (1 mo. SOFR + 3.55%), 5/16/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13071 | &nbsp;&nbsp;&nbsp;&nbsp; 13107196 |
| Madison Park Funding XXII Ltd., Series 2016-22A, Class D1R2, 7.218%, (3 mo. SOFR + 2.90%), 1/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3009126 |
| Madison Park Funding XXXVI Ltd., Series 2019-36A, Class ERR, 9.918%, (3 mo. SOFR + 5.60%), 4/15/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1945880 |
| Magnetite XXII Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-22A, Class DJ, 8.468%, (3 mo. SOFR + 4.15%), 7/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2004868 |
| &nbsp;&nbsp;&nbsp;Series 2019-22A, Class DRR, 7.218%, (3 mo. SOFR + 2.90%), 7/15/36<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3507004 |
| Marble Point CLO XXIV Ltd., Series 2022-1A, Class D1, 8.566%, (3 mo. SOFR + 4.24%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2007148 |
| MFA Trust, Series 2024-NPL1, Class A1, 6.33% to 10/25/25, 9/25/54<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp; 5853858 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Navigator Aviation Ltd., Series 2024-1, Class B, 6.09%, 8/15/49<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;$5065624 |
| Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class ER3, 11.082%, (3 mo. SOFR + 6.75%), 7/22/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2036710 |
| Neuberger Berman Loan Advisers CLO 28 Ltd., Series 2018-28A, Class ER, 11.276%, (3 mo. SOFR + 6.95%), 10/20/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3084408 |
| Neuberger Berman Loan Advisers CLO 59 Ltd., Series 2024-59A, Class E, 9.119%, (3 mo. SOFR + 4.80%), 1/23/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2013996 |
| New Mountain CLO 6 Ltd., Series CLO-6A, Class D2, 8.618%, (3 mo. SOFR + 4.30%), 10/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2012362 |
| New Mountain CLO 7 Ltd., Series CLO-7A, Class D2, 8.134%, (3 mo. SOFR + 3.85%), 3/31/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2008546 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp; 1767942 |
| &nbsp;&nbsp;&nbsp;Series 2024-FNT1, Class A, 7.398%, 11/25/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27571 | &nbsp;&nbsp;&nbsp;&nbsp; 27904229 |
| Oaktree CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-4A, Class D2RR, 9.026%, (3 mo. SOFR + 4.70%), 7/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3012300 |
| &nbsp;&nbsp;&nbsp;Series 2019-4A, Class ERR, 10.916%, (3 mo. SOFR + 6.59%), 7/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2493680 |
| &nbsp;&nbsp;&nbsp;Series 2025-32A, Class D3, 8.584%, (3 mo. SOFR + 4.25%), 7/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3007416 |
| OCP CLO Ltd., Series 2024-32A, Class D1, 8.069%, (3 mo. SOFR + 3.75%), 4/23/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5053360 |
| Octagon 60 Ltd., Series 2022-1A, Class ER, 11.326%, (3 mo. SOFR + 7.00%), 10/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2537275 |
| Octagon Investment Partners 49 Ltd., Series 2020-5A, Class D1R, 8.368%, (3 mo. SOFR + 4.05%), 4/15/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2007700 |
| Orion CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-4A, Class E, 10.326%, (3 mo. SOFR + 6.00%), 10/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2033964 |
| &nbsp;&nbsp;&nbsp;Series 2025-6A, Class E, 10/20/38<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6030000 |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class F, 3.60%, 10/25/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 3734717 |
| Palmer Square CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-1A, Class DR4, 11.083%, (3 mo. SOFR + 6.762%), 5/21/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1980002 |
| &nbsp;&nbsp;&nbsp;Series 2018-1A, Class CR, 8.229%, (3 mo. SOFR + 3.90%), 4/18/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4540298 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class ER, 9.418%, (3 mo. SOFR + 5.10%), 2/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1995336 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class D, 7.376%, (3 mo. SOFR + 3.05%), 4/20/35<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp; 2458577 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Palmer Square CLO Ltd.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-2A, Class ER, 10.726%, (3 mo. SOFR + 6.40%), 7/20/38<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;$4029252 |
| PRET LLC, Series 2024-NPL5, Class A1, 5.963% to 9/25/25, 9/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp; 7610380 |
| Progress Residential Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR10, Class F, 4.608%, 12/17/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3392 | &nbsp;&nbsp;&nbsp;&nbsp; 3287735 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR9, Class F, 4.053%, 11/17/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 952359 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR1, Class H, 5.25%, 2/17/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16150 | &nbsp;&nbsp;&nbsp;&nbsp; 14971455 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR3, Class F, 6.60%, 4/17/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2485240 |
| Regatta XIII Funding Ltd., Series 2018-2A, Class D, 10.529%, (3 mo. SOFR + 6.212%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 2922360 |
| Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2B, 5.25%, 9/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 7191547 |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M5, 6.00%, 11/25/31<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4240679 |
| RR 35 Ltd., Series 2024-35A, Class D, 9.668%, (3 mo. SOFR + 5.35%), 1/15/40<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7595768 |
| RR 38 Ltd., Series 2025-38A, Class C2, 7.968%, (3 mo. SOFR + 3.65%), 4/15/40<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4016220 |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1, 7.774% to 4/25/28, 5/25/30<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31117 | &nbsp;&nbsp;&nbsp;&nbsp; 31058741 |
| Sandstone Peak Ltd., Series 2021-1A, Class DR, 7.668%, (3 mo. SOFR + 3.35%), 10/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4006552 |
| Santander Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-A, Class E, 7.762%, 6/15/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624 | &nbsp;&nbsp;&nbsp;&nbsp; 1631564 |
| &nbsp;&nbsp;&nbsp;Series 2024-B, Class F, 8.881%, 1/18/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2120992 |
| Sixth Street CLO XV Ltd., Series 2020-15A, Class D1R, 7.469%, (3 mo. SOFR + 3.15%), 10/24/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5013185 |
| Sixth Street CLO XX Ltd., Series 2021-20A, Class D1R, 7.213%, (3 mo. SOFR + 2.95%), 7/17/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4007760 |
| Sixth Street CLO XXII Ltd., Series 2023-22A, Class D2R, 8.076%, (3 mo. SOFR + 3.75%), 4/21/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1403333 |
| Sprite Ltd., Series 2021-1, Class C, 8.835%, 11/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204 | &nbsp;&nbsp;&nbsp;&nbsp; 6206027 |
| STAR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class F, 6.857%, (1 mo. SOFR + 2.514%), 4/17/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp; 1194562 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class G, 7.657%, (1 mo. SOFR + 3.314%), 4/17/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16589 | &nbsp;&nbsp;&nbsp;&nbsp; 16565477 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class H, 8.907%, (1 mo. SOFR + 4.564%), 4/17/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1602413 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR2, Class D, 6.156%, (1 mo. SOFR + 1.814%), 1/17/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp; 542808 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| STAR Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR2, Class G, 7.856%, (1 mo. SOFR + 3.514%), 1/17/39<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;$4011152 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR3, Class E2, 8.042%, (1 mo. SOFR + 3.70%), 5/17/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10034640 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR3, Class F, 8.842%, (1 mo. SOFR + 4.50%), 5/17/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8493 | &nbsp;&nbsp;&nbsp;&nbsp; 8515394 |
| &nbsp;&nbsp;&nbsp;Series 2024-SFR4, Class C, 6.792%, (1 mo. SOFR + 2.45%), 10/17/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8576 | &nbsp;&nbsp;&nbsp;&nbsp; 8616754 |
| &nbsp;&nbsp;&nbsp;Series 2024-SFR4, Class D, 7.292%, (1 mo. SOFR + 2.95%), 10/17/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14650 | &nbsp;&nbsp;&nbsp;&nbsp; 14792005 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class D, 6.792%, (1 mo. SOFR + 2.45%), 2/17/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp; 9678517 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class E, 7.292%, (1 mo. SOFR + 2.95%), 2/17/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2505518 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class C, 6.358%, (1 mo. SOFR + 2.00%), 8/17/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp; 2453736 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class D, 6.758%, (1 mo. SOFR + 2.40%), 8/17/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp; 5058557 |
| TCW CLO Ltd., Series 2024-3A, Class E, 10.926%, (3 mo. SOFR + 6.60%), 10/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2024374 |
| Texas Debt Capital CLO Ltd., Series 2025-1A, Class E, 8.76%, (3 mo. SOFR + 4.50%), 4/24/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3019236 |
| TRESTLES CLO Ltd., Series 2017-1A, Class ERR, 10.269%, (3 mo. SOFR + 5.95%), 7/25/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp; 2782098 |
| Tricon Residential Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class G, 4.133%, 7/17/38<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 | &nbsp;&nbsp;&nbsp;&nbsp; 3477812 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class D, 6.342%, (1 mo. SOFR + 2.00%), 3/17/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4022694 |
| VB-S1 Issuer LLC, Series 2024-1A, Class F, 8.871%, 5/15/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp; 4930168 |
| VINE Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-SFR1, Class E1, 4.75%, 12/17/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 14112003 |
| &nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class E1, 4.50%, 3/17/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4556453 |
| Voya CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-1A, Class DR, 11.059%, (3 mo. SOFR + 6.742%), 10/15/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4689500 |
| &nbsp;&nbsp;&nbsp;Series 2014-1A, Class DR2, 10.591%, (3 mo. SOFR + 6.262%), 4/18/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1956978 |
| &nbsp;&nbsp;&nbsp;Series 2015-3A, Class DR, 10.787%, (3 mo. SOFR + 6.462%), 10/20/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1926970 |
| &nbsp;&nbsp;&nbsp;Series 2018-2A, Class E, 9.829%, (3 mo. SOFR + 5.512%), 7/15/31<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 975195 |
| &nbsp;&nbsp;&nbsp;Series 2024-2A, Class D, 7.526%, (3 mo. SOFR + 3.20%), 7/20/37<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3003231 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Wellfleet CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class CR, 8.137%, (3 mo. SOFR + 3.812%), 7/20/32<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;$2506980 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class E, 11.539%, (3 mo. SOFR + 7.222%), 7/15/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 967092 |
| Total Asset-Backed Securities<br> (identified cost $935,993,700) |  | &nbsp;&nbsp;**$952173831** |

---

Closed-End Funds — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Nuveen Global High Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83400 | &nbsp;&nbsp;$1102548 |
| PGIM Global High Yield Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430326 | &nbsp;&nbsp;&nbsp;&nbsp; 5641574 |
| Western Asset High Income Opportunity Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383997 | &nbsp;&nbsp;&nbsp;&nbsp; 1520628 |
| Total Closed-End Funds<br> (identified cost $8,409,895) |  | &nbsp;&nbsp;**$8264750** |

---

Collateralized Mortgage Obligations — 46.7%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| A&D Mortgage Trust, Series 2024-NQM6, Class B1A, 7.293%, 1/25/70<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;$1462589 |
| Asset Based Lending LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-RTL1, Class A1, 6.075% to 3/25/27, 9/25/29<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11050 | &nbsp;&nbsp;&nbsp;&nbsp; 11082660 |
| &nbsp;&nbsp;&nbsp;Series 2025-RTL1, Class A2, 8.024% to 8/25/25, 6/25/30<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1509737 |
| Brean Asset-Backed Securities Trust, Series 2023-RM6, Class A1, 5.25% to 1/25/28, 1/25/63<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3479886 |
| Cascade Funding Mortgage Trust, Series 2025-HB16, Class M4, 3.00%, 3/25/35<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp; 8284617 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 | &nbsp;&nbsp;&nbsp;&nbsp; 2411095 |
| Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2024-RTL1, Class A1, 6.892% to 5/25/27, 10/25/29<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp; 8544925 |
| CFMT LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-R1, Class M1, 4.00% to 10/25/26, 10/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp; 5312714 |
| &nbsp;&nbsp;&nbsp;Series 2024-R1, Class M2, 4.00% to 10/25/26, 10/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9932 | &nbsp;&nbsp;&nbsp;&nbsp; 8909248 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB14, Class M2, 3.00%, 6/25/34<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1187313 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB14, Class M3, 3.00%, 6/25/34<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp; 1463100 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| CFMT LLC: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-HB14, Class M4, 3.00%, 6/25/34<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;$4106905 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB15, Class M3, 4.00%, 8/25/34<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 946089 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB15, Class M4, 4.00%, 8/25/34<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp; 3436306 |
| Champs Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class A, 8.72%, 7/25/59<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43305 | &nbsp;&nbsp;&nbsp;&nbsp; 44831249 |
| &nbsp;&nbsp;&nbsp;Series 2024-2, Class A, 9.251%, 11/25/59<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39146 | &nbsp;&nbsp;&nbsp;&nbsp; 40777458 |
| &nbsp;&nbsp;&nbsp;Series 2024-3, Class A, 8.293%, 1/25/60<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72146 | &nbsp;&nbsp;&nbsp;&nbsp; 74903340 |
| &nbsp;&nbsp;&nbsp;Series 2025-1, Class A, 8.177%, 4/25/60<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77245 | &nbsp;&nbsp;&nbsp;&nbsp; 80472275 |
| CHNGE Mortgage Trust, Series 2022-NQ, Class M1, 5.82% to 8/25/25, 6/25/67<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp;&nbsp;&nbsp; 1768005 |
| Dominion Mortgage Trust, Series 2025-RTL1, Class A2, 8.019% to 9/25/27, 3/25/30<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9173349 |
| EFMT, Series 2024-RM2, Class A1A, 5.00%, 7/25/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17145 | &nbsp;&nbsp;&nbsp;&nbsp; 16484501 |
| FARM Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class B, 2.956%, 1/25/52<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp; 1783216 |
| &nbsp;&nbsp;&nbsp;Series 2023-1, Class B, 3.039%, 3/25/52<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp; 1845443 |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class B, 5.092%, 10/1/53<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp; 3022596 |
| &nbsp;&nbsp;&nbsp;Series 2025-1, Class B, 5.63%, 8/1/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp; 3356826 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2182, Class ZC, 7.50%, 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp; 17329 |
| &nbsp;&nbsp;&nbsp;Series 4273, Class SP, 0.191%, (11.695% - 30-day SOFR Average x 2.667), 11/15/43<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp; 427734 |
| &nbsp;&nbsp;&nbsp;Series 5071, Class SP, 0.00%, (3.30% - 30-day SOFR Average, Floor 0.00%), 2/25/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319 | &nbsp;&nbsp;&nbsp;&nbsp; 1822894 |
| &nbsp;&nbsp;&nbsp;Series 5083, Class SK, 0.00%, (3.867% - 30-day SOFR Average x 1.333, Floor 0.00%), 3/25/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp; 1588841 |
| &nbsp;&nbsp;&nbsp;Series 5152, Class ZP, 3.00%, 7/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10705 | &nbsp;&nbsp;&nbsp;&nbsp; 6392480 |
| &nbsp;&nbsp;&nbsp;Series 5159, Class ZT, 3.00%, 11/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp;&nbsp;&nbsp; 1084435 |
| &nbsp;&nbsp;&nbsp;Series 5270, Class ZU, 6.00%, 11/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp; 3713161 |
| &nbsp;&nbsp;&nbsp;Series 5300, Class EY, 6.00%, 12/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp; 11102074 |
| &nbsp;&nbsp;&nbsp;Series 5324, Class MZ, 6.00%, 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3767 | &nbsp;&nbsp;&nbsp;&nbsp; 3751842 |
| &nbsp;&nbsp;&nbsp;Series 5327, Class B, 6.00%, 8/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20443262 |
| &nbsp;&nbsp;&nbsp;Series 5543, Class CS, 6.45%, (19.50% - 30-day SOFR Average x 3.00), 10/25/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp; 7574984 |
| &nbsp;&nbsp;&nbsp;Series 5353, Class AZ, 6.50%, 11/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9521 | &nbsp;&nbsp;&nbsp;&nbsp; 9929565 |
| &nbsp;&nbsp;&nbsp;Series 5362, Class JB, 6.00%, 12/25/53<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14599 | &nbsp;&nbsp;&nbsp;&nbsp; 14957696 |
| &nbsp;&nbsp;&nbsp;Series 5379, Class EZ, 5.50%, 2/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8686 | &nbsp;&nbsp;&nbsp;&nbsp; 8294533 |
| &nbsp;&nbsp;&nbsp;Series 5381, Class Z, 5.50%, 2/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14641 | &nbsp;&nbsp;&nbsp;&nbsp; 13611818 |
| &nbsp;&nbsp;&nbsp;Series 5391, Class EZ, 5.50%, 3/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17293 | &nbsp;&nbsp;&nbsp;&nbsp; 16570919 |
| &nbsp;&nbsp;&nbsp;Series 5399, Class MZ, 6.00%, 4/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4951 | &nbsp;&nbsp;&nbsp;&nbsp; 4945119 |
| &nbsp;&nbsp;&nbsp;Series 5402, Class BZ, 6.00%, 4/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp; 8638134 |
| &nbsp;&nbsp;&nbsp;Series 5410, Class KY, 6.00%, 5/25/54<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10046490 |
| &nbsp;&nbsp;&nbsp;Series 5413, Class LZ, 6.00%, 5/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311 | &nbsp;&nbsp;&nbsp;&nbsp; 4286616 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 5413, Class MZ, 6.00%, 5/25/54 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12665 | &nbsp;&nbsp;$12643589 |
| &nbsp;&nbsp;&nbsp;Series 5414, Class CZ, 5.50%, 5/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35121 | &nbsp;&nbsp;&nbsp;&nbsp; 34241095 |
| &nbsp;&nbsp;&nbsp;Series 5428, Class Z, 6.00%, 7/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15662 | &nbsp;&nbsp;&nbsp;&nbsp; 15693633 |
| &nbsp;&nbsp;&nbsp;Series 5429, Class DZ, 6.00%, 7/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12878 | &nbsp;&nbsp;&nbsp;&nbsp; 12991518 |
| &nbsp;&nbsp;&nbsp;Series 5446, Class AZ, 6.00%, 8/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22701 | &nbsp;&nbsp;&nbsp;&nbsp; 22684659 |
| &nbsp;&nbsp;&nbsp;Series 5453, Class DZ, 5.50%, 9/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14079 | &nbsp;&nbsp;&nbsp;&nbsp; 12867821 |
| &nbsp;&nbsp;&nbsp;Series 5461, Class Z, 6.50%, 10/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282 | &nbsp;&nbsp;&nbsp;&nbsp; 6200038 |
| &nbsp;&nbsp;&nbsp;Series 5468, Class ZW, 6.50%, 11/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp; 8626001 |
| &nbsp;&nbsp;&nbsp;Series 5478, Class CZ, 6.50%, 4/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp; 2537464 |
| &nbsp;&nbsp;&nbsp;Series 5478, Class SG, 5.94%, (15.51% - 30-day SOFR Average x 2.20), 12/25/54<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38960 | &nbsp;&nbsp;&nbsp;&nbsp; 39788010 |
| &nbsp;&nbsp;&nbsp;Series 5489, Class S, 6.05%, (15.62% - 30-day SOFR Average x 2.20), 1/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11022 | &nbsp;&nbsp;&nbsp;&nbsp; 11442109 |
| &nbsp;&nbsp;&nbsp;Series 5499, Class MZ, 6.00%, 2/25/55<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25759 | &nbsp;&nbsp;&nbsp;&nbsp; 25970531 |
| &nbsp;&nbsp;&nbsp;Series 5500, Class SC, 7.95%, (21.00% - 30-day SOFR Average x 3.00), 10/25/54<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34011 | &nbsp;&nbsp;&nbsp;&nbsp; 36884669 |
| &nbsp;&nbsp;&nbsp;Series 5508, Class AS, 7.95%, (21.00% - 30-day SOFR Average x 3.00), 2/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34265 | &nbsp;&nbsp;&nbsp;&nbsp; 37396199 |
| &nbsp;&nbsp;&nbsp;Series 5508, Class DS, 7.95%, (21.00% - 30-day SOFR Average x 3.00), 2/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10818 | &nbsp;&nbsp;&nbsp;&nbsp; 12055694 |
| &nbsp;&nbsp;&nbsp;Series 5508, Class SC, 7.95%, (21.00% - 30-day SOFR Average x 3.00), 2/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30443 | &nbsp;&nbsp;&nbsp;&nbsp; 33684473 |
| &nbsp;&nbsp;&nbsp;Series 5511, Class LT, 8.30%, (30-day SOFR Average + 3.95%), 3/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6977 | &nbsp;&nbsp;&nbsp;&nbsp; 7197151 |
| &nbsp;&nbsp;&nbsp;Series 5511, Class TE, 8.30%, (30-day SOFR Average + 3.95%), 3/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp; 2760889 |
| &nbsp;&nbsp;&nbsp;Series 5513, Class MQ, 8.10%, (30-day SOFR Average + 3.95%), 6/25/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30826 | &nbsp;&nbsp;&nbsp;&nbsp; 31486583 |
| &nbsp;&nbsp;&nbsp;Series 5516, Class HZ, 6.00%, 3/25/55<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25631 | &nbsp;&nbsp;&nbsp;&nbsp; 26173152 |
| &nbsp;&nbsp;&nbsp;Series 5517, Class NA, 8.30%, (30-day SOFR Average + 3.95%), 3/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp; 7285045 |
| &nbsp;&nbsp;&nbsp;Series 5535, Class MB, 8.40%, (30-day SOFR Average + 4.05%), 5/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16384 | &nbsp;&nbsp;&nbsp;&nbsp; 16735039 |
| &nbsp;&nbsp;&nbsp;Series 5544, Class CZ, 6.00%, 5/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50501 | &nbsp;&nbsp;&nbsp;&nbsp; 50442492 |
| &nbsp;&nbsp;&nbsp;Series 5545, Class DZ, 6.00%, 6/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49491 | &nbsp;&nbsp;&nbsp;&nbsp; 49488102 |
| &nbsp;&nbsp;&nbsp;Series 5549, Class MB, 8.70%, (30-day SOFR Average + 4.70%), 2/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9022 | &nbsp;&nbsp;&nbsp;&nbsp; 9051462 |
| &nbsp;&nbsp;&nbsp;Series 5563, Class TB, 8.227%, (21.15% - 30-day SOFR Average x 3.00), 6/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp; 49204982 |
| &nbsp;&nbsp;&nbsp;Series 5563, Class TV, 8.011%, (21.06% - 30-day SOFR Average x 3.00), 8/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp; 30273469 |
| Interest Only:<sup>(8)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 380, Class C1, 3.00%, 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26608 | &nbsp;&nbsp;&nbsp;&nbsp; 4786907 |
| &nbsp;&nbsp;&nbsp;Series 380, Class C5, 3.50%, 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp; 1615148 |
| &nbsp;&nbsp;&nbsp;Series 2631, Class DS, 2.646%, (6.986% - 30-day SOFR Average), 6/15/33<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Series 2956, Class SL, 2.546%, (6.886% - 30-day SOFR Average), 6/15/32<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp; 19675 |
| &nbsp;&nbsp;&nbsp;Series 3114, Class TS, 2.196%, (6.536% - 30-day SOFR Average), 9/15/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp; 13198 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 3153, Class JI, 2.166%, (6.506% - 30-day SOFR Average), 5/15/36<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;$53182 |
| &nbsp;&nbsp;&nbsp;Series 4007, Class JI, 4.00%, 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 62222 |
| &nbsp;&nbsp;&nbsp;Series 4067, Class JI, 3.50%, 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp; 9243 |
| &nbsp;&nbsp;&nbsp;Series 4070, Class S, 1.646%, (5.986% - 30-day SOFR Average), 6/15/32<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3148 | &nbsp;&nbsp;&nbsp;&nbsp; 171624 |
| &nbsp;&nbsp;&nbsp;Series 4095, Class HS, 1.646%, (5.986% - 30-day SOFR Average), 7/15/32<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp; 17013 |
| &nbsp;&nbsp;&nbsp;Series 4109, Class ES, 1.696%, (6.036% - 30-day SOFR Average), 12/15/41<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp; 8712 |
| &nbsp;&nbsp;&nbsp;Series 4109, Class SA, 1.746%, (6.086% - 30-day SOFR Average), 9/15/32<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp; 84308 |
| &nbsp;&nbsp;&nbsp;Series 4149, Class S, 1.796%, (6.136% - 30-day SOFR Average), 1/15/33<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp; 59562 |
| &nbsp;&nbsp;&nbsp;Series 4163, Class GS, 1.746%, (6.086% - 30-day SOFR Average), 11/15/32<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp; 55840 |
| &nbsp;&nbsp;&nbsp;Series 4169, Class AS, 1.796%, (6.136% - 30-day SOFR Average), 2/15/33<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp; 70686 |
| &nbsp;&nbsp;&nbsp;Series 4188, Class AI, 3.50%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp; 4335 |
| &nbsp;&nbsp;&nbsp;Series 4189, Class SQ, 1.696%, (6.036% - 30-day SOFR Average), 12/15/42<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp; 45460 |
| &nbsp;&nbsp;&nbsp;Series 4203, Class QS, 1.796%, (6.136% - 30-day SOFR Average), 5/15/43<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp; 74345 |
| &nbsp;&nbsp;&nbsp;Series 4332, Class IK, 4.00%, 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp; 73297 |
| &nbsp;&nbsp;&nbsp;Series 4343, Class PI, 4.00%, 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp; 200645 |
| &nbsp;&nbsp;&nbsp;Series 4370, Class IO, 3.50%, 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp; 367 |
| &nbsp;&nbsp;&nbsp;Series 4381, Class SK, 1.696%, (6.036% - 30-day SOFR Average), 6/15/44<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp; 98188 |
| &nbsp;&nbsp;&nbsp;Series 4388, Class MS, 1.646%, (5.986% - 30-day SOFR Average), 9/15/44<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp; 119935 |
| &nbsp;&nbsp;&nbsp;Series 4408, Class IP, 3.50%, 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp; 198002 |
| &nbsp;&nbsp;&nbsp;Series 4497, Class CS, 1.746%, (6.086% - 30-day SOFR Average), 9/15/44<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp; 19761 |
| &nbsp;&nbsp;&nbsp;Series 4507, Class MI, 3.50%, 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp; 10340 |
| &nbsp;&nbsp;&nbsp;Series 4507, Class SJ, 1.726%, (6.066% - 30-day SOFR Average), 9/15/45<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp; 344879 |
| &nbsp;&nbsp;&nbsp;Series 4520, Class PI, 4.00%, 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6719 | &nbsp;&nbsp;&nbsp;&nbsp; 826946 |
| &nbsp;&nbsp;&nbsp;Series 4528, Class BS, 1.696%, (6.036% - 30-day SOFR Average), 7/15/45<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 | &nbsp;&nbsp;&nbsp;&nbsp; 128383 |
| &nbsp;&nbsp;&nbsp;Series 4629, Class QI, 3.50%, 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp; 273755 |
| &nbsp;&nbsp;&nbsp;Series 4637, Class IP, 3.50%, 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 |
| &nbsp;&nbsp;&nbsp;Series 4644, Class TI, 3.50%, 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp; 167062 |
| &nbsp;&nbsp;&nbsp;Series 4744, Class IO, 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp; 284815 |
| &nbsp;&nbsp;&nbsp;Series 4749, Class IL, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp; 226368 |
| &nbsp;&nbsp;&nbsp;Series 4768, Class IO, 4.00%, 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 | &nbsp;&nbsp;&nbsp;&nbsp; 280504 |
| &nbsp;&nbsp;&nbsp;Series 5051, Class S, 0.00%, (3.60% - 30-day SOFR Average, Floor 0.00%), 12/25/50<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16263 | &nbsp;&nbsp;&nbsp;&nbsp; 500174 |
| &nbsp;&nbsp;&nbsp;Series 5070, Class CI, 2.00%, 2/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34978 | &nbsp;&nbsp;&nbsp;&nbsp; 4742559 |
| &nbsp;&nbsp;&nbsp;Series 5156, Class IP, 3.00%, 12/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17244 | &nbsp;&nbsp;&nbsp;&nbsp; 2752107 |
| &nbsp;&nbsp;&nbsp;Series 5236, Class TI, 3.00%, 1/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63805 | &nbsp;&nbsp;&nbsp;&nbsp; 11208409 |
| &nbsp;&nbsp;&nbsp;Series 5293, Class CI, 2.50%, 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25039 | &nbsp;&nbsp;&nbsp;&nbsp; 4043958 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Principal Only:<sup>(9)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 4417, Class KO, 0.00%, 12/15/43 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;$370579 |
| &nbsp;&nbsp;&nbsp;Series 4478, Class PO, 0.00%, 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp; 579200 |
| &nbsp;&nbsp;&nbsp;Series 5357, Class EO, 0.00%, 11/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp; 3721363 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-HQA3, Class B2, 11.965%, (30-day SOFR Average + 7.614%), 9/25/49<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp; 1432974 |
| &nbsp;&nbsp;&nbsp;Series 2020-DNA6, Class B2, 10.00%, (30-day SOFR Average + 5.65%), 12/25/50<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp; 7908039 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA2, Class B2, 10.35%, (30-day SOFR Average + 6.00%), 8/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp; 8068087 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA3, Class B2, 10.60%, (30-day SOFR Average + 6.25%), 10/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp; 8050212 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA5, Class B2, 9.85%, (30-day SOFR Average + 5.50%), 1/25/34<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53570 | &nbsp;&nbsp;&nbsp;&nbsp; 63721719 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA6, Class B2, 11.85%, (30-day SOFR Average + 7.50%), 10/25/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21140 | &nbsp;&nbsp;&nbsp;&nbsp; 22558092 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA1, Class B2, 9.35%, (30-day SOFR Average + 5.00%), 8/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35825 | &nbsp;&nbsp;&nbsp;&nbsp; 41597697 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA2, Class B2, 9.80%, (30-day SOFR Average + 5.45%), 12/25/33<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp; 5245024 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA4, Class B2, 14.60%, (30-day SOFR Average + 10.25%), 5/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp; 36686540 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA5, Class B2, 17.25%, (30-day SOFR Average + 12.90%), 6/25/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 29656250 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2009-62, Class WA, 5.579%, 8/25/39<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp; 320379 |
| &nbsp;&nbsp;&nbsp;Series 2013-6, Class TA, 1.50%, 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp; 294363 |
| &nbsp;&nbsp;&nbsp;Series 2021-56, Class GZ, 3.00%, 7/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427 | &nbsp;&nbsp;&nbsp;&nbsp; 867659 |
| &nbsp;&nbsp;&nbsp;Series 2021-61, Class LZ, 2.50%, 9/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 | &nbsp;&nbsp;&nbsp;&nbsp; 2505045 |
| &nbsp;&nbsp;&nbsp;Series 2023-12, Class LW, 6.00%, 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11482 | &nbsp;&nbsp;&nbsp;&nbsp; 11707595 |
| &nbsp;&nbsp;&nbsp;Series 2023-12, Class ZB, 6.00%, 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5112 | &nbsp;&nbsp;&nbsp;&nbsp; 5103136 |
| &nbsp;&nbsp;&nbsp;Series 2023-14, Class EL, 6.00%, 4/25/53<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63163 | &nbsp;&nbsp;&nbsp;&nbsp; 65230026 |
| &nbsp;&nbsp;&nbsp;Series 2024-87, Class LZ, 6.00%, 12/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 | &nbsp;&nbsp;&nbsp;&nbsp; 1664260 |
| &nbsp;&nbsp;&nbsp;Series 2024-90, Class ES, 6.05%, (15.620% - 30-day SOFR Average x 2.20), 10/25/54<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40991 | &nbsp;&nbsp;&nbsp;&nbsp; 43431222 |
| &nbsp;&nbsp;&nbsp;Series 2024-98, Class S, 6.05%, (15.62% - 30-day SOFR Average x 2.20), 1/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11251 | &nbsp;&nbsp;&nbsp;&nbsp; 11643644 |
| &nbsp;&nbsp;&nbsp;Series 2024-102, Class SA, 6.05%, (15.62% - 30-day SOFR Average x 2.20), 1/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17424 | &nbsp;&nbsp;&nbsp;&nbsp; 18124042 |
| &nbsp;&nbsp;&nbsp;Series 2024-105, Class AS, 5.867%, (21.817% - 30-day SOFR Average x 3.667), 1/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20341 | &nbsp;&nbsp;&nbsp;&nbsp; 21390979 |
| &nbsp;&nbsp;&nbsp;Series 2024-105, Class KT, 0.125%, 1/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33088 | &nbsp;&nbsp;&nbsp;&nbsp; 26593827 |
| &nbsp;&nbsp;&nbsp;Series 2025-10, Class AS, 8.10%, (21.15% - 30-day SOFR Average x 3.00), 2/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12875 | &nbsp;&nbsp;&nbsp;&nbsp; 14042901 |
| &nbsp;&nbsp;&nbsp;Series 2025-12, Class ES, 8.10%, (21.15% - 30-day SOFR Average x 3.00), 3/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23519 | &nbsp;&nbsp;&nbsp;&nbsp; 25673008 |
| &nbsp;&nbsp;&nbsp;Series 2025-12, Class FM, 8.35%, (30-day SOFR Average + 4.00%), 3/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9209 | &nbsp;&nbsp;&nbsp;&nbsp; 9415235 |
| &nbsp;&nbsp;&nbsp;Series 2025-15, Class FM, 8.20%, (30-day SOFR Average + 3.85%), 4/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8509 | &nbsp;&nbsp;&nbsp;&nbsp; 8719189 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-29, Class MH, 8.40%, (30-day SOFR Average + 4.05%), 2/25/55<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15603 | &nbsp;&nbsp;$16026850 |
| &nbsp;&nbsp;&nbsp;Series 2025-35, Class MT, 7.95%, (30-day SOFR Average + 5.00%), 5/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14341 | &nbsp;&nbsp;&nbsp;&nbsp; 14597006 |
| &nbsp;&nbsp;&nbsp;Series 2025-40, Class SG, 6.90%, (21.193% - 30-day SOFR Average x 3.286), 2/25/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34819 | &nbsp;&nbsp;&nbsp;&nbsp; 36101496 |
| Interest Only:<sup>(8)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2004-46, Class SI, 1.536%, (5.886% - 30-day SOFR Average), 5/25/34<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp; 18700 |
| &nbsp;&nbsp;&nbsp;Series 2005-17, Class SA, 2.236%, (6.586% - 30-day SOFR Average), 3/25/35<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp; 56135 |
| &nbsp;&nbsp;&nbsp;Series 2005-105, Class S, 2.236%, (6.586% - 30-day SOFR Average), 12/25/35<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp; 42288 |
| &nbsp;&nbsp;&nbsp;Series 2006-44, Class IS, 2.136%, (6.486% - 30-day SOFR Average), 6/25/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp; 40509 |
| &nbsp;&nbsp;&nbsp;Series 2006-65, Class PS, 2.756%, (7.106% - 30-day SOFR Average), 7/25/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp; 52871 |
| &nbsp;&nbsp;&nbsp;Series 2006-96, Class SN, 2.736%, (7.086% - 30-day SOFR Average), 10/25/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp; 32024 |
| &nbsp;&nbsp;&nbsp;Series 2006-104, Class SD, 2.176%, (6.526% - 30-day SOFR Average), 11/25/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp; 43081 |
| &nbsp;&nbsp;&nbsp;Series 2006-104, Class SE, 2.166%, (6.516% - 30-day SOFR Average), 11/25/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp; 27994 |
| &nbsp;&nbsp;&nbsp;Series 2007-50, Class LS, 1.986%, (6.336% - 30-day SOFR Average), 6/25/37<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp; 73949 |
| &nbsp;&nbsp;&nbsp;Series 2008-26, Class SA, 1.736%, (6.086% - 30-day SOFR Average), 4/25/38<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp; 72763 |
| &nbsp;&nbsp;&nbsp;Series 2008-61, Class S, 1.636%, (5.986% - 30-day SOFR Average), 7/25/38<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp; 76463 |
| &nbsp;&nbsp;&nbsp;Series 2011-101, Class IC, 3.50%, 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp; 526 |
| &nbsp;&nbsp;&nbsp;Series 2011-101, Class IE, 3.50%, 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp; 388 |
| &nbsp;&nbsp;&nbsp;Series 2011-104, Class IM, 3.50%, 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp; 1377 |
| &nbsp;&nbsp;&nbsp;Series 2012-52, Class DI, 3.50%, 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp; 8593 |
| &nbsp;&nbsp;&nbsp;Series 2012-124, Class IO, 1.493%, 11/25/42<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp; 76028 |
| &nbsp;&nbsp;&nbsp;Series 2012-139, Class LS, 1.722%, (6.036% - 30-day SOFR Average), 12/25/42<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp; 281269 |
| &nbsp;&nbsp;&nbsp;Series 2012-147, Class SA, 1.636%, (5.986% - 30-day SOFR Average), 1/25/43<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp; 231311 |
| &nbsp;&nbsp;&nbsp;Series 2012-150, Class PS, 1.686%, (6.036% - 30-day SOFR Average), 1/25/43<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196 | &nbsp;&nbsp;&nbsp;&nbsp; 336969 |
| &nbsp;&nbsp;&nbsp;Series 2012-150, Class SK, 1.686%, (6.036% - 30-day SOFR Average), 1/25/43<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp; 398163 |
| &nbsp;&nbsp;&nbsp;Series 2013-11, Class IO, 4.00%, 1/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 | &nbsp;&nbsp;&nbsp;&nbsp; 674271 |
| &nbsp;&nbsp;&nbsp;Series 2013-12, Class SP, 1.186%, (5.536% - 30-day SOFR Average), 11/25/41<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp; 3661 |
| &nbsp;&nbsp;&nbsp;Series 2013-15, Class DS, 1.736%, (6.086% - 30-day SOFR Average), 3/25/33<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp; 123504 |
| &nbsp;&nbsp;&nbsp;Series 2013-23, Class CS, 1.786%, (6.136% - 30-day SOFR Average), 3/25/33<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp; 66529 |
| &nbsp;&nbsp;&nbsp;Series 2013-64, Class PS, 1.786%, (6.136% - 30-day SOFR Average), 4/25/43<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474 | &nbsp;&nbsp;&nbsp;&nbsp; 118169 |
| &nbsp;&nbsp;&nbsp;Series 2013-66, Class JI, 3.00%, 7/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp;&nbsp;&nbsp; 380803 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-75, Class SC, 1.786%, (6.136% - 30-day SOFR Average), 7/25/42<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;$30401 |
| &nbsp;&nbsp;&nbsp;Series 2014-32, Class EI, 4.00%, 6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp; 117073 |
| &nbsp;&nbsp;&nbsp;Series 2014-41, Class SA, 1.586%, (5.936% - 30-day SOFR Average), 7/25/44<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp; 137378 |
| &nbsp;&nbsp;&nbsp;Series 2014-43, Class PS, 1.636%, (5.986% - 30-day SOFR Average), 3/25/42<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp; 45359 |
| &nbsp;&nbsp;&nbsp;Series 2014-55, Class IN, 3.50%, 7/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 | &nbsp;&nbsp;&nbsp;&nbsp; 283531 |
| &nbsp;&nbsp;&nbsp;Series 2014-64, Class BI, 3.50%, 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp; 1192 |
| &nbsp;&nbsp;&nbsp;Series 2014-67, Class IH, 4.00%, 10/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp; 227657 |
| &nbsp;&nbsp;&nbsp;Series 2014-80, Class CI, 3.50%, 12/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp; 173499 |
| &nbsp;&nbsp;&nbsp;Series 2014-89, Class IO, 3.50%, 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp; 294253 |
| &nbsp;&nbsp;&nbsp;Series 2015-6, Class IM, 0.00%, (5.181% - 30-day SOFR Average x 1.333, Floor 0.00%), 6/25/43<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp; 63645 |
| &nbsp;&nbsp;&nbsp;Series 2015-14, Class KI, 3.00%, 3/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;&nbsp;&nbsp; 304093 |
| &nbsp;&nbsp;&nbsp;Series 2015-22, Class GI, 3.50%, 4/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp; 84953 |
| &nbsp;&nbsp;&nbsp;Series 2015-31, Class SG, 1.636%, (5.986% - 30-day SOFR Average), 5/25/45<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 | &nbsp;&nbsp;&nbsp;&nbsp; 330776 |
| &nbsp;&nbsp;&nbsp;Series 2015-36, Class IL, 3.00%, 6/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp; 185683 |
| &nbsp;&nbsp;&nbsp;Series 2015-52, Class MI, 3.50%, 7/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 | &nbsp;&nbsp;&nbsp;&nbsp; 480698 |
| &nbsp;&nbsp;&nbsp;Series 2015-93, Class BS, 1.686%, (6.036% - 30-day SOFR Average), 8/25/45<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp; 84369 |
| &nbsp;&nbsp;&nbsp;Series 2018-21, Class IO, 3.00%, 4/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 | &nbsp;&nbsp;&nbsp;&nbsp; 560713 |
| &nbsp;&nbsp;&nbsp;Series 2021-94, Class CI, 3.00%, 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp;&nbsp;&nbsp; 1630073 |
| &nbsp;&nbsp;&nbsp;Series 2023-39, Class AI, 2.00%, 7/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87550 | &nbsp;&nbsp;&nbsp;&nbsp; 11351857 |
| Federal National Mortgage Association Connecticut Avenue Securities: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-R06, Class 2B1, 8.215%, (30-day SOFR Average + 3.864%), 9/25/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp; 771912 |
| &nbsp;&nbsp;&nbsp;Series 2021-R01, Class 1B2, 10.35%, (30-day SOFR Average + 6.00%), 10/25/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp; 8914238 |
| FIGRE Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-HE2, Class A, 6.512%, 5/25/53<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671 | &nbsp;&nbsp;&nbsp;&nbsp; 3739688 |
| &nbsp;&nbsp;&nbsp;Series 2023-HE3, Class A, 6.436%, 11/25/53<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp; 4370939 |
| &nbsp;&nbsp;&nbsp;Series 2024-HE1, Class C, 6.749%, 3/25/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp; 1098329 |
| &nbsp;&nbsp;&nbsp;Series 2024-HE2, Class C, 6.72%, 5/25/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp; 1534620 |
| Flagstar Mortgage Trust, Series 2023-6INV, Class B4, 3.48%, 8/25/51<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp; 3288013 |
| FREED Mortgage Trust, Series 2022-HE1, Class A, 7.00%, 10/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp; 1615768 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-139, Class ZJ, 2.50%, 8/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 | &nbsp;&nbsp;&nbsp;&nbsp; 1010203 |
| &nbsp;&nbsp;&nbsp;Series 2022-31, Class ZD, 3.00%, 2/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp; 163607 |
| &nbsp;&nbsp;&nbsp;Series 2022-173, Class S, 6.791%, (22.733% - 30-day SOFR Average x 3.667), 10/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp; 6382001 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-189, Class US, 6.791%, (22.733% - 30-day SOFR Average x 3.667), 11/20/52<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8704 | &nbsp;&nbsp;$9453425 |
| &nbsp;&nbsp;&nbsp;Series 2022-195, Class AS, 7.038%, (23.125% - 30-day SOFR Average x 3.70), 11/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4087 | &nbsp;&nbsp;&nbsp;&nbsp; 4558208 |
| &nbsp;&nbsp;&nbsp;Series 2022-197, Class SW, 5.885%, (16.32% - 30-day SOFR Average x 2.40), 11/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5886 | &nbsp;&nbsp;&nbsp;&nbsp; 6030977 |
| &nbsp;&nbsp;&nbsp;Series 2023-53, Class AL, 5.50%, 4/20/53<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20137274 |
| &nbsp;&nbsp;&nbsp;Series 2023-53, Class SE, 6.607%, (22.55% - 30-day SOFR Average x 3.667), 4/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12583 | &nbsp;&nbsp;&nbsp;&nbsp; 13389871 |
| &nbsp;&nbsp;&nbsp;Series 2023-56, Class ZE, 6.00%, 4/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp; 18442145 |
| &nbsp;&nbsp;&nbsp;Series 2023-63, Class LB, 6.00%, 5/20/53<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12347 | &nbsp;&nbsp;&nbsp;&nbsp; 12627513 |
| &nbsp;&nbsp;&nbsp;Series 2023-63, Class S, 6.607%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24711 | &nbsp;&nbsp;&nbsp;&nbsp; 26284675 |
| &nbsp;&nbsp;&nbsp;Series 2023-64, Class LB, 6.00%, 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;&nbsp; 5155921 |
| &nbsp;&nbsp;&nbsp;Series 2023-65, Class SB, 6.607%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603 | &nbsp;&nbsp;&nbsp;&nbsp; 5879542 |
| &nbsp;&nbsp;&nbsp;Series 2023-65, Class SD, 6.607%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp; 12639751 |
| &nbsp;&nbsp;&nbsp;Series 2023-66, Class S, 6.607%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4572 | &nbsp;&nbsp;&nbsp;&nbsp; 4856854 |
| &nbsp;&nbsp;&nbsp;Series 2023-66, Class SD, 6.607%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp; 4335312 |
| &nbsp;&nbsp;&nbsp;Series 2023-83, Class S, 6.433%, (22.868% - 30-day SOFR Average x 3.78), 6/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp; 5511570 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class MW, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5478 | &nbsp;&nbsp;&nbsp;&nbsp; 5635758 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class SN, 6.43%, (22.387% - 30-day SOFR Average x 3.67), 6/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434 | &nbsp;&nbsp;&nbsp;&nbsp; 5742592 |
| &nbsp;&nbsp;&nbsp;Series 2023-89, Class SD, 6.241%, (22.183% - 30-day SOFR Average x 3.667), 6/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988 | &nbsp;&nbsp;&nbsp;&nbsp; 7272276 |
| &nbsp;&nbsp;&nbsp;Series 2023-96, Class BL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10261777 |
| &nbsp;&nbsp;&nbsp;Series 2023-96, Class DB, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8181993 |
| &nbsp;&nbsp;&nbsp;Series 2023-97, Class CB, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20590608 |
| &nbsp;&nbsp;&nbsp;Series 2023-99, Class AL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3071435 |
| &nbsp;&nbsp;&nbsp;Series 2023-100, Class AY, 6.00%, 7/20/53<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13236 | &nbsp;&nbsp;&nbsp;&nbsp; 13577893 |
| &nbsp;&nbsp;&nbsp;Series 2023-100, Class JL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11099 | &nbsp;&nbsp;&nbsp;&nbsp; 11361614 |
| &nbsp;&nbsp;&nbsp;Series 2023-107, Class DZ, 5.50%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7635 | &nbsp;&nbsp;&nbsp;&nbsp; 7568487 |
| &nbsp;&nbsp;&nbsp;Series 2023-116, Class CY, 6.00%, 8/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2618 | &nbsp;&nbsp;&nbsp;&nbsp; 2678750 |
| &nbsp;&nbsp;&nbsp;Series 2023-133, Class S, 8.556%, (21.60% - 30-day SOFR Average x 3.00), 9/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9363 | &nbsp;&nbsp;&nbsp;&nbsp; 10403350 |
| &nbsp;&nbsp;&nbsp;Series 2023-146, Class BY, 6.00%, 10/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5318 | &nbsp;&nbsp;&nbsp;&nbsp; 5471089 |
| &nbsp;&nbsp;&nbsp;Series 2023-149, Class S, 8.406%, (21.45% - 30-day SOFR Average x 3.00), 10/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp; 6333342 |
| &nbsp;&nbsp;&nbsp;Series 2023-150, Class AS, 10.788%, (27.528% - 30-day SOFR Average x 3.85), 10/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp; 2426955 |
| &nbsp;&nbsp;&nbsp;Series 2023-150, Class ZH, 6.00%, 10/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp; 2529220 |
| &nbsp;&nbsp;&nbsp;Series 2023-151, Class DZ, 6.00%, 10/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255 | &nbsp;&nbsp;&nbsp;&nbsp; 6423845 |
| &nbsp;&nbsp;&nbsp;Series 2023-153, Class SM, 10.608%, (28.00% - 30-day SOFR Average x 4.00), 10/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6329 | &nbsp;&nbsp;&nbsp;&nbsp; 7337971 |
| &nbsp;&nbsp;&nbsp;Series 2023-164, Class EL, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp; 9583832 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-165, Class DY, 6.00%, 11/20/53<sup>(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81056 | &nbsp;&nbsp;$83338018 |
| &nbsp;&nbsp;&nbsp;Series 2023-165, Class EY, 6.50%, 11/20/53<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 26180018 |
| &nbsp;&nbsp;&nbsp;Series 2023-169, Class JW, 6.50%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5245468 |
| &nbsp;&nbsp;&nbsp;Series 2023-173, Class AX, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp; 8791534 |
| &nbsp;&nbsp;&nbsp;Series 2023-182, Class EL, 6.00%, 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12883 | &nbsp;&nbsp;&nbsp;&nbsp; 13253992 |
| &nbsp;&nbsp;&nbsp;Series 2023-186, Class HL, 6.00%, 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp;&nbsp;&nbsp; 5591790 |
| &nbsp;&nbsp;&nbsp;Series 2023-186, Class ZM, 5.50%, 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32723 | &nbsp;&nbsp;&nbsp;&nbsp; 32871585 |
| &nbsp;&nbsp;&nbsp;Series 2024-1, Class GL, 6.00%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2564689 |
| &nbsp;&nbsp;&nbsp;Series 2024-3, Class CY, 6.00%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp; 2127611 |
| &nbsp;&nbsp;&nbsp;Series 2024-6, Class CB, 6.00%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5177517 |
| &nbsp;&nbsp;&nbsp;Series 2024-6, Class LB, 6.00%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6784 | &nbsp;&nbsp;&nbsp;&nbsp; 6959528 |
| &nbsp;&nbsp;&nbsp;Series 2024-14, Class CY, 5.50%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12142 | &nbsp;&nbsp;&nbsp;&nbsp; 12212174 |
| &nbsp;&nbsp;&nbsp;Series 2024-23, Class KZ, 5.50%, 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10808 | &nbsp;&nbsp;&nbsp;&nbsp; 10710880 |
| &nbsp;&nbsp;&nbsp;Series 2024-24, Class NZ, 6.00%, 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3831 | &nbsp;&nbsp;&nbsp;&nbsp; 3935064 |
| &nbsp;&nbsp;&nbsp;Series 2024-25, Class GL, 6.00%, 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp; 2876638 |
| &nbsp;&nbsp;&nbsp;Series 2024-26, Class NZ, 6.00%, 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15583 | &nbsp;&nbsp;&nbsp;&nbsp; 15857870 |
| &nbsp;&nbsp;&nbsp;Series 2024-40, Class DB, 6.00%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp; 1954832 |
| &nbsp;&nbsp;&nbsp;Series 2024-42, Class DZ, 6.00%, 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9434 | &nbsp;&nbsp;&nbsp;&nbsp; 9617022 |
| &nbsp;&nbsp;&nbsp;Series 2024-44, Class LM, 6.00%, 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24976 | &nbsp;&nbsp;&nbsp;&nbsp; 25561118 |
| &nbsp;&nbsp;&nbsp;Series 2024-44, Class ML, 6.00%, 3/20/54<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10835 | &nbsp;&nbsp;&nbsp;&nbsp; 11088919 |
| &nbsp;&nbsp;&nbsp;Series 2024-45, Class DN, 6.00%, 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214 | &nbsp;&nbsp;&nbsp;&nbsp; 4267970 |
| &nbsp;&nbsp;&nbsp;Series 2024-46, Class AL, 6.00%, 3/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30945 | &nbsp;&nbsp;&nbsp;&nbsp; 31638519 |
| &nbsp;&nbsp;&nbsp;Series 2024-59, Class LG, 6.00%, 4/20/54<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12663 | &nbsp;&nbsp;&nbsp;&nbsp; 12948013 |
| &nbsp;&nbsp;&nbsp;Series 2024-81, Class HZ, 6.00%, 5/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp; 6179779 |
| &nbsp;&nbsp;&nbsp;Series 2024-95, Class GZ, 5.50%, 6/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10354 | &nbsp;&nbsp;&nbsp;&nbsp; 10314437 |
| &nbsp;&nbsp;&nbsp;Series 2024-99, Class DZ, 6.00%, 6/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 | &nbsp;&nbsp;&nbsp;&nbsp; 3966196 |
| &nbsp;&nbsp;&nbsp;Series 2024-108, Class KZ, 6.00%, 7/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40581 | &nbsp;&nbsp;&nbsp;&nbsp; 40988742 |
| &nbsp;&nbsp;&nbsp;Series 2024-112, Class EZ, 6.00%, 7/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp; 2354956 |
| &nbsp;&nbsp;&nbsp;Series 2024-112, Class LZ, 6.00%, 7/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956 | &nbsp;&nbsp;&nbsp;&nbsp; 3009217 |
| &nbsp;&nbsp;&nbsp;Series 2024-126, Class KY, 6.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5176 | &nbsp;&nbsp;&nbsp;&nbsp; 5322549 |
| &nbsp;&nbsp;&nbsp;Series 2024-126, Class ZB, 6.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 | &nbsp;&nbsp;&nbsp;&nbsp; 8258648 |
| &nbsp;&nbsp;&nbsp;Series 2024-127, Class UZ, 6.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17314 | &nbsp;&nbsp;&nbsp;&nbsp; 17977509 |
| &nbsp;&nbsp;&nbsp;Series 2024-127, Class ZQ, 5.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6224 | &nbsp;&nbsp;&nbsp;&nbsp; 6052401 |
| &nbsp;&nbsp;&nbsp;Series 2024-131, Class TL, 6.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp; 5216636 |
| &nbsp;&nbsp;&nbsp;Series 2024-132, Class AZ, 6.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5157 | &nbsp;&nbsp;&nbsp;&nbsp; 5186658 |
| &nbsp;&nbsp;&nbsp;Series 2024-148, Class GB, 6.00%, 9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp; 6962175 |
| &nbsp;&nbsp;&nbsp;Series 2024-148, Class LZ, 5.50%, 9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15768 | &nbsp;&nbsp;&nbsp;&nbsp; 15409422 |
| &nbsp;&nbsp;&nbsp;Series 2024-167, Class LZ, 5.50%, 10/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8753 | &nbsp;&nbsp;&nbsp;&nbsp; 8516762 |
| &nbsp;&nbsp;&nbsp;Series 2024-167, Class MZ, 5.50%, 10/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 | &nbsp;&nbsp;&nbsp;&nbsp; 5216568 |
| &nbsp;&nbsp;&nbsp;Series 2024-167, Class NZ, 6.00%, 10/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp; 1344809 |
| &nbsp;&nbsp;&nbsp;Series 2024-172, Class BZ, 5.50%, 10/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9001 | &nbsp;&nbsp;&nbsp;&nbsp; 8795248 |
| &nbsp;&nbsp;&nbsp;Series 2024-183, Class ZA, 6.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 | &nbsp;&nbsp;&nbsp;&nbsp; 6608706 |
| &nbsp;&nbsp;&nbsp;Series 2025-39, Class CM, 8.248%, (30-day SOFR Average + 3.90%), 3/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28168 | &nbsp;&nbsp;&nbsp;&nbsp; 28959080 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-41, Class MT, 7.281%, (30-day SOFR Average + 2.933%), 3/20/65<sup>(2)(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27946 | &nbsp;&nbsp;$28171510 |
| &nbsp;&nbsp;&nbsp;Series 2025-41, Class QM, 8.248%, (30-day SOFR Average + 3.90%), 3/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11623 | &nbsp;&nbsp;&nbsp;&nbsp; 11949431 |
| &nbsp;&nbsp;&nbsp;Series 2025-44, Class HZ, 6.00%, 3/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496 | &nbsp;&nbsp;&nbsp;&nbsp; 5423694 |
| &nbsp;&nbsp;&nbsp;Series 2025-62, Class FM, 8.548%, (30-day SOFR Average + 4.20%), 4/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41858 | &nbsp;&nbsp;&nbsp;&nbsp; 42896288 |
| &nbsp;&nbsp;&nbsp;Series 2025-62, Class MF, 8.548%, (30-day SOFR Average + 4.20%), 4/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16531 | &nbsp;&nbsp;&nbsp;&nbsp; 16693656 |
| &nbsp;&nbsp;&nbsp;Series 2025-63, Class FT, 8.00%, (26.40% - 30-day SOFR Average x 4.00, Cap 8.00%), 4/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;&nbsp; 11034072 |
| &nbsp;&nbsp;&nbsp;Series 2025-64, Class FM, 8.608%, (30-day SOFR Average + 4.26%), 4/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22389 | &nbsp;&nbsp;&nbsp;&nbsp; 22931257 |
| &nbsp;&nbsp;&nbsp;Series 2025-69, Class VN, 10.00%, (68.667% - 30-day SOFR Average x 13.333, Cap 10.00%), 4/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16184 | &nbsp;&nbsp;&nbsp;&nbsp; 16587879 |
| &nbsp;&nbsp;&nbsp;Series 2025-82, Class FL, 8.608%, (30-day SOFR Average + 4.50%), 5/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469 | &nbsp;&nbsp;&nbsp;&nbsp; 5592464 |
| &nbsp;&nbsp;&nbsp;Series 2025-83, Class MU, 8.408%, (30-day SOFR Average + 4.30%), 4/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26835 | &nbsp;&nbsp;&nbsp;&nbsp; 27117810 |
| &nbsp;&nbsp;&nbsp;Series 2025-90, Class MB, 8.408%, (30-day SOFR Average + 4.30%), 5/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19878 | &nbsp;&nbsp;&nbsp;&nbsp; 20117551 |
| &nbsp;&nbsp;&nbsp;Series 2025-98, Class GT, 8.256%, (21.30% - 30-day SOFR Average x 3.00), 6/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68841 | &nbsp;&nbsp;&nbsp;&nbsp; 71474086 |
| &nbsp;&nbsp;&nbsp;Series 2025-98, Class TA, 8.412%, (34.50% - 30-day SOFR Average x 6.00), 6/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16628 | &nbsp;&nbsp;&nbsp;&nbsp; 16957038 |
| &nbsp;&nbsp;&nbsp;Series 2025-98, Class TE, 8.208%, (25.60% - 30-day SOFR Average x 4.00), 6/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16961 | &nbsp;&nbsp;&nbsp;&nbsp; 17378112 |
| &nbsp;&nbsp;&nbsp;Series 2025-98, Class TK, 8.328%, (25.72% - 30-day SOFR Average x 4.00), 6/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10476 | &nbsp;&nbsp;&nbsp;&nbsp; 10814634 |
| &nbsp;&nbsp;&nbsp;Series 2025-105, Class TA, 8.208%, (25.60% - 30-day SOFR Average x 4.00), 6/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32917 | &nbsp;&nbsp;&nbsp;&nbsp; 33791476 |
| &nbsp;&nbsp;&nbsp;Series 2025-105, Class TM, 8.256%, (21.30% - 30-day SOFR Average x 3.00), 6/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36915 | &nbsp;&nbsp;&nbsp;&nbsp; 38216916 |
| &nbsp;&nbsp;&nbsp;Series 2025-110, Class DT, 8.256%, (21.30% - 30-day SOFR Average x 3.00), 6/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25275 | &nbsp;&nbsp;&nbsp;&nbsp; 26091924 |
| &nbsp;&nbsp;&nbsp;Series 2025-114, Class GT, 8.397%, (21.30% - 30-day SOFR Average x 3.00), 7/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;&nbsp; 106635725 |
| &nbsp;&nbsp;&nbsp;Series 2025-115, Class F, 8.395%, (21.30% - 30-day SOFR Average x 3.00), 7/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp; 46415839 |
| &nbsp;&nbsp;&nbsp;Series 2025-118, Class SP, 8.40%, (21.30% - 30-day SOFR Average x 3.00), 7/20/55<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28333 | &nbsp;&nbsp;&nbsp;&nbsp; 29271868 |
| &nbsp;&nbsp;&nbsp;Series 2025-139, Class MT, (30-day SOFR Average + 3.30%), 4/20/55<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12627 | &nbsp;&nbsp;&nbsp;&nbsp; 12766604 |
| Interest Only:<sup>(8)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-68, Class KI, 0.00%, 10/20/42<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp; 70925 |
| &nbsp;&nbsp;&nbsp;Series 2017-104, Class SD, 1.735%, (6.086% - 1 mo. SOFR), 7/20/47<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 | &nbsp;&nbsp;&nbsp;&nbsp; 442857 |
| &nbsp;&nbsp;&nbsp;Series 2017-121, Class DS, 0.035%, (4.386% - 1 mo. SOFR), 8/20/47<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp; 98818 |
| &nbsp;&nbsp;&nbsp;Series 2017-137, Class AS, 0.035%, (4.386% - 1 mo. SOFR), 9/20/47<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 | &nbsp;&nbsp;&nbsp;&nbsp; 132580 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-116, Class MI, 2.00%, 8/20/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14914 | &nbsp;&nbsp;$1913110 |
| &nbsp;&nbsp;&nbsp;Series 2020-134, Class LI, 2.50%, 9/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6197 | &nbsp;&nbsp;&nbsp;&nbsp; 894619 |
| &nbsp;&nbsp;&nbsp;Series 2020-146, Class IQ, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15291 | &nbsp;&nbsp;&nbsp;&nbsp; 1907323 |
| &nbsp;&nbsp;&nbsp;Series 2020-146, Class QI, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8114 | &nbsp;&nbsp;&nbsp;&nbsp; 1002138 |
| &nbsp;&nbsp;&nbsp;Series 2020-149, Class NI, 2.50%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11877 | &nbsp;&nbsp;&nbsp;&nbsp; 1845612 |
| &nbsp;&nbsp;&nbsp;Series 2020-151, Class AI, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45119 | &nbsp;&nbsp;&nbsp;&nbsp; 5783440 |
| &nbsp;&nbsp;&nbsp;Series 2020-151, Class HI, 2.50%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 | &nbsp;&nbsp;&nbsp;&nbsp; 162463 |
| &nbsp;&nbsp;&nbsp;Series 2020-154, Class PI, 2.50%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10521 | &nbsp;&nbsp;&nbsp;&nbsp; 1616961 |
| &nbsp;&nbsp;&nbsp;Series 2020-167, Class KI, 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25094 | &nbsp;&nbsp;&nbsp;&nbsp; 3119502 |
| &nbsp;&nbsp;&nbsp;Series 2020-173, Class DI, 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18862 | &nbsp;&nbsp;&nbsp;&nbsp; 2422024 |
| &nbsp;&nbsp;&nbsp;Series 2020-176, Class HI, 2.50%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25796 | &nbsp;&nbsp;&nbsp;&nbsp; 4026505 |
| &nbsp;&nbsp;&nbsp;Series 2020-185, Class BI, 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 | &nbsp;&nbsp;&nbsp;&nbsp; 832948 |
| &nbsp;&nbsp;&nbsp;Series 2020-191, Class AI, 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24212 | &nbsp;&nbsp;&nbsp;&nbsp; 3111453 |
| &nbsp;&nbsp;&nbsp;Series 2021-15, Class AI, 2.00%, 1/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27581 | &nbsp;&nbsp;&nbsp;&nbsp; 3580466 |
| &nbsp;&nbsp;&nbsp;Series 2021-23, Class TI, 2.50%, 2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp; 1540522 |
| &nbsp;&nbsp;&nbsp;Series 2021-30, Class AI, 2.00%, 2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454 | &nbsp;&nbsp;&nbsp;&nbsp; 451169 |
| &nbsp;&nbsp;&nbsp;Series 2021-46, Class IM, 2.50%, 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;&nbsp; 339668 |
| &nbsp;&nbsp;&nbsp;Series 2021-56, Class SE, 0.00%, (2.30% - 30-day SOFR Average, Floor 0.00%), 10/20/50<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664 | &nbsp;&nbsp;&nbsp;&nbsp; 38655 |
| &nbsp;&nbsp;&nbsp;Series 2021-77, Class SB, 0.00%, (3.636% - 1 mo. SOFR, Floor 0.00%), 5/20/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10597 | &nbsp;&nbsp;&nbsp;&nbsp; 255925 |
| &nbsp;&nbsp;&nbsp;Series 2021-97, Class IG, 2.50%, 8/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30880 | &nbsp;&nbsp;&nbsp;&nbsp; 3793599 |
| &nbsp;&nbsp;&nbsp;Series 2021-114, Class MI, 3.00%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 | &nbsp;&nbsp;&nbsp;&nbsp; 1319252 |
| &nbsp;&nbsp;&nbsp;Series 2021-121, Class TI, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27696 | &nbsp;&nbsp;&nbsp;&nbsp; 3771317 |
| &nbsp;&nbsp;&nbsp;Series 2021-122, Class NI, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5211 | &nbsp;&nbsp;&nbsp;&nbsp; 885403 |
| &nbsp;&nbsp;&nbsp;Series 2021-125, Class SA, 0.00%, (3.636% - 1 mo. SOFR, Floor 0.00%), 7/20/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14147 | &nbsp;&nbsp;&nbsp;&nbsp; 383668 |
| &nbsp;&nbsp;&nbsp;Series 2021-154, Class MI, 3.00%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38138 | &nbsp;&nbsp;&nbsp;&nbsp; 5486101 |
| &nbsp;&nbsp;&nbsp;Series 2021-160, Class IT, 2.50%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14473 | &nbsp;&nbsp;&nbsp;&nbsp; 1697230 |
| &nbsp;&nbsp;&nbsp;Series 2021-175, Class AS, 0.00%, (1.686% - 1 mo. SOFR, Floor 0.00%), 10/20/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22884 | &nbsp;&nbsp;&nbsp;&nbsp; 101751 |
| &nbsp;&nbsp;&nbsp;Series 2021-175, Class SB, 0.00%, (1.686% - 1 mo. SOFR, Floor 0.00%), 10/20/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11576 | &nbsp;&nbsp;&nbsp;&nbsp; 51269 |
| &nbsp;&nbsp;&nbsp;Series 2021-193, Class IU, 3.00%, 11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34677 | &nbsp;&nbsp;&nbsp;&nbsp; 5013929 |
| &nbsp;&nbsp;&nbsp;Series 2021-193, Class YS, 0.00%, (2.45% - 30-day SOFR Average, Floor 0.00%), 11/20/51<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21894 | &nbsp;&nbsp;&nbsp;&nbsp; 216663 |
| &nbsp;&nbsp;&nbsp;Series 2021-201, Class PI, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21044 | &nbsp;&nbsp;&nbsp;&nbsp; 2511073 |
| &nbsp;&nbsp;&nbsp;Series 2021-209, Class IW, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15350 | &nbsp;&nbsp;&nbsp;&nbsp; 2107653 |
| &nbsp;&nbsp;&nbsp;Series 2022-104, Class IO, 2.50%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21285 | &nbsp;&nbsp;&nbsp;&nbsp; 3088385 |
| &nbsp;&nbsp;&nbsp;Series 2022-119, Class CS, 0.00%, (3.00% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172208 | &nbsp;&nbsp;&nbsp;&nbsp; 1225553 |
| &nbsp;&nbsp;&nbsp;Series 2022-119, Class SC, 0.00%, (3.00% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19134 | &nbsp;&nbsp;&nbsp;&nbsp; 136173 |
| &nbsp;&nbsp;&nbsp;Series 2022-119, Class TA, 0.00%, (3.90% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38268 | &nbsp;&nbsp;&nbsp;&nbsp; 503762 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-119, Class TI, 0.00%, (3.85% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382685 | &nbsp;&nbsp;$4689686 |
| &nbsp;&nbsp;&nbsp;Series 2022-126, Class AS, 0.00%, (3.69% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51352 | &nbsp;&nbsp;&nbsp;&nbsp; 742536 |
| &nbsp;&nbsp;&nbsp;Series 2022-126, Class SC, 0.00%, (3.73% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38268 | &nbsp;&nbsp;&nbsp;&nbsp; 575466 |
| &nbsp;&nbsp;&nbsp;Series 2022-135, Class SA, 0.00%, (3.00% - 30-day SOFR Average, Floor 0.00%), 6/20/52<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110196 | &nbsp;&nbsp;&nbsp;&nbsp; 1009606 |
| &nbsp;&nbsp;&nbsp;Series 2023-13, Class SA, 1.052%, (5.40% - 30-day SOFR Average), 1/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7883 | &nbsp;&nbsp;&nbsp;&nbsp; 361557 |
| &nbsp;&nbsp;&nbsp;Series 2023-19, Class SD, 1.952%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12729 | &nbsp;&nbsp;&nbsp;&nbsp; 847625 |
| &nbsp;&nbsp;&nbsp;Series 2023-20, Class HS, 1.952%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8802 | &nbsp;&nbsp;&nbsp;&nbsp; 583271 |
| &nbsp;&nbsp;&nbsp;Series 2023-22, Class ES, 1.952%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11736 | &nbsp;&nbsp;&nbsp;&nbsp; 778330 |
| &nbsp;&nbsp;&nbsp;Series 2023-22, Class SA, 1.352%, (5.70% - 30-day SOFR Average), 2/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15358 | &nbsp;&nbsp;&nbsp;&nbsp; 718474 |
| &nbsp;&nbsp;&nbsp;Series 2023-24, Class SB, 0.802%, (5.15% - 30-day SOFR Average), 2/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23473 | &nbsp;&nbsp;&nbsp;&nbsp; 998979 |
| &nbsp;&nbsp;&nbsp;Series 2023-24, Class SG, 1.952%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11736 | &nbsp;&nbsp;&nbsp;&nbsp; 778330 |
| &nbsp;&nbsp;&nbsp;Series 2023-32, Class SA, 1.952%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40353 | &nbsp;&nbsp;&nbsp;&nbsp; 2676108 |
| &nbsp;&nbsp;&nbsp;Series 2023-38, Class LS, 1.952%, (6.30% - 30-day SOFR Average), 3/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37506 | &nbsp;&nbsp;&nbsp;&nbsp; 2440595 |
| &nbsp;&nbsp;&nbsp;Series 2023-38, Class SD, 1.902%, (6.25% - 30-day SOFR Average), 3/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46430 | &nbsp;&nbsp;&nbsp;&nbsp; 2724770 |
| &nbsp;&nbsp;&nbsp;Series 2023-38, Class SG, 1.852%, (6.20% - 30-day SOFR Average), 3/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29425 | &nbsp;&nbsp;&nbsp;&nbsp; 1874685 |
| &nbsp;&nbsp;&nbsp;Series 2023-47, Class HS, 1.952%, (6.30% - 30-day SOFR Average), 3/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12502 | &nbsp;&nbsp;&nbsp;&nbsp; 813532 |
| &nbsp;&nbsp;&nbsp;Series 2023-47, Class SC, 1.902%, (6.25% - 30-day SOFR Average), 3/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18781 | &nbsp;&nbsp;&nbsp;&nbsp; 1203274 |
| &nbsp;&nbsp;&nbsp;Series 2023-53, Class SK, 1.852%, (6.20% - 30-day SOFR Average), 4/20/53<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24943 | &nbsp;&nbsp;&nbsp;&nbsp; 1604666 |
| &nbsp;&nbsp;&nbsp;Series 2024-64, Class EI, 6.50%, 4/20/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12442 | &nbsp;&nbsp;&nbsp;&nbsp; 1780011 |
| GS Mortgage-Backed Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-PJ6, Class B4, 3.188%, 1/25/53<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp; 1048461 |
| &nbsp;&nbsp;&nbsp;Series 2024-PJ1, Class B3, 7.063%, 6/25/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp; 5818751 |
| &nbsp;&nbsp;&nbsp;Series 2025-NQM2, Class B1, 7.423%, 6/25/65<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp; 862012 |
| JPM Lending Facility, 11.356%, (SOFR + 7.00%), 7/15/29<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60225 | &nbsp;&nbsp;&nbsp;&nbsp; 60811290 |
| LHOME Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL2, Class A1, 8.00% to 1/25/26, 6/25/28<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp; 2788288 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| LHOME Mortgage Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL3, Class A1, 8.00% to 3/25/26, 8/25/28<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;$13792090 |
| &nbsp;&nbsp;&nbsp;Series 2023-RTL4, Class A1, 7.628% to 8/25/25, 11/25/28<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13631 | &nbsp;&nbsp;&nbsp;&nbsp; 13763391 |
| LoanDepot GMSR Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-GT2, Class A, 3.15%, (1 mo. SOFR + 3.15%), 7/16/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20099868 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT2, Class B, 3.85%, (1 mo. SOFR + 3.85%), 7/16/30<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12059905 |
| Mello Warehouse Securitization Trust, Series 2025-1, Class F, 10.852%, (1 mo. SOFR + 6.50%), 5/25/59<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9211022 |
| MFRA Trust, Series 2025-NQM1, Class B1, 7.034%, 3/25/70<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp; 2745529 |
| NRZ Excess Spread-Collateralized Notes, Series 2025-FHT1, Class A, 6.545%, 3/25/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54469 | &nbsp;&nbsp;&nbsp;&nbsp; 54846079 |
| NYMT Loan Trust, Series 2024-BPL1, Class A1, 7.154% to 7/25/26, 2/25/29<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11820 | &nbsp;&nbsp;&nbsp;&nbsp; 11880796 |
| Onity Loan Investment Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-HB2, Class M3, 5.00%, 8/25/37<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1454125 |
| &nbsp;&nbsp;&nbsp;Series 2024-HB2, Class M4, 5.00%, 8/25/37<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp; 7077763 |
| PNMAC GMSR Issuer Trust, Series 2024-GT1, Class A, 7.552%, (1 mo. SOFR + 3.20%), 3/25/29<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp; 41177870 |
| PRPM LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-5, Class A1, 5.689% to 10/25/25, 9/25/29<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp; 3494400 |
| &nbsp;&nbsp;&nbsp;Series 2024-NQM1, Class B1, 7.45%, 12/25/68<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 9032373 |
| &nbsp;&nbsp;&nbsp;Series 2024-RCF1, Class A3, 4.00% to 1/25/26, 1/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2568720 |
| &nbsp;&nbsp;&nbsp;Series 2024-RCF2, Class A3, 3.75% to 3/25/26, 3/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1882560 |
| &nbsp;&nbsp;&nbsp;Series 2024-RCF3, Class A3, 4.00% to 5/25/26, 5/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1418037 |
| &nbsp;&nbsp;&nbsp;Series 2024-RCF3, Class M1, 4.00% to 5/25/26, 5/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 942595 |
| &nbsp;&nbsp;&nbsp;Series 2024-RCF3, Class M2, 4.00% to 5/25/26, 5/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3626870 |
| &nbsp;&nbsp;&nbsp;Series 2024-RCF4, Class M1, 4.00% to 7/25/26, 7/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp; 2873159 |
| &nbsp;&nbsp;&nbsp;Series 2024-RCF5, Class M1, 4.00% to 8/25/26, 8/25/54<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp;&nbsp;&nbsp; 3753627 |
| &nbsp;&nbsp;&nbsp;Series 2025-NQM1, Class M1A, 6.645%, 11/25/69<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10221 | &nbsp;&nbsp;&nbsp;&nbsp; 10413862 |
| &nbsp;&nbsp;&nbsp;Series 2025-RCF1, Class M3, 4.50% to 2/25/27, 2/25/55<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 882159 |
| &nbsp;&nbsp;&nbsp;Series 2025-RCF3, Class M1A, 5.25%, 7/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1042651 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| PRPM LLC: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-RCF3, Class M1B, 5.25%, 7/25/55<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$933501 |
| Rain City Mortgage Trust, Series 2024-RTL1, Class A1, 6.53%, 11/25/29<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp; 7346339 |
| Saluda Grade Alternative Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-RTL4, Class A1, 7.50% to 7/25/26, 2/25/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp; 15598239 |
| &nbsp;&nbsp;&nbsp;Series 2024-RTL5, Class A1, 7.762% to 9/25/26, 4/25/30<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12200105 |
| Santander Mortgage Asset Receivable Trust, Series 2025-NQM1, Class M1B, 6.966%, 1/25/65<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3032910 |
| Sequoia Mortgage Trust, Series 2024-3, Class B4, 6.341%, 4/25/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp; 1408444 |
| SUA LLC, Series 2025-1, Class B, 6.995%, 5/25/40<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4013539 |
| Unison Trust, Series 2021-1, Class A, 6.50%, 4/25/50<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47615 | &nbsp;&nbsp;&nbsp;&nbsp; 45974330 |
| Total Collateralized Mortgage Obligations<br> (identified cost $3,675,238,680) |  | &nbsp;&nbsp;**$3677233931** |

---

Commercial Mortgage-Backed Securities — 4.9%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BAHA Trust, Series 2024-MAR, Class C, 7.516%, 12/10/41<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7823 | &nbsp;&nbsp;$8071683 |
| BAMLL Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-BHP, Class B, 7.242%, (1 mo. SOFR + 2.90%), 8/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8056530 |
| &nbsp;&nbsp;&nbsp;Series 2024-BHP, Class C, 7.942%, (1 mo. SOFR + 3.60%), 8/15/39<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp; 1707925 |
| BFLD Mortgage Trust, Series 2024-VICT, Class A, 6.232%, (1 mo. SOFR + 1.89%), 7/15/41<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp; 3319603 |
| BPR Commercial Mortgage Trust, Series 2024-PARK, Class E, 9.687%, 11/5/39<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp; 7881621 |
| BX Commercial Mortgage Trust, Series 2022-CSMO, Class B, 7.483%, (1 mo. SOFR + 3.141%), 6/15/27<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp; 12104402 |
| BX Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-DELC, Class E, 9.628%, (1 mo. SOFR + 5.286%), 5/15/38<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1522661 |
| &nbsp;&nbsp;&nbsp;Series 2025-GW, Class D, 7.092%, (1 mo. SOFR + 2.75%), 7/15/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp; 3970878 |
| &nbsp;&nbsp;&nbsp;Series 2025-GW, Class E, 7.992%, (1 mo. SOFR + 3.65%), 7/15/42<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17250 | &nbsp;&nbsp;&nbsp;&nbsp; 17354880 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| COMM Mortgage Trust, Series 2025-167G, Class D, 7.183%, 8/10/40<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20220 | &nbsp;&nbsp;$20421743 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class D, 8/10/42<sup>(1)(5)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp; 20700000 |
| Fontainebleau Miami Beach Mortgage Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-FBLU, Class D, 6.942%, (1 mo. SOFR + 2.60%), 12/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 25037575 |
| &nbsp;&nbsp;&nbsp;Series 2024-FBLU, Class F, 8.592%, (1 mo. SOFR + 4.25%), 12/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21240 | &nbsp;&nbsp;&nbsp;&nbsp; 21299570 |
| &nbsp;&nbsp;&nbsp;Series 2024-FBLU, Class G, 9.992%, (1 mo. SOFR + 5.65%), 12/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp; 29134082 |
| GWT Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-WLF2, Class D, 7.281%, (1 mo. SOFR + 2.939%), 5/15/41<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp; 10881510 |
| &nbsp;&nbsp;&nbsp;Series 2024-WLF2, Class E, 7.98%, (1 mo. SOFR + 3.638%), 5/15/41<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2016688 |
| Harvest Commercial Capital Loan Trust, Series 2019-1, Class M6, 6.337%, 9/25/46<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp; 9070677 |
| Hudson Yards Mortgage Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-SPRL, Class E, 6.678%, 1/13/40<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2062923 |
| &nbsp;&nbsp;&nbsp;Series 2025-SPRL, Class F, 7.403%, 1/13/40<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1805126 |
| ICNQ Mortgage Trust, Series 2024-MF, Class E, 6.348%, 12/10/34<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850 | &nbsp;&nbsp;&nbsp;&nbsp; 11714071 |
| INTOWN Mortgage Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class D, 7.192%, (1 mo. SOFR + 2.85%), 3/15/42<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 25021550 |
| &nbsp;&nbsp;&nbsp;Series 2025-STAY, Class E, 8.192%, (1 mo. SOFR + 3.85%), 3/15/42<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp; 13923224 |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class D, 4.508%, 9/15/47<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp; 611294 |
| NYC Commercial Mortgage Trust, Series 2025-3BP, Class D, 6.783%, (1 mo. SOFR + 2.441%), 2/15/42<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp; 20999285 |
| ORL Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class E, 7.532%, (1 mo. SOFR + 3.19%), 12/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp; 8291260 |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class F, 8.78%, (1 mo. SOFR + 4.438%), 12/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23550 | &nbsp;&nbsp;&nbsp;&nbsp; 23510511 |
| ROCK Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D, 7.109%, 11/13/41<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1818699 |
| &nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class E, 8.819%, 11/13/41<sup>(1)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 21100638 |
| Taurus U.K. DAC: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-UK3A, Class D, 7.022%, (SONIA + 2.80), 7/20/35<sup>(1)(2)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp; 4177240 |
| &nbsp;&nbsp;&nbsp;Series 2025-UK3A, Class E, 8.022%, (SONIA + 3.80%), 7/20/35<sup>(1)(2)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp; 4978729 |
| TX Trust, Series 2024-HOU, Class E, 8.729%, (1 mo. SOFR + 4.387%), 6/15/39<sup>(1)(2)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6043156 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount\*<br> (000's omitted)** | **Principal<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.K. Logistics DAC, Series 2024-1A, Class E, 9.237%, (SONIA + 5.00), 5/17/34<sup>(1)(2)</sup> | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;$2992010 |
| VCC Trust, Series 2025-MC1, Class A1, 8.163%to 5/25/28, 5/25/55<sup>(1)(4)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24080 | &nbsp;&nbsp;&nbsp;&nbsp; 24120363 |
| Willowbrook Mall: |  |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-WBRK, Class D, 6.075%, 3/5/35<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp; 2401075 |
| &nbsp;&nbsp;&nbsp;Series 2025-WBRK, Class E, 6.075%, 3/5/35<sup>(1)(3)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp; 5393940 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $382,050,827) |  |  | &nbsp;&nbsp;**$383517122** |

---

Common Stocks — 0.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Brazil — 0.1% | Brazil — 0.1% | Brazil — 0.1% |
| Suzano SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295100 | &nbsp;&nbsp;$2735577 |
| Vale SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496500 | &nbsp;&nbsp;&nbsp;&nbsp; 4731645 |
|  |  | &nbsp;&nbsp;**$7467222** |
| Bulgaria — 0.1% | Bulgaria — 0.1% | Bulgaria — 0.1% |
| Eurohold Bulgaria AD<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5122844 | &nbsp;&nbsp;$5505440 |
|  |  | &nbsp;&nbsp;**$5505440** |
| Colombia — 0.0%<sup>†</sup> | Colombia — 0.0%<sup>†</sup> | Colombia — 0.0%<sup>†</sup> |
| Canacol Energy Ltd.<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147000 | &nbsp;&nbsp;$222792 |
|  |  | &nbsp;&nbsp;**$222792** |
| Iceland — 0.0%<sup>†</sup> | Iceland — 0.0%<sup>†</sup> | Iceland — 0.0%<sup>†</sup> |
| Siminn Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2023336 | &nbsp;&nbsp;$221921 |
|  |  | &nbsp;&nbsp;**$221921** |
| Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> | Mexico — 0.0%<sup>†</sup> |
| Borr Drilling Ltd.<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724100 | &nbsp;&nbsp;$1469923 |
| Orbia Advance Corp. SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;1917600 | &nbsp;&nbsp;&nbsp;&nbsp; 1304151 |
|  |  | &nbsp;&nbsp;**$2774074** |
| Pakistan — 0.0%<sup>†</sup> | Pakistan — 0.0%<sup>†</sup> | Pakistan — 0.0%<sup>†</sup> |
| VEON Ltd. ADR<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52030 | &nbsp;&nbsp;$2846561 |
|  |  | &nbsp;&nbsp;**$2846561** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Puerto Rico — 0.1% | Puerto Rico — 0.1% | Puerto Rico — 0.1% |
| Liberty Latin America Ltd., Class C<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422500 | &nbsp;&nbsp;$3016650 |
|  |  | &nbsp;&nbsp;**$3016650** |
| Total Common Stocks<br> (identified cost $20,978,186) |  | &nbsp;&nbsp;**$22054660** |

---

Convertible Bonds — 2.3%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> |
| Shopify, Inc., 0.125%, 11/1/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;$2045872 |
|  |  |  | &nbsp;&nbsp;**$2045872** |
| China — 0.3% | China — 0.3% | China — 0.3% | China — 0.3% |
| Alibaba Group Holding Ltd., 0.50%, 6/1/31 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;$9576545 |
| H World Group Ltd., 3.00%, 5/1/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp; 1082088 |
| JD.com, Inc., 0.25%, 6/1/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp; 2430360 |
| Li Auto, Inc., 0.25%, 5/1/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp; 1491031 |
| PDD Holdings, Inc., 0.00%, 12/1/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 | &nbsp;&nbsp;&nbsp;&nbsp; 3891735 |
| Ping An Insurance Group Co. of China Ltd., 0.00%, 6/11/30<sup>(11)</sup> | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 2105732 |
| Shimao Group Holdings Ltd., 0.00%, 7/21/26<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp; 131758 |
| Sunac China Holdings Ltd., 1.00% PIK to 9/30/26, 9/30/32<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp; 29657 |
| Trip.com Group Ltd., 0.75%, 6/15/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp; 2762910 |
| ZTO Express Cayman, Inc., 1.50%, 9/1/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp; 1872203 |
|  |  |  | &nbsp;&nbsp;**$25374019** |
| Germany — 0.0%<sup>†</sup> | Germany — 0.0%<sup>†</sup> | Germany — 0.0%<sup>†</sup> | Germany — 0.0%<sup>†</sup> |
| TUI AG, 1.95%, 7/26/31<sup>(11)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;$1612933 |
|  |  |  | &nbsp;&nbsp;**$1612933** |
| Singapore — 0.1% | Singapore — 0.1% | Singapore — 0.1% | Singapore — 0.1% |
| Sea Ltd., 2.375%, 12/1/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;$2241375 |
|  |  |  | &nbsp;&nbsp;**$2241375** |
| Spain — 0.0%<sup>†</sup> | Spain — 0.0%<sup>†</sup> | Spain — 0.0%<sup>†</sup> | Spain — 0.0%<sup>†</sup> |
| Cellnex Telecom SA, 0.50%, 7/5/28<sup>(11)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;$1323844 |
|  |  |  | &nbsp;&nbsp;**$1323844** |
| Tanzania — 0.0%<sup>†</sup> | Tanzania — 0.0%<sup>†</sup> | Tanzania — 0.0%<sup>†</sup> | Tanzania — 0.0%<sup>†</sup> |
| HTA Group Ltd., 2.875%, 3/18/27<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;$568265 |
|  |  |  | &nbsp;&nbsp;**$568265** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| United Kingdom — 0.0%<sup>†</sup> | United Kingdom — 0.0%<sup>†</sup> | United Kingdom — 0.0%<sup>†</sup> | United Kingdom — 0.0%<sup>†</sup> |
| Barclays Bank PLC, 1.00%, 2/16/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;$1874711 |
|  |  |  | &nbsp;&nbsp;**$1874711** |
| United States — 1.9% | United States — 1.9% | United States — 1.9% | United States — 1.9% |
| Affirm Holdings, Inc., 0.75%, 12/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;$2142210 |
| Airbnb, Inc., 0.00%, 3/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 | &nbsp;&nbsp;&nbsp;&nbsp; 1505634 |
| Akamai Technologies, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 5/15/33<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp; 2833838 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/15/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp; 1775750 |
| Alnylam Pharmaceuticals, Inc., 1.00%, 9/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp; 2592128 |
| Alphatec Holdings, Inc., 0.75%, 3/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp; 682203 |
| Amphastar Pharmaceuticals, Inc., 2.00%, 3/15/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp; 1492125 |
| Axon Enterprise, Inc., 0.50%, 12/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp; 1752902 |
| Bentley Systems, Inc., 0.125%, 1/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp; 970515 |
| Bill Holdings, Inc., 0.00%, 4/1/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp; 1575420 |
| BioMarin Pharmaceutical, Inc., 1.25%, 5/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp; 1013582 |
| BlackLine, Inc., 0.00%, 3/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp; 1890485 |
| Block, Inc., 0.25%, 11/1/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp; 946838 |
| Bridgebio Pharma, Inc., 1.75%, 3/1/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp; 658525 |
| CenterPoint Energy, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 8/1/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 1823400 |
| &nbsp;&nbsp;&nbsp;4.25%, 8/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp; 1042058 |
| Cloudflare, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp; 2116890 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp; 2091595 |
| CMS Energy Corp., 3.375%, 5/1/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp; 1571570 |
| Confluent, Inc., 0.00%, 1/15/27<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp; 940075 |
| Core Scientific, Inc., 0.00%, 6/15/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp; 313543 |
| CyberArk Software Ltd., 0.00%, 6/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1338350 |
| Cytokinetics, Inc., 3.50%, 7/1/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp; 1053365 |
| Datadog, Inc., 0.00%, 12/1/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp; 1662327 |
| Dayforce, Inc., 0.25%, 3/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp; 928738 |
| Dexcom, Inc., 0.375%, 5/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp; 955300 |
| Digital Realty Trust LP, 1.875%, 11/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp; 1933578 |
| DoorDash, Inc., 0.00%, 5/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp; 2023680 |
| DraftKings Holdings, Inc., 0.00%, 3/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp; 961716 |
| Duke Energy Corp., 4.125%, 4/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp; 2037275 |
| Enovis Corp., 3.875%, 10/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp; 1711240 |
| Envista Holdings Corp., 1.75%, 8/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1488000 |
| Etsy, Inc., 0.25%, 6/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp; 1897145 |
| Evergy, Inc., 4.50%, 12/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp; 2210163 |
| Evolent Health, Inc., 3.50%, 12/1/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp; 957495 |
| Exact Sciences Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.375%, 3/1/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1825537 |
| &nbsp;&nbsp;&nbsp;2.00%, 3/1/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp; 695160 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| United States (continued) | United States (continued) | United States (continued) | United States (continued) |
| Expedia Group, Inc., 0.00%, 2/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;$1582524 |
| Federal Realty OP LP, 3.25%, 1/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp; 1376865 |
| Five9, Inc., 1.00%, 3/15/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp; 938304 |
| Ford Motor Co., 0.00%, 3/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2041828 |
| Global Payments, Inc., 1.50%, 3/1/31 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp; 2930200 |
| Haemonetics Corp., 2.50%, 6/1/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp; 1440720 |
| Halozyme Therapeutics, Inc., 1.00%, 8/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp; 2043167 |
| Integer Holdings Corp., 1.875%, 3/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp; 889615 |
| Integra LifeSciences Holdings Corp., 0.50%, 8/15/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 794200 |
| InterDigital, Inc., 3.50%, 6/1/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp; 1529028 |
| Ionis Pharmaceuticals, Inc., 1.75%, 6/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp; 2055215 |
| Itron, Inc., 0.00%, 3/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp; 1157331 |
| Jazz Investments I Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 6/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp; 1402879 |
| &nbsp;&nbsp;&nbsp;3.125%, 9/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp; 1461900 |
| Lantheus Holdings, Inc., 2.625%, 12/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp; 1109728 |
| Liberty Broadband Corp., 3.125%, 3/31/53<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp; 1526404 |
| Liberty Media Corp.-Liberty Formula One, 2.25%, 8/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp; 2315550 |
| Live Nation Entertainment, Inc., 2.875%, 1/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp; 1978920 |
| Lumentum Holdings, Inc., 0.50%, 6/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp; 2177437 |
| MARA Holdings, Inc., 0.00%, 6/1/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp; 1107650 |
| Marriott Vacations Worldwide Corp., 3.25%, 12/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp; 1576480 |
| Match Group Financeco 3, Inc., 2.00%, 1/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp; 969955 |
| Merit Medical Systems, Inc., 3.00%, 2/1/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp; 1444275 |
| Meritage Homes Corp., 1.75%, 5/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp; 1421035 |
| Microchip Technology, Inc., 0.75%, 6/1/30 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp; 2034136 |
| MicroStrategy, Inc., 0.00%, 12/1/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp; 3763588 |
| MKS, Inc., 1.25%, 6/1/30 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1951156 |
| NCL Corp. Ltd., 1.125%, 2/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp; 2420750 |
| NextEra Energy Capital Holdings, Inc., 3.00%, 3/1/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp; 2354580 |
| Nutanix, Inc., 0.50%, 12/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp; 2056227 |
| ON Semiconductor Corp., 0.50%, 3/1/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp; 3481725 |
| Parsons Corp., 2.625%, 3/1/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1911000 |
| PG&E Corp., 4.25%, 12/1/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp; 2690957 |
| Post Holdings, Inc., 2.50%, 8/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp; 1843856 |
| PPL Capital Funding, Inc., 2.875%, 3/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp; 2034875 |
| Progress Software Corp., 3.50%, 3/1/30 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1350050 |
| Rapid7, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 3/15/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp; 433194 |
| &nbsp;&nbsp;&nbsp;1.25%, 3/15/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp; 505587 |
| Rivian Automotive, Inc., 4.625%, 3/15/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp; 1957706 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| United States (continued) | United States (continued) | United States (continued) | United States (continued) |
| Rubrik, Inc., 0.00%, 6/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;$1508970 |
| Shift4 Payments, Inc., 0.50%, 8/1/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp; 2387112 |
| Snowflake, Inc., 0.00%, 10/1/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp; 1451003 |
| Southern Co., 3.25%, 6/15/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1516500 |
| Spotify USA, Inc., 0.00%, 3/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp; 2399070 |
| Tyler Technologies, Inc., 0.25%, 3/15/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp; 1504740 |
| Uber Technologies, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 12/15/25 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp; 1272320 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/15/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1564398 |
| &nbsp;&nbsp;&nbsp;0.875%, 12/1/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp; 2725305 |
| Ventas Realty LP, 3.75%, 6/1/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp; 872270 |
| Western Digital Corp., 3.00%, 11/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp; 3625895 |
| Workiva, Inc., 1.25%, 8/15/28 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1838500 |
| XPLR Infrastructure LP, 2.50%, 6/15/26<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp; 2384024 |
| Ziff Davis, Inc., 1.75%, 11/1/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 860625 |
| Zscaler, Inc., 0.00%, 7/15/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 1368500 |
|  |  |  | &nbsp;&nbsp;**$150750184** |
| Total Convertible Bonds<br> (identified cost $174,799,156) |  |  | &nbsp;&nbsp;**$185791203** |

---

Convertible Preferred Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| United States — 0.1% | United States — 0.1% | United States — 0.1% |
| Bank of America Corp., Series L, 7.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;$3660000 |
| Wells Fargo & Co., Series L, Class A, 7.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3672074 |
| Total Convertible Preferred Stocks<br> (identified cost $7,401,269) |  | &nbsp;&nbsp;**$7332074** |

---

Exchange-Traded Funds — 0.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| iShares Broad USD High Yield Corporate Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;1393600 | &nbsp;&nbsp;$52106704 |
| ProShares Short VIX Short-Term Futures ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122200 | &nbsp;&nbsp;&nbsp;&nbsp; 5539326 |
| Total Exchange-Traded Funds<br> (identified cost $58,025,182) |  | &nbsp;&nbsp;**$57646030** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

Foreign Corporate Bonds — 7.5%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Angola — 0.2% | Angola — 0.2% | Angola — 0.2% | Angola — 0.2% |
| Azule Energy Finance PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.125%, 1/23/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6188 | &nbsp;&nbsp;$6238612 |
| &nbsp;&nbsp;&nbsp;8.125%, 1/23/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8402 | &nbsp;&nbsp;&nbsp;&nbsp; 8470720 |
|  |  |  | &nbsp;&nbsp;**$14709332** |
| Argentina — 0.3% | Argentina — 0.3% | Argentina — 0.3% | Argentina — 0.3% |
| Banco Macro SA, 8.00%, 6/23/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 | &nbsp;&nbsp;$5960931 |
| Empresa Distribuidora de Electricidad de Mendoza SA, 9.75% to 7/28/29, 7/28/31<sup>(1)(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7420 | &nbsp;&nbsp;&nbsp;&nbsp; 6974800 |
| Generacion Mediterranea SA/Central Termica Roca SA, 11.00%, 11/1/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541 | &nbsp;&nbsp;&nbsp;&nbsp; 1499023 |
| YPF SA, 8.25%, 1/17/34<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8698 | &nbsp;&nbsp;&nbsp;&nbsp; 8797867 |
|  |  |  | &nbsp;&nbsp;**$23232621** |
| Brazil — 1.3% | Brazil — 1.3% | Brazil — 1.3% | Brazil — 1.3% |
| Adecoagro SA, 7.50%, 7/29/32<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 | &nbsp;&nbsp;$4572677 |
| Braskem Netherlands Finance BV: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 1/10/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164 | &nbsp;&nbsp;&nbsp;&nbsp; 1653160 |
| &nbsp;&nbsp;&nbsp;4.50%, 1/31/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12437 | &nbsp;&nbsp;&nbsp;&nbsp; 8841739 |
| &nbsp;&nbsp;&nbsp;8.50% to 10/24/25, 1/23/81<sup>(11)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506 | &nbsp;&nbsp;&nbsp;&nbsp; 2894150 |
| Constellation Oil Services Holding SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.375%, 11/7/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp; 1191480 |
| &nbsp;&nbsp;&nbsp;9.375%, 11/7/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp;&nbsp;&nbsp; 5991237 |
| Gol Finance, Inc., 14.375%, 6/6/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10239 | &nbsp;&nbsp;&nbsp;&nbsp; 9995824 |
| Guara Norte SARL, 5.198%, 6/15/34<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7807 | &nbsp;&nbsp;&nbsp;&nbsp; 7581972 |
| MV24 Capital BV, 6.748%, 6/1/34<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9053 | &nbsp;&nbsp;&nbsp;&nbsp; 9017088 |
| Oceanica Lux, 13.00%, 10/2/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944 | &nbsp;&nbsp;&nbsp;&nbsp; 2774720 |
| OHI Group SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;13.00%, 7/22/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp; 4155214 |
| &nbsp;&nbsp;&nbsp;13.00%, 7/22/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp; 11610935 |
| OI SA, 10.00%, (10.00% cash or 7.50% cash and 6.00% PIK), 6/30/27<sup>(1)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp; 2517193 |
| Raizen Fuels Finance SA, 6.25%, 7/8/32<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597 | &nbsp;&nbsp;&nbsp;&nbsp; 7481146 |
| Samarco Mineracao SA, 9.00% PIK to 12/30/25, 6/30/31<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16824 | &nbsp;&nbsp;&nbsp;&nbsp; 16671806 |
| Unigel Luxembourg SA, 13.50%, (13.50% cash or 15.00% PIK), 12/31/27<sup>(11)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp; 245606 |
| Vale SA, Series A6, 0.00%<sup>(15)(16)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50226 | &nbsp;&nbsp;&nbsp;&nbsp; 3188736 |
| Yinson Boronia Production BV, 8.947%, 7/31/42<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp; 2935150 |
|  |  |  | &nbsp;&nbsp;**$103319833** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Cameroon — 0.1% | Cameroon — 0.1% | Cameroon — 0.1% | Cameroon — 0.1% |
| Golar LNG Ltd., 7.75%, 9/19/29<sup>(1)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;$4647889 |
|  |  |  | &nbsp;&nbsp;**$4647889** |
| Canada — 0.1% | Canada — 0.1% | Canada — 0.1% | Canada — 0.1% |
| Alexandrite Lake Lux Holdings SARL, 6.75%, 7/30/30<sup>(1)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$1163310 |
| Aris Gold Corp., 7.50%, 8/26/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp; 1372143 |
| Polaris Renewable Energy, Inc., 9.50%, 12/3/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp; 3234375 |
| Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, 9.50%, 5/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp; 1706284 |
|  |  |  | &nbsp;&nbsp;**$7476112** |
| China — 0.2% | China — 0.2% | China — 0.2% | China — 0.2% |
| China Oil & Gas Group Ltd., 4.70%, 6/30/26<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9952 | &nbsp;&nbsp;$9881811 |
| Kaisa Group Holdings Ltd., 9.375%, 6/30/24<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp; 38250 |
| KWG Group Holdings Ltd., 7.875%, 8/30/24<sup>(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp; 31854 |
| Longfor Group Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.375%, 4/13/27<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp; 1085993 |
| &nbsp;&nbsp;&nbsp;3.95%, 9/16/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp; 280826 |
| Shimao Group Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/32<sup>(1)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp; 23571 |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/33<sup>(1)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp; 28285 |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 1/21/34<sup>(1)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp; 21214 |
| &nbsp;&nbsp;&nbsp;5.00%, (5.00% cash or 6.00% PIK), 7/21/31<sup>(1)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp; 180285 |
| Sunac China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, (5.00% cash or 6.00% PIK), 9/30/26<sup>(11)(12)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp; 30027 |
| &nbsp;&nbsp;&nbsp;6.25%, (5.25% cash or 6.25% PIK), 9/30/27<sup>(11)(12)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp; 30203 |
| &nbsp;&nbsp;&nbsp;6.50%, (5.50% cash or 6.50% PIK), 9/30/27<sup>(11)(12)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp; 60554 |
| &nbsp;&nbsp;&nbsp;6.75%, (5.75% cash or 6.75% PIK), 9/30/28<sup>(11)(12)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp; 89395 |
| &nbsp;&nbsp;&nbsp;7.00%, (6.00% cash or 7.00% PIK), 9/30/29<sup>(11)(12)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp; 89612 |
| &nbsp;&nbsp;&nbsp;7.25%, (6.25% cash or 7.25% PIK), 9/30/30<sup>(11)(12)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp; 43506 |
| Times China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.55%, 6/4/24<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221 | &nbsp;&nbsp;&nbsp;&nbsp; 83287 |
| &nbsp;&nbsp;&nbsp;6.75%, 7/16/23<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp; 37476 |
| Yanlord Land HK Co. Ltd., 5.125%, 5/20/26<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 199286 |
|  |  |  | &nbsp;&nbsp;**$12235435** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Colombia — 0.4% | Colombia — 0.4% | Colombia — 0.4% | Colombia — 0.4% |
| ABRA Global Finance, 14.00%, (6.00% cash and 8.00% PIK), 10/22/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7393 | &nbsp;&nbsp;$5646502 |
| Banco Davivienda SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.65% to 4/22/31<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701 | &nbsp;&nbsp;&nbsp;&nbsp; 2409603 |
| &nbsp;&nbsp;&nbsp;8.125% to 7/2/30, 7/2/35<sup>(1)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6519 | &nbsp;&nbsp;&nbsp;&nbsp; 6649315 |
| Banco de Occidente SA, 10.875% to 5/13/29, 8/13/34<sup>(11)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6504 | &nbsp;&nbsp;&nbsp;&nbsp; 7251960 |
| Bancolombia SA, 8.625% to 6/24/29, 12/24/34<sup>(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656 | &nbsp;&nbsp;&nbsp;&nbsp; 6021560 |
| Canacol Energy Ltd., 5.75%, 11/24/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 | &nbsp;&nbsp;&nbsp;&nbsp; 1492230 |
| EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA, 5.375%, 12/30/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp; 5877399 |
|  |  |  | &nbsp;&nbsp;**$35348569** |
| Costa Rica — 0.0%<sup>†</sup> | Costa Rica — 0.0%<sup>†</sup> | Costa Rica — 0.0%<sup>†</sup> | Costa Rica — 0.0%<sup>†</sup> |
| Liberty Costa Rica Senior Secured Finance, 10.875%, 1/15/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;$462564 |
|  |  |  | &nbsp;&nbsp;**$462564** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| Bank of Georgia JSC: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.50% to 7/16/29<sup>(1)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$200409 |
| &nbsp;&nbsp;&nbsp;9.50% to 7/16/29<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8631 | &nbsp;&nbsp;&nbsp;&nbsp; 8648628 |
| TBC Bank Group PLC, 22.00%, 6/5/28<sup>(1)</sup> | UZS | 16650000 | &nbsp;&nbsp;&nbsp;&nbsp; 1315086 |
| TBC Bank JSC: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.894% to 11/6/26<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp; 3434368 |
| &nbsp;&nbsp;&nbsp;10.25% to 7/30/29<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004 | &nbsp;&nbsp;&nbsp;&nbsp; 6049916 |
|  |  |  | &nbsp;&nbsp;**$19648407** |
| Ghana — 0.2% | Ghana — 0.2% | Ghana — 0.2% | Ghana — 0.2% |
| Kosmos Energy Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.125%, 4/4/26<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;$981011 |
| &nbsp;&nbsp;&nbsp;7.50%, 3/1/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 | &nbsp;&nbsp;&nbsp;&nbsp; 4011240 |
| &nbsp;&nbsp;&nbsp;8.75%, 10/1/31<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp; 5170685 |
| Tullow Oil PLC, 10.25%, 5/15/26<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249 | &nbsp;&nbsp;&nbsp;&nbsp; 3834723 |
|  |  |  | &nbsp;&nbsp;**$13997659** |
| Greece — 0.1% | Greece — 0.1% | Greece — 0.1% | Greece — 0.1% |
| Alpha Bank SA, 7.50% to 6/10/30<sup>(11)(13)(15)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;$8754460 |
|  |  |  | &nbsp;&nbsp;**$8754460** |
| Guyana — 0.0%<sup>†</sup> | Guyana — 0.0%<sup>†</sup> | Guyana — 0.0%<sup>†</sup> | Guyana — 0.0%<sup>†</sup> |
| Secure International Finance Co., Inc., 10.00%, 6/3/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412 | &nbsp;&nbsp;$1418824 |
|  |  |  | &nbsp;&nbsp;**$1418824** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Hong Kong — 0.2% | Hong Kong — 0.2% | Hong Kong — 0.2% | Hong Kong — 0.2% |
| CAS Capital No. 1 Ltd., 4.00% to 7/12/26<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp;$8255718 |
| Li & Fung Ltd., 8.375%, 2/5/29<sup>(5)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1608000 |
| Yuexiu REIT MTN Co. Ltd., 2.65%, 2/2/26<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7551 | &nbsp;&nbsp;&nbsp;&nbsp; 7475252 |
|  |  |  | &nbsp;&nbsp;**$17338970** |
| Hungary — 0.2% | Hungary — 0.2% | Hungary — 0.2% | Hungary — 0.2% |
| MBH Bank Nyrt: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.25% to 1/29/29, 1/29/30<sup>(11)(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 | &nbsp;&nbsp;$4991273 |
| &nbsp;&nbsp;&nbsp;6.875% to 5/8/30, 11/8/35<sup>(11)(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp; 3687110 |
| OTP Bank Nyrt: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.30% to 1/30/30, 7/30/35<sup>(11)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5614 | &nbsp;&nbsp;&nbsp;&nbsp; 5842393 |
| &nbsp;&nbsp;&nbsp;8.75% to 2/15/28, 5/15/33<sup>(11)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp; 1428865 |
|  |  |  | &nbsp;&nbsp;**$15949641** |
| Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% |
| Wow Air Hf.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%<sup>(12)(15)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;$0 |
| &nbsp;&nbsp;&nbsp;0.00%, (3 mo. EURIBOR + 9.00%)<sup>(12)(15)(17)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  |  | &nbsp;&nbsp;**$0** |
| India — 0.4% | India — 0.4% | India — 0.4% | India — 0.4% |
| Greenko Wind Projects Mauritius Ltd., 7.25%, 9/27/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;$1149101 |
| HDFC Bank Ltd., 3.70% to 8/25/26<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp; 5956857 |
| Piramal Finance Ltd., 7.80%, 1/29/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp; 5556212 |
| Porteast Investment Pvt Ltd., 0.00%, 5/29/28 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp; 8085949 |
| Vedanta Resources Finance II PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.475%, 7/24/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp; 1808589 |
| &nbsp;&nbsp;&nbsp;9.85%, 4/24/33<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp; 1023262 |
| &nbsp;&nbsp;&nbsp;9.85%, 4/24/33<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp; 1323513 |
| &nbsp;&nbsp;&nbsp;10.25%, 6/3/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp; 3834100 |
| &nbsp;&nbsp;&nbsp;11.25%, 12/3/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp; 3868925 |
|  |  |  | &nbsp;&nbsp;**$32606508** |
| Indonesia — 0.0%<sup>†</sup> | Indonesia — 0.0%<sup>†</sup> | Indonesia — 0.0%<sup>†</sup> | Indonesia — 0.0%<sup>†</sup> |
| Pakuwon Jati Tbk. PT, 4.875%, 4/29/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;$1487124 |
|  |  |  | &nbsp;&nbsp;**$1487124** |
| Ireland — 0.0%<sup>†</sup> | Ireland — 0.0%<sup>†</sup> | Ireland — 0.0%<sup>†</sup> | Ireland — 0.0%<sup>†</sup> |
| Phoenix Aviation Capital Ltd., 9.25%, 7/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$2097373 |
|  |  |  | &nbsp;&nbsp;**$2097373** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Jamaica — 0.2% | Jamaica — 0.2% | Jamaica — 0.2% | Jamaica — 0.2% |
| Digicel International Finance Ltd./Difl U.S. LLC, 8.625%, 8/1/32<sup>(1)(5)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;$6125890 |
| NCB Financial Group Ltd., 11.00%, 7/31/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp; 7056002 |
|  |  |  | &nbsp;&nbsp;**$13181892** |
| Kazakhstan — 0.2% | Kazakhstan — 0.2% | Kazakhstan — 0.2% | Kazakhstan — 0.2% |
| ForteBank JSC: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 2/4/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;$1294478 |
| &nbsp;&nbsp;&nbsp;7.75%, 2/4/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9679 | &nbsp;&nbsp;&nbsp;&nbsp; 9857790 |
| Kaspi.KZ JSC, 6.25%, 3/26/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp; 4072990 |
|  |  |  | &nbsp;&nbsp;**$15225258** |
| Luxembourg — 0.2% | Luxembourg — 0.2% | Luxembourg — 0.2% | Luxembourg — 0.2% |
| FORESEA Holding SA, 7.50%, 6/15/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9783 | &nbsp;&nbsp;$9427428 |
| LHMC Finco 2 SARL: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.625%, (8.625% cash or 9.375% PIK), 5/15/30<sup>(1)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp; 1813933 |
| &nbsp;&nbsp;&nbsp;8.625%, (8.625% cash or 9.375% PIK), 5/15/30<sup>(11)(14)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp; 2066201 |
|  |  |  | &nbsp;&nbsp;**$13307562** |
| Mexico — 0.8% | Mexico — 0.8% | Mexico — 0.8% | Mexico — 0.8% |
| Alpha Holding SA de CV: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 2/10/25<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;$19903 |
| &nbsp;&nbsp;&nbsp;10.00%, 12/19/22<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp; 10798 |
| Banco Mercantil del Norte SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.875% to 1/24/27<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp; 720127 |
| &nbsp;&nbsp;&nbsp;7.625% to 1/10/28<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp; 931436 |
| &nbsp;&nbsp;&nbsp;8.375% to 5/20/31<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp; 1095430 |
| &nbsp;&nbsp;&nbsp;8.375% to 10/14/30<sup>(11)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 | &nbsp;&nbsp;&nbsp;&nbsp; 2421674 |
| Banco Mercantil del Norte SA/Grand Cayman, 8.375% to 5/20/31<sup>(1)(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6647 | &nbsp;&nbsp;&nbsp;&nbsp; 6798619 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.125% to 1/17/28, 1/18/33<sup>(11)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5354 | &nbsp;&nbsp;&nbsp;&nbsp; 5169455 |
| &nbsp;&nbsp;&nbsp;8.45% to 6/29/33, 6/29/38<sup>(1)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp; 1889272 |
| &nbsp;&nbsp;&nbsp;8.45% to 6/29/33, 6/29/38<sup>(11)(13)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5996 | &nbsp;&nbsp;&nbsp;&nbsp; 6396428 |
| Controladora Mabe SA de CV, 5.60%, 10/23/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp; 1868317 |
| Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB: |  |  |  |
| &nbsp;&nbsp;&nbsp;13.00% to 9/12/27, (11.00% cash and 2.00% PIK), 9/12/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp; 4788313 |
| &nbsp;&nbsp;&nbsp;13.00% to 9/12/27, (11.00% cash and 2.00% PIK), 9/12/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp; 1301494 |
| Financiera Independencia SAB de CV SOFOM ENR, 10.00% to 3/1/26, 3/1/28<sup>(4)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp; 1112386 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Mexico (continued) | Mexico (continued) | Mexico (continued) | Mexico (continued) |
| Grupo Aeromexico SAB de CV: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.625%, 11/15/31<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;$951108 |
| &nbsp;&nbsp;&nbsp;8.625%, 11/15/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9129 | &nbsp;&nbsp;&nbsp;&nbsp; 8923597 |
| Petroleos Mexicanos: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 1/23/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;&nbsp; 3708582 |
| &nbsp;&nbsp;&nbsp;6.75%, 9/21/47 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp; 4248362 |
| &nbsp;&nbsp;&nbsp;6.84%, 1/23/30 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp; 3358756 |
| &nbsp;&nbsp;&nbsp;6.875%, 8/4/26 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163 | &nbsp;&nbsp;&nbsp;&nbsp; 2173039 |
| Total Play Telecomunicaciones SA de CV, 11.125%, 12/31/32<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp; 4882521 |
|  |  |  | &nbsp;&nbsp;**$62769617** |
| Mongolia — 0.0%<sup>†</sup> | Mongolia — 0.0%<sup>†</sup> | Mongolia — 0.0%<sup>†</sup> | Mongolia — 0.0%<sup>†</sup> |
| Golomt Bank, 11.00%, 5/20/27<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272 | &nbsp;&nbsp;$2355628 |
| Mongolian Mining Corp., 8.44%, 4/3/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 579285 |
|  |  |  | &nbsp;&nbsp;**$2934913** |
| Netherlands — 0.0%<sup>†</sup> | Netherlands — 0.0%<sup>†</sup> | Netherlands — 0.0%<sup>†</sup> | Netherlands — 0.0%<sup>†</sup> |
| Veon Midco BV, 3.375%, 11/25/27<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3717 | &nbsp;&nbsp;$3441958 |
|  |  |  | &nbsp;&nbsp;**$3441958** |
| Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% |
| Access Bank PLC, 6.125%, 9/21/26<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6696 | &nbsp;&nbsp;$6685650 |
|  |  |  | &nbsp;&nbsp;**$6685650** |
| Paraguay — 0.0%<sup>†</sup> | Paraguay — 0.0%<sup>†</sup> | Paraguay — 0.0%<sup>†</sup> | Paraguay — 0.0%<sup>†</sup> |
| Frigorifico Concepcion SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.70%, 7/21/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;$681896 |
| &nbsp;&nbsp;&nbsp;7.70%, 7/21/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 | &nbsp;&nbsp;&nbsp;&nbsp; 1574301 |
|  |  |  | &nbsp;&nbsp;**$2256197** |
| Peru — 0.3% | Peru — 0.3% | Peru — 0.3% | Peru — 0.3% |
| Auna SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;10.00%, 12/18/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;$2704076 |
| &nbsp;&nbsp;&nbsp;10.00%, 12/18/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp; 5667644 |
| Camposol SA, 6.00%, 2/3/27<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 | &nbsp;&nbsp;&nbsp;&nbsp; 3908605 |
| Peru LNG SRL, 5.375%, 3/22/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4016 | &nbsp;&nbsp;&nbsp;&nbsp; 3829662 |
| Petroleos del Peru SA, 5.625%, 6/19/47<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10759 | &nbsp;&nbsp;&nbsp;&nbsp; 7262095 |
| Telefonica del Peru SAA, 7.375%, 4/10/27<sup>(11)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 450939 |
|  |  |  | &nbsp;&nbsp;**$23823021** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Russia — 0.0% | Russia — 0.0% | Russia — 0.0% | Russia — 0.0% |
| Tinkoff Bank JSC Via TCS Finance Ltd., 6.00% to 12/20/26<sup>(11)(12)(13)(15)(17)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp;$0 |
|  |  |  | &nbsp;&nbsp;**$0** |
| Saint Lucia — 0.1% | Saint Lucia — 0.1% | Saint Lucia — 0.1% | Saint Lucia — 0.1% |
| Digicel Intermediate Holdings Ltd./Digicel International Finance Ltd./DIFL U.S., 12.00%, (9.00% cash and 3.00% PIK), 5/25/27 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8507 | &nbsp;&nbsp;$8552854 |
|  |  |  | &nbsp;&nbsp;**$8552854** |
| Singapore — 0.1% | Singapore — 0.1% | Singapore — 0.1% | Singapore — 0.1% |
| Puma International Financing SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 4/25/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709 | &nbsp;&nbsp;$1768325 |
| &nbsp;&nbsp;&nbsp;7.75%, 4/25/29<sup>(5)(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp; 4542390 |
|  |  |  | &nbsp;&nbsp;**$6310715** |
| Switzerland — 0.1% | Switzerland — 0.1% | Switzerland — 0.1% | Switzerland — 0.1% |
| VistaJet Malta Finance PLC/Vista Management Holding, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.375%, 2/1/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$1891187 |
| &nbsp;&nbsp;&nbsp;9.50%, 6/1/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3077892 |
|  |  |  | &nbsp;&nbsp;**$4969079** |
| Togo — 0.1% | Togo — 0.1% | Togo — 0.1% | Togo — 0.1% |
| Ecobank Transnational, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;10.125%, 10/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;$2611118 |
| &nbsp;&nbsp;&nbsp;10.125%, 10/15/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216 | &nbsp;&nbsp;&nbsp;&nbsp; 4447869 |
|  |  |  | &nbsp;&nbsp;**$7058987** |
| Turkey — 0.3% | Turkey — 0.3% | Turkey — 0.3% | Turkey — 0.3% |
| Limak Iskenderun Uluslararasi Liman Isletmeciligi AS, 9.50%, 7/10/36<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658 | &nbsp;&nbsp;$3666393 |
| Limak Yenilenebilir Enerji AS, 9.625%, 8/12/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp; 6411715 |
| WE Soda Investments Holding PLC, 9.50%, 10/6/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 | &nbsp;&nbsp;&nbsp;&nbsp; 2664357 |
| Zorlu Enerji Elektrik Uretim AS, 11.00%, 4/23/30<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7694 | &nbsp;&nbsp;&nbsp;&nbsp; 7460364 |
|  |  |  | &nbsp;&nbsp;**$20202829** |
| Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% |
| Kernel Holding SA, 6.75%, 10/27/27<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;$4546041 |
|  |  |  | &nbsp;&nbsp;**$4546041** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| United Arab Emirates — 0.1% | United Arab Emirates — 0.1% | United Arab Emirates — 0.1% | United Arab Emirates — 0.1% |
| Ittihad International Ltd., 9.75%, 11/9/28<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5647 | &nbsp;&nbsp;$5945311 |
|  |  |  | &nbsp;&nbsp;**$5945311** |
| United Kingdom — 0.1% | United Kingdom — 0.1% | United Kingdom — 0.1% | United Kingdom — 0.1% |
| Avianca Midco 2 PLC: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.00%, 12/1/28<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8897 | &nbsp;&nbsp;$8508168 |
| &nbsp;&nbsp;&nbsp;9.625%, 2/14/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 | &nbsp;&nbsp;&nbsp;&nbsp; 2341226 |
|  |  |  | &nbsp;&nbsp;**$10849394** |
| United States — 0.5% | United States — 0.5% | United States — 0.5% | United States — 0.5% |
| Ally Financial, Inc., Series B, 4.70% to 5/15/26<sup>(13)(15)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;$15581653 |
| Beach Acquisition Bidco LLC, 10.00%, (10.00% cash or 10.75% PIK), 7/15/33<sup>(1)(14)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5225374 |
| Gray Media, Inc., 5.375%, 11/15/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp;&nbsp; 1098846 |
| Hightower Holding LLC, 9.125%, 1/31/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2135512 |
| JB Poindexter & Co., Inc., 8.75%, 12/15/31<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1535981 |
| Level 3 Financing, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.875%, 10/15/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021 | &nbsp;&nbsp;&nbsp;&nbsp; 880612 |
| &nbsp;&nbsp;&nbsp;4.50%, 4/1/30<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp; 903477 |
| &nbsp;&nbsp;&nbsp;4.875%, 6/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp; 239662 |
| NGL Energy Operating LLC/NGL Energy Finance Corp., 8.125%, 2/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1981106 |
| Scripps Escrow II, Inc., 3.875%, 1/15/29<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 1332854 |
| Sinclair Television Group, Inc., 8.125%, 2/15/33<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1020649 |
| Voyager Parent LLC, 9.25%, 7/1/32<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5292345 |
|  |  |  | &nbsp;&nbsp;**$37228071** |
| Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% |
| Ipoteka-Bank ATIB, 20.50%, 4/25/27<sup>(11)</sup> | UZS | 51340000 | &nbsp;&nbsp;$4155259 |
| Uzbek Industrial & Construction Bank ATB, 8.95%, 7/24/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6826 | &nbsp;&nbsp;&nbsp;&nbsp; 7235369 |
|  |  |  | &nbsp;&nbsp;**$11390628** |
| Venezuela — 0.2% | Venezuela — 0.2% | Venezuela — 0.2% | Venezuela — 0.2% |
| Petroleos de Venezuela SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/12/27<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;$794507 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/12/37<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp; 114845 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/28/22<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp; 243262 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/16/24<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13368 | &nbsp;&nbsp;&nbsp;&nbsp; 1878158 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/26<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60087 | &nbsp;&nbsp;&nbsp;&nbsp; 8502259 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/17/21<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp; 49708 |
| &nbsp;&nbsp;&nbsp;9.75%, 5/17/35<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 | &nbsp;&nbsp;&nbsp;&nbsp; 311695 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela (continued) | Venezuela (continued) | Venezuela (continued) | Venezuela (continued) |
| Petroleos de Venezuela SA: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;12.75%, 2/17/22<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;$144226 |
|  |  |  | &nbsp;&nbsp;**$12038660** |
| Total Foreign Corporate Bonds<br> (identified cost $594,608,467) |  |  | &nbsp;&nbsp;**$587449958** |

---

Government National Mortgage Association Participation Agreements — 1.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association Participation Agreements, 6.102%, 1/1/59<sup>(18)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120010 | &nbsp;&nbsp;$121601813 |
| Total Government National Mortgage Association Participation Agreements<br> (identified cost $120,010,000) |  | &nbsp;&nbsp;**$121601813** |

---

Insurance Linked Securities — 2.3%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Reinsurance Side Cars — 1.0% |  |  |
| Eden Re II Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022A, 0.00%, 3/20/26<sup>(1)(17)(19)(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79810 | &nbsp;&nbsp;$96658 |
| &nbsp;&nbsp;&nbsp;Series 2022B, 0.00%, 3/20/26<sup>(1)(17)(19)(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27451 | &nbsp;&nbsp;&nbsp;&nbsp; 65863 |
| &nbsp;&nbsp;&nbsp;Series 2023A, 0.00%, 3/19/27<sup>(1)(17)(19)(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257143 | &nbsp;&nbsp;&nbsp;&nbsp; 651986 |
| &nbsp;&nbsp;&nbsp;Series 2023B, 0.00%, 3/19/27<sup>(1)(17)(19)(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31162 | &nbsp;&nbsp;&nbsp;&nbsp; 438782 |
| &nbsp;&nbsp;&nbsp;Series 2024A, 0.00%, 3/17/28<sup>(1)(17)(19)(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81053 | &nbsp;&nbsp;&nbsp;&nbsp; 461125 |
| &nbsp;&nbsp;&nbsp;Series 2024B, 0.00%, 3/17/28<sup>(1)(17)(19)(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64938 | &nbsp;&nbsp;&nbsp;&nbsp; 1910146 |
| &nbsp;&nbsp;&nbsp;Series 2025A, 0.00%, 3/19/30<sup>(1)(17)(19)(20)</sup> | 37500000 | &nbsp;&nbsp;&nbsp;&nbsp; 36371250 |
| Mt. Logan Re Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 13, Preference Shares<sup>(17)(20)(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 26521385 |
| &nbsp;&nbsp;&nbsp;Series 17, Preference Shares<sup>(10)(17)(20)(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp; 2250877 |
| &nbsp;&nbsp;&nbsp;Series 19, Preference Shares<sup>(10)(17)(20)(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7464 | &nbsp;&nbsp;&nbsp;&nbsp; 11900103 |
|  |  | &nbsp;&nbsp;**$80668175** |
| Segregated Account/Funds — 1.3% |  |  |
| 1863 Fund Ltd. - Core Nat Cat Fund<sup>(10)(17)(20)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50541 | &nbsp;&nbsp;$58511289 |
| PartnerRe ILS Fund SAC Ltd.<sup>(10)(17)(20)(21)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp; 40232200 |
|  |  | &nbsp;&nbsp;**$98743489** |
| Total Insurance Linked Securities<br> (identified cost $141,472,375) |  | &nbsp;&nbsp;**$179411664** |

---

Loan Participation Notes — 0.0%<sup>†</sup>

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 0.0%<sup>†</sup> | Uzbekistan — 0.0%<sup>†</sup> | Uzbekistan — 0.0%<sup>†</sup> | Uzbekistan — 0.0%<sup>†</sup> |
| Europe Asia Investment Finance BV (borrower - Joint Stock Commercial Bank "Asaka"), 18.70%, 7/21/26<sup>(11)(17)(22)</sup> | UZS | &nbsp;&nbsp;&nbsp;&nbsp;1841900 | &nbsp;&nbsp;$145327 |
| Total Loan Participation Notes<br> (identified cost $155,826) |  |  | &nbsp;&nbsp;**$145327** |

---

Preferred Stocks — 0.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount/<br> Shares** | &nbsp;&nbsp;**Value** |
| United States — 0.1% | United States — 0.1% | United States — 0.1% |
| AH Parent, Inc. (Alliant), Series A, 10.00% cash or 10.50% PIK<sup>(10)(21)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;$8163664 |
| Boeing Co., 6.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp; 1908900 |
| Hewlett Packard Enterprise Co., 7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp; 1560000 |
| PG&E Corp., Series A, 6.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 304080 |
| Total Preferred Stocks<br> (identified cost $10,927,500) |  | &nbsp;&nbsp;**$11936644** |

---

Senior Floating-Rate Loans — 1.3%<sup>(23)</sup>

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Argentina — 0.2% | Argentina — 0.2% | Argentina — 0.2% |
| Telecom Argentina SA, Term Loan, 9.33%, (3 mo. USD Term SOFR + 5.00%), 2/23/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;$2979548 |
| VMOS SA: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.70%, (3 mo. USD Term SOFR + 5.50%), 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294 | &nbsp;&nbsp;&nbsp;&nbsp; 2293950 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7/8/30<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8896 | &nbsp;&nbsp;&nbsp;&nbsp; 8896050 |
|  |  | &nbsp;&nbsp;**$14169548** |
| Brazil — 0.1% | Brazil — 0.1% | Brazil — 0.1% |
| Clealco Acucar E Alcool SA, Term Loan, 14.698%, (3 mo. USD Term SOFR + 12.00%), 12/31/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;$3740205 |
|  |  | &nbsp;&nbsp;**$3740205** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Jamaica — 0.1% | Jamaica — 0.1% | Jamaica — 0.1% |
| Digicel International Finance Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 14.106%, (3 mo. USD Term SOFR + 9.65%), 11.856% cash, 2.25% PIK, 5/25/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7362 | &nbsp;&nbsp;$7398474 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7/30/32<sup>(25)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp; 3400000 |
|  |  | &nbsp;&nbsp;**$10798474** |
| Paraguay — 0.1% | Paraguay — 0.1% | Paraguay — 0.1% |
| Frigorifico Concepcion SA, Term Loan, 9.795%, (3 mo. USD Term SOFR + 5.50%), 12/8/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646 | &nbsp;&nbsp;$4721247 |
|  |  | &nbsp;&nbsp;**$4721247** |
| Puerto Rico — 0.0%<sup>†</sup> | Puerto Rico — 0.0%<sup>†</sup> | Puerto Rico — 0.0%<sup>†</sup> |
| Coral-US Co-Borrower LLC, Term Loan, 7.568%, (3 mo. USD Term SOFR + 3.25%), 2/2/32 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;$2531377 |
|  |  | &nbsp;&nbsp;**$2531377** |
| Suriname — 0.7% | Suriname — 0.7% | Suriname — 0.7% |
| Staatsolie Maatschappij Suriname NV, Revolving Loan, 4/25/32<sup>(24)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52400 | &nbsp;&nbsp;$52400000 |
|  |  | &nbsp;&nbsp;**$52400000** |
| Tanzania — 0.1% | Tanzania — 0.1% | Tanzania — 0.1% |
| HTA Group Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.591%, (3 mo. USD Term SOFR + 4.31%), 9/13/28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;$686550 |
| &nbsp;&nbsp;&nbsp;Term Loan, 8.591%, (3 mo. USD Term SOFR + 4.31%), 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp; 4228750 |
| PIH Communication LLC, Term Loan, 7.821%, (3 mo. USD Term SOFR + 3.50%), 12/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6283 | &nbsp;&nbsp;&nbsp;&nbsp; 6283397 |
|  |  | &nbsp;&nbsp;**$11198697** |
| Uzbekistan — 0.0%<sup>†</sup> | Uzbekistan — 0.0%<sup>†</sup> | Uzbekistan — 0.0%<sup>†</sup> |
| Navoi Mining & Metallurgical Co., Term Loan, 9.086%, (3 mo. USD Term SOFR + 4.76%), 4/23/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;$630716 |
|  |  | &nbsp;&nbsp;**$630716** |
| Total Senior Floating-Rate Loans<br> (identified cost $99,778,809) |  | &nbsp;&nbsp;**$100190264** |

---

Sovereign Government Bonds — 17.4%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brazil — 3.4% | Brazil — 3.4% | Brazil — 3.4% | Brazil — 3.4% |
| Brazil Letras do Tesouro Nacional, 0.00%, 10/1/25 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;1527300 | &nbsp;&nbsp;$266370980 |
|  |  |  | &nbsp;&nbsp;**$266370980** |
| Colombia — 3.9% | Colombia — 3.9% | Colombia — 3.9% | Colombia — 3.9% |
| Colombia TES: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 4/28/28 | COP | 995018300 | &nbsp;&nbsp;$216840918 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/28/28 | COP | 393550000 | &nbsp;&nbsp;&nbsp;&nbsp; 85764999 |
|  |  |  | &nbsp;&nbsp;**$302605917** |
| Dominican Republic — 0.1% | Dominican Republic — 0.1% | Dominican Republic — 0.1% | Dominican Republic — 0.1% |
| Dominican Republic Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;12.00%, 8/8/25<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104570 | &nbsp;&nbsp;$1717617 |
| &nbsp;&nbsp;&nbsp;12.75%, 9/23/29<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91200 | &nbsp;&nbsp;&nbsp;&nbsp; 1649983 |
|  |  |  | &nbsp;&nbsp;**$3367600** |
| Iceland — 0.1% | Iceland — 0.1% | Iceland — 0.1% | Iceland — 0.1% |
| Republic of Iceland: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 2/17/42 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;1145294 | &nbsp;&nbsp;$7039007 |
| &nbsp;&nbsp;&nbsp;6.50%, 1/24/31 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45514 | &nbsp;&nbsp;&nbsp;&nbsp; 352032 |
| &nbsp;&nbsp;&nbsp;7.00%, 9/17/35 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384686 | &nbsp;&nbsp;&nbsp;&nbsp; 3083090 |
|  |  |  | &nbsp;&nbsp;**$10474129** |
| Indonesia — 0.8% | Indonesia — 0.8% | Indonesia — 0.8% | Indonesia — 0.8% |
| Indonesia Treasury Bonds, 6.75%, 7/15/35 | IDR | 989900000 | &nbsp;&nbsp;$61052556 |
|  |  |  | &nbsp;&nbsp;**$61052556** |
| Japan — 1.1% | Japan — 1.1% | Japan — 1.1% | Japan — 1.1% |
| Japan Government Thirty Year Bonds, 2.40%, 3/20/55<sup>(7)</sup> | JPY | 15470050 | &nbsp;&nbsp;$89894910 |
|  |  |  | &nbsp;&nbsp;**$89894910** |
| Mexico — 2.0% | Mexico — 2.0% | Mexico — 2.0% | Mexico — 2.0% |
| Mexican Bonos, 7.75%, 11/23/34 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;3290110 | &nbsp;&nbsp;$158123018 |
|  |  |  | &nbsp;&nbsp;**$158123018** |
| Peru — 3.1% | Peru — 3.1% | Peru — 3.1% | Peru — 3.1% |
| Peru Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326285 | &nbsp;&nbsp;$85918541 |
| &nbsp;&nbsp;&nbsp;6.714%, 2/12/55 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5641 | &nbsp;&nbsp;&nbsp;&nbsp; 1547221 |
| &nbsp;&nbsp;&nbsp;6.85%, 8/12/35<sup>(1)(11)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121015 | &nbsp;&nbsp;&nbsp;&nbsp; 34631844 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Peru (continued) | Peru (continued) | Peru (continued) | Peru (continued) |
| Peru Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.90%, 8/12/37 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192624 | &nbsp;&nbsp;$54360322 |
| &nbsp;&nbsp;&nbsp;7.30%, 8/12/33<sup>(1)(11)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27365 | &nbsp;&nbsp;&nbsp;&nbsp; 8316294 |
| &nbsp;&nbsp;&nbsp;7.60%, 8/12/39<sup>(1)(11)</sup> | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188999 | &nbsp;&nbsp;&nbsp;&nbsp; 55786079 |
|  |  |  | &nbsp;&nbsp;**$240560301** |
| Romania — 0.0%<sup>†</sup> | Romania — 0.0%<sup>†</sup> | Romania — 0.0%<sup>†</sup> | Romania — 0.0%<sup>†</sup> |
| Romania Government International Bonds, 5.75%, 3/24/35<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166 | &nbsp;&nbsp;$3007516 |
|  |  |  | &nbsp;&nbsp;**$3007516** |
| Serbia — 0.4% | Serbia — 0.4% | Serbia — 0.4% | Serbia — 0.4% |
| Serbia Treasury Bonds, 4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;3319480 | &nbsp;&nbsp;$31485911 |
|  |  |  | &nbsp;&nbsp;**$31485911** |
| South Africa — 2.1% | South Africa — 2.1% | South Africa — 2.1% | South Africa — 2.1% |
| Republic of South Africa Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.50%, 1/31/37 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413920 | &nbsp;&nbsp;$20227999 |
| &nbsp;&nbsp;&nbsp;8.875%, 2/28/35 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2539040 | &nbsp;&nbsp;&nbsp;&nbsp; 133114113 |
| &nbsp;&nbsp;&nbsp;10.875%, 3/31/38 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp; 13132575 |
| Republic of South Africa Government International Bonds, 5.875%, 4/20/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1950313 |
|  |  |  | &nbsp;&nbsp;**$168425000** |
| Suriname — 0.2% | Suriname — 0.2% | Suriname — 0.2% | Suriname — 0.2% |
| Suriname Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.95%, (4.95% cash and 3.00% PIK), 7/15/33<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9547 | &nbsp;&nbsp;$9523557 |
| &nbsp;&nbsp;&nbsp;9.00%, Oil-Linked, 12/31/50<sup>(1)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp; 4254580 |
|  |  |  | &nbsp;&nbsp;**$13778137** |
| Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% |
| National Bank of Uzbekistan, 8.50%, 7/5/29<sup>(11)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7667 | &nbsp;&nbsp;$8129545 |
| Republic of Uzbekistan Bonds, 16.25%, 10/12/26<sup>(11)</sup> | UZS | &nbsp;&nbsp;&nbsp;&nbsp;6450000 | &nbsp;&nbsp;&nbsp;&nbsp; 519777 |
|  |  |  | &nbsp;&nbsp;**$8649322** |
| Venezuela — 0.1% | Venezuela — 0.1% | Venezuela — 0.1% | Venezuela — 0.1% |
| Venezuela Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/9/20<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;$123847 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/31/38<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp; 36618 |
| &nbsp;&nbsp;&nbsp;7.65%, 4/21/25<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp; 5923 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/13/19<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp; 284580 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/13/24<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 750381 |
| &nbsp;&nbsp;&nbsp;9.25%, 9/15/27<sup>(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22668 | &nbsp;&nbsp;&nbsp;&nbsp; 5017562 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Venezuela (continued) | Venezuela (continued) | Venezuela (continued) | Venezuela (continued) |
| Venezuela Government International Bonds: <br> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;9.25%, 5/7/28<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11120 | &nbsp;&nbsp;$2225032 |
| &nbsp;&nbsp;&nbsp;11.75%, 10/21/26<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp; 130533 |
| &nbsp;&nbsp;&nbsp;11.95%, 8/5/31<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp;&nbsp;&nbsp; 773705 |
| &nbsp;&nbsp;&nbsp;12.75%, 8/23/22<sup>(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp; 120234 |
|  |  |  | &nbsp;&nbsp;**$9468415** |
| Total Sovereign Government Bonds<br> (identified cost $1,331,531,487) |  |  | &nbsp;&nbsp;**$1367263712** |

---

U.S. Department of Agriculture Loans — 0.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| USDA Guaranteed Loans: |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;$264130 |
| &nbsp;&nbsp;&nbsp;7.00%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7118 | &nbsp;&nbsp;&nbsp;&nbsp; 7119273 |
| Total U.S. Department of Agriculture Loans<br> (identified cost $7,381,853) |  | &nbsp;&nbsp;**$7383403** |

---

U.S. Government Agency Commercial Mortgage-Backed Securities — 0.2%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| FRESB Mortgage Trust: |  |  |
| Interest Only:<sup>(8)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SB91, Class X1, 0.562%, 8/25/41<sup>(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22037 | &nbsp;&nbsp;$571979 |
| &nbsp;&nbsp;&nbsp;Series 2021-SB92, Class X1, 0.559%, 8/25/41<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21579 | &nbsp;&nbsp;&nbsp;&nbsp; 563519 |
| Government National Mortgage Association: |  |  |
| Interest Only:<sup>(8)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-101, Class IO, 0.676%, 4/16/63<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25820 | &nbsp;&nbsp;&nbsp;&nbsp; 1317158 |
| &nbsp;&nbsp;&nbsp;Series 2021-132, Class IO, 0.72%, 4/16/63<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62764 | &nbsp;&nbsp;&nbsp;&nbsp; 3348706 |
| &nbsp;&nbsp;&nbsp;Series 2021-144, Class IO, 0.823%, 4/16/63<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24484 | &nbsp;&nbsp;&nbsp;&nbsp; 1492166 |
| &nbsp;&nbsp;&nbsp;Series 2021-186, Class IO, 0.764%, 5/16/63<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45875 | &nbsp;&nbsp;&nbsp;&nbsp; 2526447 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class IO, 0.64%, 2/16/61<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65424 | &nbsp;&nbsp;&nbsp;&nbsp; 3208762 |
| Total U.S. Government Agency Commercial Mortgage-Backed Securities<br> (identified cost $15,964,073) |  | &nbsp;&nbsp;**$13028737** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

U.S. Government Agency Mortgage-Backed Securities — 26.0%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;4.388%, (COF + 1.254%), with maturity at 2035<sup>(26)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;$14105 |
| &nbsp;&nbsp;&nbsp;4.642%, (COF + 1.251%), with maturity at 2030<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 26243 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp; 9744945 |
| &nbsp;&nbsp;&nbsp;6.50%, with maturity at 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5546 | &nbsp;&nbsp;&nbsp;&nbsp; 5747517 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp; 1328809 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.187%, (COF + 1.254%), with maturity at 2035<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp; 4436 |
| &nbsp;&nbsp;&nbsp;5.103%, (COF + 1.79%), with maturity at 2035<sup>(26)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp; 201632 |
| &nbsp;&nbsp;&nbsp;5.50%, with maturity at 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp; 1164876 |
| &nbsp;&nbsp;&nbsp;6.00%, with maturity at 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 | &nbsp;&nbsp;&nbsp;&nbsp; 2549441 |
| &nbsp;&nbsp;&nbsp;6.00%, with maturity at 2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10618 | &nbsp;&nbsp;&nbsp;&nbsp; 10797417 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71131 | &nbsp;&nbsp;&nbsp;&nbsp; 73588216 |
| &nbsp;&nbsp;&nbsp;8.50%, with maturity at 2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp; 53430 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, with maturity at 2052<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15543 | &nbsp;&nbsp;&nbsp;&nbsp; 15288349 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26135 | &nbsp;&nbsp;&nbsp;&nbsp; 26205483 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35411 | &nbsp;&nbsp;&nbsp;&nbsp; 35560174 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117955 | &nbsp;&nbsp;&nbsp;&nbsp; 120827165 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2054<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56759 | &nbsp;&nbsp;&nbsp;&nbsp; 58268276 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(27)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp; 94285655 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75236 | &nbsp;&nbsp;&nbsp;&nbsp; 78176043 |
| &nbsp;&nbsp;&nbsp;6.50%, 30-Year, TBA<sup>(27)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp; 359098746 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2053<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39369 | &nbsp;&nbsp;&nbsp;&nbsp; 41352587 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29249 | &nbsp;&nbsp;&nbsp;&nbsp; 30321879 |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4838 | &nbsp;&nbsp;&nbsp;&nbsp; 4986513 |
| &nbsp;&nbsp;&nbsp;8.00%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp; 2529647 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 30-Year, TBA<sup>(27)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371840 | &nbsp;&nbsp;&nbsp;&nbsp; 318315342 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(27)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287900 | &nbsp;&nbsp;&nbsp;&nbsp; 286359289 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(27)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428700 | &nbsp;&nbsp;&nbsp;&nbsp; 434644847 |
| &nbsp;&nbsp;&nbsp;6.50%, 30-Year, TBA<sup>(27)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35830 | &nbsp;&nbsp;&nbsp;&nbsp; 36952488 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $2,033,108,895) |  | &nbsp;&nbsp;**$2048393550** |

---

U.S. Government Guaranteed Small Business Administration Loans — 0.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| SBA IO Trust:<br> Interest Only:<sup>(28)(29)</sup><br> Series 2018-1, Class A, 2.519%, 3/25/44<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114375 | &nbsp;&nbsp;$6217916 |
| Total U.S. Government Guaranteed Small Business Administration Loans<br> (identified cost $30,742,355) |  | &nbsp;&nbsp;**$6217916** |

---

Short-Term Investments — 2.3%

Affiliated Fund — 0.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.22%<sup>(30)</sup> | 57834949 | &nbsp;&nbsp;$57834949 |
| Total Affiliated Fund<br> (identified cost $57,834,949) |  | &nbsp;&nbsp;**$57834949** |

---

Sovereign Government Securities — 0.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Nigeria — 0.3% | Nigeria — 0.3% | Nigeria — 0.3% |
| Nigeria OMO Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/24/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;7058834 | &nbsp;&nbsp;$4044096 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/25/26 NGN | 29800442 | &nbsp;&nbsp;&nbsp;&nbsp; 17039684 |
| Total Sovereign Government Securities<br> (identified cost $21,656,087) |  | &nbsp;&nbsp;**$21083780** |

---

U.S. Treasury Obligations — 1.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/14/25<sup>(31)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;$13479153 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 3990464 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/4/25<sup>(31)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43500 | &nbsp;&nbsp;&nbsp;&nbsp; 43324585 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp; 29755805 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 11/12/25<sup>(31)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;$9335654 |
| Total U.S. Treasury Obligations<br> (identified cost $99,889,269) |  | &nbsp;&nbsp;**$99885661** |
| Total Short-Term Investments<br> (identified cost $179,380,305) |  | &nbsp;&nbsp;**$178804390** |

---

---

| | |
|:---|:---|
| Total Purchased Swaptions — 0.0%<sup>†</sup><br> (identified cost $4,705,944) | &nbsp;&nbsp;**$4274112** |
| Total Investments — 126.0%<br> (identified cost $9,832,664,784) | &nbsp;&nbsp;**$9920115091** |
| Less Unfunded Loan Commitments — (0.8)% | &nbsp;&nbsp;**$(61296050)** |
| Net Investments — 125.2%<br> (identified cost $9,771,368,734) | &nbsp;&nbsp;**$9858819041** |
| Total Written Swaptions — (0.0)%<sup>†</sup><br> (premiums received $457,339) | &nbsp;&nbsp;**$(614430)** |

---

TBA Sale Commitments — (4.3)%

U.S. Government Agency Mortgage-Backed Securities — (4.3)%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association, 3.00%, 30-Year, TBA<sup>(27)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;(383334) | &nbsp;&nbsp;$(335013714) |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (proceeds $335,887,434) |  | &nbsp;&nbsp;**$(335013714)** |
| Total TBA Sale Commitments<br> (proceeds $335,887,434) |  | &nbsp;&nbsp;**$(335013714)** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — (20.9)% | &nbsp;&nbsp;**$(1649962192)** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$7873228705** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| \* | In U.S. dollars unless otherwise indicated. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2025, the aggregate value of these securities is $2,676,561,957 or 34.0% of the Portfolio's net assets. |

---

<sup>(2)</sup> Variable rate security. The stated interest rate represents the rate in effect at July 31, 2025.

<sup>(3)</sup> Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at July 31, 2025.

<sup>(4)</sup> Step coupon security. Interest rate represents the rate in effect at July 31, 2025.

<sup>(5)</sup> When-issued, variable rate security whose interest rate will be determined after July 31, 2025.

<sup>(6)</sup> Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at July 31, 2025.

<sup>(7)</sup> Security (or a portion thereof) has been pledged for the benefit of the counterparty for reverse repurchase agreements.

<sup>(8)</sup> Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated.

<sup>(9)</sup> Principal only security that entitles the holder to receive only principal payments on the underlying mortgages.

<sup>(10)</sup> Non-income producing security.

<sup>(11)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At July 31, 2025, the aggregate value of these securities is $437,628,877 or 5.6% of the Portfolio's net assets.

<sup>(12)</sup> Issuer is in default with respect to interest and/or principal payments or has declared bankruptcy and is non-income producing. For a variable rate security, interest rate has been adjusted to reflect non-accrual status.

<sup>(13)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(14)</sup> Represents a payment-in-kind security which may pay interest in additional principal at the issuer's discretion.

<sup>(15)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(16)</sup> Variable rate security whose coupon rate is linked to the issuer's mining activity revenue. The coupon rate shown represents the rate in effect at July 31, 2025.

<sup>(17)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(18)</sup> Represents a participation interest, through a participation agreement with a financial institution, in mortgage loans guaranteed by Government National Mortgage Association.

<sup>(19)</sup> Quantity held represents principal in USD.

<sup>(20)</sup> Security is subject to risk of loss depending on the occurrence, frequency and severity of the loss events that are covered by underlying reinsurance contracts and that may occur during a specified risk period.

<sup>(21)</sup> Restricted security.

<sup>(22)</sup> Limited recourse note whose payments by the issuer are limited to amounts received by the issuer from the borrower pursuant to a loan agreement with the borrower.

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

<sup>(23)</sup> Senior floating-rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will typically have an expected average life of approximately two to four years. Senior Loans typically have rates of interest which are redetermined periodically by reference to a base lending rate, plus a spread. These base lending rates are primarily the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Base lending rates may be subject to a floor, or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and may also be subject to a credit spread adjustment. Senior Loans are generally subject to contractual restrictions that must be satisfied before they can be bought or sold.

<sup>(24)</sup> Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the reference rate and spread for the funded portion, if any. At July 31, 2025, the total value of unfunded loan commitments is $61,296,050.

<sup>(25)</sup> This Senior Loan will settle after July 31, 2025, at which time the interest rate will be determined.

<sup>(26)</sup> Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at July 31, 2025.

<sup>(27)</sup> TBA (To Be Announced) securities are purchased or sold on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount, which is not expected to differ significantly from the commitment amount, and maturity date are determined upon settlement.

<sup>(28)</sup> Interest only security that entitles the holder to receive only a portion of the interest payments on the underlying loans. Principal amount shown is the notional amount of the underlying loans on which coupon interest is calculated.

<sup>(29)</sup> The stated interest rate represents the weighted average fixed interest rate at July 31, 2025 of all interest only securities comprising the trust.

<sup>(30)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of July 31, 2025.

<sup>(31)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Credit Default Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Credit Default Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Credit Default Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Credit Default Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Credit Default Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Credit Default Swaptions (OTC) — 0.0%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Option to buy protection on Markit CDX North America High Yield 5-Year Index (CDX.NA.HY.44.V1) at 107, expiring 9/17/30 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;476394850 | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$4186591 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$4186591** |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Option to enter into interest rate swap expiring 9/10/55 to pay SOFR and receive 4.53% | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000000 | &nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;$87521 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$87521** |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Written Credit Default Swaptions (OTC) — (0.0)%<sup>†</sup>** | **Written Credit Default Swaptions (OTC) — (0.0)%<sup>†</sup>** | **Written Credit Default Swaptions (OTC) — (0.0)%<sup>†</sup>** | **Written Credit Default Swaptions (OTC) — (0.0)%<sup>†</sup>** | **Written Credit Default Swaptions (OTC) — (0.0)%<sup>†</sup>** | **Written Credit Default Swaptions (OTC) — (0.0)%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Option to buy protection on Markit CDX North America High Yield 5-Year Index (CDX.NA.HY.44.V1) at 102, expiring 9/17/30 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;(476394850) | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$(614430) |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$(614430)** |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 333904 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 389132 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6969) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1084472 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1263844 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22636) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8476186 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (235586) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 81500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 94980124 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1701114) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;108000000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6525680 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11096 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;120757802205 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7358794 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49843) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;456672837000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 27761267 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (120822) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 148000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5079278 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114211) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 191500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6562465 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138071) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 191500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 6563704 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139310) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 295000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10130683 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (234096) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 324030000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11107759 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (237282) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 353000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12097615 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (255259) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 430000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 14737131 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (311598) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 645000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 22130726 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (492426) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 645000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 22136042 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497743) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 33805916 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;138117451347 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953862 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 115038468 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;480717000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697083 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 52798602 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;220051372178 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458080 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 26599291 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;110187562132 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390527 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15091627 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 62034131685 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336441 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6061853 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 25638000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36297) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 52913106 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;224001285290 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (366926) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 26423885 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 22673655 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473257 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 18745607 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 16085123 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335738 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7857610 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6742413 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140731 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7222089 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6197089 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129349 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7162153 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6145659 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128276 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3426887 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2940523 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61376 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1048860 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18785 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 464366 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 398460 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8317 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 121596 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 104338 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2178 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 27341585 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;444000000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468173 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 18821082 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;305936694200 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$304049 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 17040810 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;276845000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284572 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16469795 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;268820000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199276 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15174301 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;247920000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168768 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10332637 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;168690639205 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122518 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 8663872 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 742000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205034 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 440468 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1596080 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3230) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274537 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3456) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274476 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3516) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274386 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3607) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2758392 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21533) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4666099 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 17000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59774) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5216198 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65661) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5213335 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68523) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 11268904 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 40834000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82644) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 17102033 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 62000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133505) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 33348490 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 121015000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (292778) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 27996597 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 102000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (358643) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 30542210 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 111250000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (384461) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 30731239 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 112000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403926) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 67615291 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 245010767 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (495876) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1443836)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 465889 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 546893 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(15080) |
| USD | &nbsp;&nbsp; 2648611 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2284720 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 40603 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1322796 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1141058 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20278 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 2234734000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 15291734 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 407038 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 958345278 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6550549 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 181625 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 1295809310 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 8854180 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 247520 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 466780210 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3201291 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 69361 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 151600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 98960842 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1456926) |
| AUD | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3596348 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (58937) |
| CNH | &nbsp;&nbsp; 166300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 23277363 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136199) |
| CNH | &nbsp;&nbsp; 86076000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12080266 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (102521) |
| CNH | &nbsp;&nbsp; 256000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 35907146 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (283947) |
| CNH | &nbsp;&nbsp; 253000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 35492831 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (287091) |
| CNH | &nbsp;&nbsp; 132321877 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18561254 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (148251) |
| CNH | &nbsp;&nbsp; 128357000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18011428 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (150150) |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 104338 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 120697 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1279) |
| JPY | &nbsp;&nbsp; 1633900000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11524738 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (636678) |
| JPY | &nbsp;&nbsp;12578000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 88826304 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5008436) |
| JPY | &nbsp;&nbsp; 486000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3432635 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (194005) |
| JPY | &nbsp;&nbsp; 7360477310 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 51029235 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1980140) |
| MXN | &nbsp;&nbsp; 18200492 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 945760 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14471 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 6537236 | &nbsp;&nbsp;CAD | &nbsp;&nbsp; 8888742 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 107412 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 39950 | &nbsp;&nbsp;CAD | &nbsp;&nbsp; 54320 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 656 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 54505611 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 388654877 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 423071 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 88894503 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 633400000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 754914 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 9342523 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 6900000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 226131 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 45160046 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 6369400000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2715339 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 50395381 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 7444000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 789704 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7014211 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 991077310 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 409824 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 23776005 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 3512000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 372574 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 25373630 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 3741900000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 438181 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 259319 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4474) |
| USD | &nbsp;&nbsp; 28162001 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 543000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (485875) |
| USD | &nbsp;&nbsp; 736909 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 14181300 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11275) |
| USD | &nbsp;&nbsp; 3142734 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 61000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (75536) |
| USD | &nbsp;&nbsp; 75746519 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 1457688729 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1158982) |
| USD | &nbsp;&nbsp; 519643 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7943) |
| USD | &nbsp;&nbsp; 11781177 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 228167239 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (256589) |
| USD | &nbsp;&nbsp; 53834970 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 1036000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (822857) |
| USD | &nbsp;&nbsp; 4850518 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 18220000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2233) |
| USD | &nbsp;&nbsp; 4759916 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 85000000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 107876 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 47487694 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 847000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1131485 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 108816555 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 1933979322 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2970097 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 13243188 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 91667 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 873 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 64190134 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 390000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4462130) |
| USD | &nbsp;&nbsp; 63760913 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 390000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4891352) |
| USD | &nbsp;&nbsp; 61937289 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 376300000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;10/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4288080) |
| USD | &nbsp;&nbsp; 57914455 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 371000000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;10/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7378163) |
| USD | &nbsp;&nbsp; 33629321 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 12947625 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3283) |
| USD | &nbsp;&nbsp; 4946963 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4268700 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 47217 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2907245 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2508641 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 27748 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2098031 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 16352001 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4061469 | &nbsp;&nbsp;NGN | &nbsp;&nbsp; 7058834000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (123223) |
| NGN | &nbsp;&nbsp; 8122940000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4286512 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 526006 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 21883082 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;37923382000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (585008) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$12030039** | &nbsp;&nbsp;**$(35016643)** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** |
| **Settlement Date** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Aggregate Cost** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 8/7/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;34193000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;$8168926 | &nbsp;&nbsp;$72671 |
| 8/7/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;14280000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp; 3411583 | &nbsp;&nbsp;&nbsp;&nbsp; 36924 |
| 8/28/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;13263000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 3168615 | &nbsp;&nbsp;&nbsp;&nbsp; 38404 |
| 9/5/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;56172000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;13419849 | &nbsp;&nbsp;&nbsp;&nbsp;117437 |
| 9/5/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;24868000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 5941124 | &nbsp;&nbsp;&nbsp;&nbsp; 58288 |
| 9/18/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;13248000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 3165032 | &nbsp;&nbsp;&nbsp;&nbsp; 18743 |
| 9/23/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;39691000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 9482433 | &nbsp;&nbsp;&nbsp;&nbsp; 26153 |
| 10/6/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;41020000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 9799940 | &nbsp;&nbsp;&nbsp;&nbsp; 65660 |
| 10/6/25 | &nbsp;&nbsp;COP | &nbsp;&nbsp;27298000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 6521666 | &nbsp;&nbsp;&nbsp;&nbsp; 27489 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$461769** |

---

\* Represents a short-term forward contract to purchase the reference entity denominated in a non-deliverable foreign currency.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;$19249547 | &nbsp;&nbsp;&nbsp;&nbsp;$(23408) |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;20417 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2208545172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7443250 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7468 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829414751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8343774 |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2512125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90984 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18884047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343046 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19356563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553504 |
| 30 Day Federal Funds | &nbsp;&nbsp;&nbsp;&nbsp;(5116) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;8/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2039635241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1141060 |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11241591) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78497 |
| Japan 10-Year Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270018899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1151586 |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18821906) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2956 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;(3227) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378567438) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11169311) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7955938** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** |  |  |  |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/Receives<br> Return on<br> Reference<br> Index** | **Reference Index** | **Portfolio<br> Pays/Receives<br> Rate** | **Annual<br> Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | 19500 | Pays | Return on CPI-U (NSA)<br> (pays upon termination) | Receives | 2.09%<br> (pays upon<br> termination) | 4/2/29 | $(2912910) | $849719 | $(2063191) |
|  |  |  |  |  |  |  | **$(2912910)** | **$849719** | **$(2063191)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** | **Inflation Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Portfolio<br> Pays/Receives<br> Return on<br> Reference Index** | &nbsp;&nbsp;**Reference Index** | &nbsp;&nbsp;**Portfolio<br> Pays/Receives<br> Rate** | &nbsp;&nbsp;**Annual<br> Rate** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;19500 | &nbsp;&nbsp;Receives | &nbsp;&nbsp;Return on CPI-U (NSA)<br> (pays upon termination) | &nbsp;&nbsp;Pays | &nbsp;&nbsp;2.09%<br> (pays upon termination) | &nbsp;&nbsp;4/2/29 | &nbsp;&nbsp;$2918292 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;**$2918292** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | 50356000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.24%<br> (pays quarterly) | 6/18/28 | $33653 | $— | $33653 |
| COP | 84799000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.25%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51239 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51239 |
| COP | 69237000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.26%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35181 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 35181 |
| COP | 95177000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.28%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39217 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 39217 |
| COP | 231656000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.29%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73187 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 73187 |
| COP | 161413000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.29%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48928 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 48928 |
| COP | 12019000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.32%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1487 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | 191722000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.36%<br> (pays quarterly) | 6/18/28 | $(25412) | $— | $(25412) |
| COP | 190312291 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.37%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(37415) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (37415) |
| COP | 22958000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.38%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5984) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5984) |
| COP | 22958000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.40%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8926) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8926) |
| COP | 54402000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.42%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(26380) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26380) |
| COP | 37009000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.42%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(19132) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19132) |
| COP | 24673000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.43%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(14335) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14335) |
| COP | 11627000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.44%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7500) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7500) |
| COP | 45952000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.48%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(41419) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41419) |
| COP | 127593000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.52%<br> (pays quarterly) | 6/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(143617) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (143617) |
| ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195250 | Receives | 3-month ILS TELBOR<br> (pays annually) | 4.00%<br> (pays annually) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15391 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15391 |
| KRW | 108173000 | Receives | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 2.40%<br> (pays quarterly) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;404742 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 404742 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157700 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.20%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;131599 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 131599 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255100 | Pays | 3-month MYR KLIBOR<br> (pays quarterly) | 3.20%<br> (pays quarterly) | 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;215654 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 215654 |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58500 | Receives | SORA<br> (pays semi-annually) | 1.84%<br> (pays semi-annually) | 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;(346590) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (346590) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469200 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.26%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;203896 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 203896 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623800 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.27%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;258876 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 258876 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633800 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.32%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;221693 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 221693 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;1493400 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.33%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;498020 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 498020 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.35%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;159677 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 159677 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;2056500 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.36%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;612039 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 612039 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623900 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.37%<br> (pays quarterly) | 3/20/29 | $177544 | $— | $177544 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623800 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.38%<br> (pays quarterly) | 3/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;173446 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 173446 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122220 | Receives | SOFR<br> (pays annually) | 3.76%<br> (pays annually) | 4/12/55 | 6456258 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6456258 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1643200 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 8.47%<br> (pays quarterly) | 9/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;886482 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 886482 |
| **Total** |  |  |  |  |  | **$10021499** | **$—** | **$10021499** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** | **Credit Default Swaps - Buy Protection (Centrally Cleared)** |  |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Markit CDX Emerging Markets Index (CDX.EM.43.V1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;$1094 | &nbsp;&nbsp;$(1706) | &nbsp;&nbsp;$(612) |
| Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;36570 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (182441) | &nbsp;&nbsp;&nbsp;&nbsp; (781146) | &nbsp;&nbsp;&nbsp;&nbsp; (963587) |
| Petroleo Brasileiro S.A. | &nbsp;&nbsp;&nbsp;16567 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 407999 | &nbsp;&nbsp;&nbsp;&nbsp; (803282) | &nbsp;&nbsp;&nbsp;&nbsp; (395283) |
| Turkey | &nbsp;&nbsp;&nbsp;10725 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 782273 | &nbsp;&nbsp;&nbsp;&nbsp; (950070) | &nbsp;&nbsp;&nbsp;&nbsp; (167797) |
| **Total** |  |  | &nbsp;&nbsp;**$1008925** | &nbsp;&nbsp;**$(2536204)** | &nbsp;&nbsp;**$(1527279)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Pan American Energy | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;$3190 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.68% | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;$7632 | &nbsp;&nbsp;$24416 | &nbsp;&nbsp;$32048 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5564 &nbsp;&nbsp;4.00%<br> (pays monthly)<sup>(1)</sup> | &nbsp;&nbsp;3.54 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 45510 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 45510 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;14667 &nbsp;&nbsp;4.20%<br> (pays monthly)<sup>(1)</sup> | &nbsp;&nbsp;3.54 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;137668 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;137668 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 3916 &nbsp;&nbsp;4.20%<br> (pays monthly)<sup>(1)</sup> | &nbsp;&nbsp;3.54 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36298 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 36298 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;17676 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.01 | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;(48234) | &nbsp;&nbsp;&nbsp;&nbsp;133703 | &nbsp;&nbsp;&nbsp;&nbsp; 85469 |
| Petroleos Mexicanos | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;25000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.01 | &nbsp;&nbsp;12/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;(68220) | &nbsp;&nbsp;&nbsp;&nbsp;169013 | &nbsp;&nbsp;&nbsp;&nbsp;100793 |
| Petroleos Mexicanos | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;10000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;2.14 | &nbsp;&nbsp; 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;(59611) | &nbsp;&nbsp;&nbsp;&nbsp;131510 | &nbsp;&nbsp;&nbsp;&nbsp; 71899 |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** | **Credit Default Swaps - Sell Protection (OTC) (continued)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| U.S. Single Family Rental | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$12578 &nbsp;&nbsp;7.85%<br> (pays annually)<sup>(1)</sup> | &nbsp;&nbsp;7.98% | &nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;$124012 | &nbsp;&nbsp;$18460 | &nbsp;&nbsp;$142472 |
| **Total** |  | &nbsp;&nbsp;**$92591** |  |  | &nbsp;&nbsp;**$175055** | &nbsp;&nbsp;**$477102** | &nbsp;&nbsp;**$652157** |

---

\* The contract annual fixed rate represents the fixed rate of interest received by the Portfolio (as a seller of protection) or paid by the Portfolio (as a buyer of protection) on the notional amount of the credit default swap contract.

\*\* If the Portfolio is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Portfolio could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At July 31, 2025, such maximum potential amount for all open credit default swaps in which the Portfolio is the seller was $92,591,000.

\*\*\* Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market's perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as "Defaulted" indicates a credit event has occurred for the reference entity.

<sup>(1)</sup> Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;Return on iBoxx USD Liquid High Yield Index (pays upon termiantion) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;$1544032 |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;Positive return on Diversified Volatility Risk Premia Strategy (pays monthly) | &nbsp;&nbsp;&nbsp;&nbsp;Negative return on Diversified Volatility Risk Premia Strategy (pays monthly) | &nbsp;&nbsp;&nbsp;&nbsp;4/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395847) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 49928 | &nbsp;&nbsp;&nbsp;&nbsp;Positive return on Diversified Volatility Risk Premia Strategy (pays monthly) | &nbsp;&nbsp;&nbsp;&nbsp;Negative return on Diversified Volatility Risk Premia Strategy (pays monthly) | &nbsp;&nbsp;&nbsp;&nbsp;4/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20630) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1127555** |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** |  |  |
| **Counterparty** | &nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;**Effective Date/<br> Termination<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3-month PLN WIBOR + 0.63% on PLN 527,967,209 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount at effective date (pays quarterly) plus Notional Amount\* | &nbsp;&nbsp;6/11/26/<br> 6/13/29 | &nbsp;&nbsp;$530212 |
|  |  |  |  | &nbsp;&nbsp;**$530212** |

---

<sup>(1)</sup> Effective date represents the date on which the Portfolio and counterparty exchange the currencies and begin interest payment accrual.

\* The Portfolio pays interest on the currency received and receives interest on the currency delivered. At the termination date, the notional amount of the currency received will be exchanged for the notional amount of the currency delivered.

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ABS | – Asset-Backed Securities |
| ADR | – American Depositary Receipt |
| COF | – Cost of Funds 11th District |
| CPI-U (NSA) | – Consumer Price Index All Urban Non-Seasonally Adjusted |
| EURIBOR | – Euro Interbank Offered Rate |
| JIBAR | – Johannesburg Interbank Average Rate |
| KLIBOR | – Kuala Lumpur Interbank Offered Rate |
| OTC | – Over-the-counter |
| PIK | – Payment In Kind |

---

---

| | |
|:---|:---|
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Interbank Average |
| SORA | – Singapore Overnight Rate Average |
| STACR | – Structured Agency Credit Risk |
| TAIBOR | – Taipei Interbank Offered Rate |
| TBA | – To Be Announced |
| TELBOR | – Tel Aviv Interbank Offered Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | – Australian Dollar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| CNH | – Yuan Renminbi Offshore |
| COP | – Colombian Peso |
| DOP | – Dominican Peso |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| HKD | – Hong Kong Dollar |
| IDR | – Indonesian Rupiah |
| ILS | – Israeli Shekel |
| INR | – Indian Rupee |
| ISK | – Icelandic Krona |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |

---

---

| | |
|:---|:---|
| MXN | – Mexican Peso |
| MYR | – Malaysian Ringgit |
| NGN | – Nigerian Naira |
| OMR | – Omani Rial |
| PEN | – Peruvian Sol |
| PLN | – Polish Zloty |
| RSD | – Serbian Dinar |
| SAR | – Saudi Riyal |
| SGD | – Singapore Dollar |
| TWD | – New Taiwan Dollar |
| USD | – United States Dollar |
| UZS | – Uzbekistani Som |
| ZAR | – South African Rand |

---

Basis for Consolidation

The Portfolio seeks to gain exposure to the commodity markets, in whole or in part, through investments in Eaton Vance GOP Commodity Subsidiary, Ltd. (the Subsidiary), a wholly-owned subsidiary of the Portfolio organized under the laws of the Cayman Islands with the same objective and investment policies and restrictions as the Portfolio. The net assets of the Subsidiary at July 31, 2025 were $22,009,363 or 0.3% of the Portfolio's consolidated net assets. The Consolidated Portfolio of Investments includes positions of the Portfolio and the Subsidiary.

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

In the normal course of pursuing its investment objective, the Portfolio is subject to the following risks:

Commodity Risk: The Portfolio invested in commodities-linked derivative instruments, including commodity futures contracts and total return swap contracts based on commodity indices, that provide exposure to the investment returns of certain commodities. Commodities-linked derivative instruments are used to enhance total return and/or as a substitute for the purchase or sale of commodities and to manage certain investment risks.

Credit Risk: The Portfolio entered into credit default swap contracts and swaptions to manage certain investment risks and/or to enhance total return or as a substitute for the purchase or sale of securities.

Foreign Exchange Risk: The Portfolio engaged in forward foreign currency exchange contracts, currency options and cross-currency swaps to enhance total return, to seek to hedge against fluctuations in currency exchange rates and/or as a substitute for the purchase or sale of securities or currencies.

Interest Rate Risk: The Portfolio utilized various interest rate derivatives including non-deliverable bond forward contracts, interest rate futures contracts, interest rate swaps and swaptions, inflation swaps, total return swaps and cross-currency swaps to enhance total return, to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

At July 31, 2025, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

Reverse Repurchase Agreements

Reverse repurchase agreements outstanding as of July 31, 2025 were as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Trade<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Interest<br> Rate Paid<br> (Received)** |  | **Principal<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value<br> Including<br> Accrued<br> Interest** |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5/27/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.52% | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18201990 | &nbsp;&nbsp;&nbsp;&nbsp;$18350538 |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5/29/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.58 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27240605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27458938 |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;7/14/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.57 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9323250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9344554 |
| MUFG Securities Americas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4.60 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12242385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12483288 |
| MUFG Securities Americas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2/27/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.60 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52777872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53816424 |
| MUFG Securities Americas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5/27/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.60 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56412175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56880710 |
| MUFG Securities Americas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4.60 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24327541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24523377 |
| Nomura International PLC | &nbsp;&nbsp;&nbsp;&nbsp;6/13/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 0.45 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | 14262860829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94639236 |
| TD Securities (USA) LLC | &nbsp;&nbsp;&nbsp;&nbsp;1/6/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.55 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52527123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53894725 |
| TD Securities (USA) LLC | &nbsp;&nbsp;&nbsp;&nbsp;5/27/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.60 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48043544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48442574 |
| TD Securities (USA) LLC | &nbsp;&nbsp;&nbsp;&nbsp;7/14/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.60 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92694592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92907790 |
| TD Securities (USA) LLC | &nbsp;&nbsp;&nbsp;&nbsp;7/30/25 | On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.60 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;101598377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101611358 |
| **Total** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$594353512** |

---

<sup>(1)</sup> Open reverse repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

At July 31, 2025, the remaining contractual maturity of all open reverse repurchase agreements was less than 30 days. At July 31, 2025, the underlying collateral for all open reverse repurchase agreements was comprised of Collateralized Mortgage Obligations, Sovereign Government Bonds and U.S. Government Agency Mortgage-Backed Securities having an aggregate market value of $628,369,108.

Based on the short-term nature of the borrowings under the reverse repurchase agreements, the carrying value of the payable for reverse repurchase agreements approximated its fair value at July 31, 2025. If measured at fair value, borrowings under the reverse repurchase agreements would have been considered as Level 2 in the fair value hierarchy at July 31, 2025.

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

Restricted Securities

At July 31, 2025, the Portfolio owned the following securities (representing 1.1% of net assets) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Portfolio has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees' valuation designee.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Date(s) of<br> Acquisition** | &nbsp;&nbsp;&nbsp;&nbsp;**Principal Amount/<br> Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| **Insurance Linked Securities** |  |  |  |  |
| Mt. Logan Re Ltd., Series 13, Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;1/2/18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;$6658283 | &nbsp;&nbsp;&nbsp;&nbsp;$26521385 |
| Mt. Logan Re Ltd., Series 17, Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;1/26/21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2250877 |
| Mt. Logan Re Ltd., Series 19, Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7463900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11900103 |
| PartnerRe ILS Fund SAC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40232200 |
| **Total Insurance Linked Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$48695114** | &nbsp;&nbsp;&nbsp;&nbsp;**$80904565** |
| **Preferred Stocks** |  |  |  |  |
| AH Parent, Inc. (Alliant), Series A | &nbsp;&nbsp;&nbsp;&nbsp;9/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;$8000000 | &nbsp;&nbsp;&nbsp;&nbsp;$7880000 | &nbsp;&nbsp;&nbsp;&nbsp;$8163664 |
| **Total Preferred Stocks** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$7880000** | &nbsp;&nbsp;&nbsp;&nbsp;**$8163664** |
| **Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$56575114** | &nbsp;&nbsp;&nbsp;&nbsp;**$89068229** |

---

Affiliated Investments

At July 31, 2025, the value of the Portfolio's investments in funds that may be deemed to be affiliated was $57,834,949, which represents 0.7% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended July 31, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $126551697 | $3842283048 | $(3910999796) | $— | $— | $57834949 | $6546160 | 57834949 |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

At July 31, 2025, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$952173831 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$952173831 |
| Closed-End Funds | &nbsp;&nbsp;&nbsp;&nbsp; 8264750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8264750 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677233931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677233931 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383517122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383517122 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 16327299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,727,361\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22054660 |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185791203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185791203 |
| Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 7332074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7332074 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 57646030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57646030 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587449958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587449958 |
| Government National Mortgage Association Participation Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121601813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121601813 |
| Insurance Linked Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179411664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179411664 |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145327 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 3772980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8163664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11936644 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38894214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38894214 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367263712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367263712 |
| U.S. Department of Agriculture Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7383403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7383403 |
| U.S. Government Agency Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13028737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13028737 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048393550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048393550 |
| U.S. Government Guaranteed Small Business Administration Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6217916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6217916 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp; 57834949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57834949 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21083780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21083780 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99885661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99885661 |
| Purchased Interest Rate Swaptions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87521 |
| Purchased Credit Default Swaptions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4186591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4186591 |
| **Total Investments** | &nbsp;&nbsp;**$151178082** | &nbsp;&nbsp;&nbsp;&nbsp;**$9528083968** | &nbsp;&nbsp;&nbsp;&nbsp;**$179556991** | &nbsp;&nbsp;&nbsp;&nbsp;**$9858819041** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$17927525 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$17927525 |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461769 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 19148657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19148657 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17233231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17233231 |
| **Total** | &nbsp;&nbsp;**$170326739** | &nbsp;&nbsp;&nbsp;&nbsp;**$9563706493** | &nbsp;&nbsp;&nbsp;&nbsp;**$179556991** | &nbsp;&nbsp;&nbsp;&nbsp;**$9913590223** |
| **Liability Description** |  |  |  |  |
| TBA Sale Commitments | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(335013714) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(335013714) |
| Written Credit Default Swaptions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (614430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (614430) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42357965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42357965) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11192719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11192719) |

---

------

Global Opportunities Portfolio<br>

July 31, 2025

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Swap Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(4364603) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(4364603) |
| **Total** | &nbsp;&nbsp;**$(11192719)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(382350712)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(393543431)** |

---

\* Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Foreign<br> Corporate Bonds** | &nbsp;&nbsp;**Insurance<br> Linked Securities\*** | &nbsp;&nbsp;**Loan<br> Participation Notes** | &nbsp;&nbsp;**Total** |
| **Balance as of October 31, 2024** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$128235686** | &nbsp;&nbsp;**$7976061** | &nbsp;&nbsp;**$136211747** |
| Realized gains (losses) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17537) | &nbsp;&nbsp;&nbsp;&nbsp; (925644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (943181) |
| Change in net unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5770651 | &nbsp;&nbsp;&nbsp;&nbsp; 894572 | &nbsp;&nbsp;&nbsp;&nbsp; 6665223 |
| Cost of purchases | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 79676193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 79676193 |
| Proceeds from sales, including return of capital | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34253329) | &nbsp;&nbsp;&nbsp;&nbsp;(7802762) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42056091) |
| Accrued discount (premium) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 |
| Transfers to Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers from Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| **Balance as of July 31, 2025** | &nbsp;&nbsp;&nbsp;&nbsp;**$0** | &nbsp;&nbsp;**$179411664** | &nbsp;&nbsp;&nbsp;&nbsp;**$145327** | &nbsp;&nbsp;**$179556991** |
| **Change in net unrealized appreciation (depreciation) on investments still held as of July 31, 2025** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$10830437** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(828)** | &nbsp;&nbsp;**$10829609** |

---

\* The Portfolio's investments in Insurance Linked Securities were primarily valued on the basis of broker quotations.

The following is a summary of quantitative information about significant unobservable valuation inputs for Level 3 investments held as of July 31, 2025:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Investment** | &nbsp;&nbsp;**Fair Value as of<br> July 31, 2025** | &nbsp;&nbsp;**Valuation Technique** | &nbsp;&nbsp;**Unobservable Input** | &nbsp;&nbsp;**Input** | &nbsp;&nbsp;&nbsp;&nbsp;**Impact to<br> Valuation from an<br> Increase to Input\*** |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;Estimated Recovery Value | &nbsp;&nbsp;Estimated Recovery Value Percentage | &nbsp;&nbsp; 0% | &nbsp;&nbsp;&nbsp;&nbsp;Increase |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp;145327 | &nbsp;&nbsp;Matrix Pricing | &nbsp;&nbsp;Adjusted Credit Spread to the Central Bank of Uzbekistan Quoted Policy Rate | &nbsp;&nbsp;5.35% | &nbsp;&nbsp;&nbsp;&nbsp;Decrease |

---

\* Represents the directional change in the fair value of the Level 3 investments that would result from an increase to the corresponding unobservable input. A decrease to the unobservable input would have the opposite effect.

**Investment Valuation - Derivatives. Non-deliverable bond forward contracts are generally valued based on the current price of the underlying bond as provided by a third party pricing service and current interest rates.**

**Non-Deliverable Bond Forward Contracts - The Portfolio may also enter into non-deliverable bond forward contracts for the purchase of a bond denominated in a non-deliverable foreign currency at a fixed price on a future date. For non-deliverable bond forward contracts, unrealized gains and losses, based on changes in the value of the contract, and realized gains and losses are accounted for as described above. Risks may arise upon entering these contracts from the potential inability of counterparties to meet the terms of their contracts and from movements in the value of a foreign currency relative to the U.S. dollar.**

For additional information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Global Opportunities Portfolio

- **b. Investment Company Act file number:** 811-22350

- **c. CIK number of Registrant:** 0001475712

- **d. LEI of Registrant:** 732CSYB5YI2A4VM2EI15

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

  - **Street Address 1:** One Post Office Square

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Global Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000027417

- **c. LEI of Series:** 732CSYB5YI2A4VM2EI15

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $10517751415.38

**Total Liabilities:** $2644667564.05

**Net Assets:** $7873083851.33

**Amount of Assets Invested in Other Investment Companies:** $22009362.78

**Delayed Delivery Securities:** $1534305327.03

**Cash Not Reported:** $151576216.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2931.75000000 | **1-Year:** -24457.45000000 | **5-Year:** -88394.93000000 | **10-Year:** -27500.71000000 | **30-Year:** -1670.71000000

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

- **3-Month:** 20871.84000000 | **1-Year:** -131903.42000000 | **5-Year:** -54906.49000000 | **10-Year:** -198729.13000000 | **30-Year:** -162788.43000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082717 | -0.30%               | 1.89%                | -0.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4485630.29              | $-20735334.52                              |
| Month 2  | $-5814005.51             | $119057100.63                              |
| Month 3  | $-636591.14              | $-41148324.96                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                      | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $2120992.02    | 0.03%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                   | Harvest Commercial Capital Loan Trust 2019-1                                                                               | CUSIP: 41753CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9500000 | PA      | $9070676.95    | 0.12%             | 2046-09-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BVV44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1653318 | PA      | $1687703.69    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                                   | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      6228700 | PA      | $4788313.13    | 0.06%             | 2030-09-12      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5669700 | PA      | $794507.19     | 0.01%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                                  | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US                                            | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |      8507086 | PA      | $8552854.12    | 0.11%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                     | Affirm Holdings Inc                                                                                                        | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2020000 | PA      | $2142210.00    | 0.03%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF407N7 IRS COP R V 03MCPIBR BMIF407Q0 CCPNDFOIS / Short: BMIF407N7 IRS COP P F  8.41500 BMIF407P2 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  54402000000 | OU      | $-26379.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                              | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      1840000 | PA      | $1978920.00    | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381DP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24484056 | PA      | $1492166.12    | 0.02%             | 2063-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3455.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-NQM1 Trust                                                                                                       | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9032373.00    | 0.11%             | 2068-12-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                 | Highbridge Loan Management 3-2014                                                                                          | CUSIP: 40436YAA3<br>LEI: 5493006ZY0SLETMEU160 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2715812.00    | 0.03%             | 2029-07-18      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BWHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34818881 | PA      | $36101495.81   | 0.46%             | 2055-02-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384NC52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6079860 | PA      | $6179779.08    | 0.08%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR9 Trust                                                                                       | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $952359.00     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BVPH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8509275 | PA      | $8719189.03    | 0.11%             | 2055-04-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382XJH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1781358 | PA      | $1010203.39    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FFB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4318536 | PA      | $1822893.82    | 0.02%             | 2051-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       245039 | PA      | $3660.50       | 0.00%             | 2041-11-25      | Floating      | 1.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BAW98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        70734 | PA      | $72922.21      | 0.00%             | 2062-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                        | VB-S1 Issuer LLC - VBTEL                                                                                                   | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4750000 | PA      | $4930168.45    | 0.06%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     13500000 | PA      | $13479153.29   | 0.17%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35830000 | PA      | $36952487.61   | 0.47%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-7378162.64   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618ATFW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       894664 | PA      | $920205.28     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                    | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      2221000 | PA      | $83287.50      | 0.00%             | 2024-06-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VMOS SA                                                 | VMOS SA 1st LIEN TERM LOAN                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      2293950 | PA      | $2293950.00    | 0.03%             | 2030-07-08      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | US3137HJYC57 REPO                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -24256633 | PA      | $-24256632.62  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9325429 | PA      | $9583831.97    | 0.12%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EV INTRA FUND CASH RESERVE                              | EV INTRA FUND CASH RESERVE                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67850000 | PA      | $67850000.00   | 0.86%             | 2040-12-31      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                   | Lantheus Holdings Inc                                                                                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |       940000 | PA      | $1109727.82    | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       817400 | PA      | $114844.70     | 0.00%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF4H9G3 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF4H9G3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  24868000000 | OU      | $58288.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383HMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7883153 | PA      | $361556.87     | 0.00%             | 2053-01-20      | Floating      | 1.05%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $390526.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HKN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25631281 | PA      | $26173152.25   | 0.33%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2015-3 Ltd                                                                                                | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      1416635 | PA      | $1417462.22    | 0.02%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                   | Alphatec Holdings Inc                                                                                                      | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |       690000 | PA      | $682203.00     | 0.01%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                          | EDEN RE II LTD                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        31162 | NS      | $438782.35     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384UVG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5175702 | PA      | $5322549.09    | 0.07%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382LAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25093568 | PA      | $3119501.89    | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                                                                       | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1818698.70    | 0.02%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618APKQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       174774 | PA      | $176879.49     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3166000 | PA      | $3007516.06    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618F3QA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116117 | PA      | $118732.17     | 0.00%             | 2063-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          167 | NC      | $343046.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3290110300 | PA      | $158123018.43  | 2.01%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      6188000 | PA      | $6238611.65    | 0.08%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-NQM1 Trust                                                                                                       | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10221000 | PA      | $10413862.09   | 0.13%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      3411000 | PA      | $3358756.10    | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38380GWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3253368 | PA      | $132580.26     | 0.00%             | 2047-09-20      | Floating      | 0.04%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                              | Rubrik Inc                                                                                                                 | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1508970.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust                                    | STAR 2022-SFR3 Trust                                                                                                       | CUSIP: 78474PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8492839 | PA      | $8515394.28    | 0.11%             | 2039-05-17      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                 | PPL Capital Funding Inc                                                                                                    | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $2034875.00    | 0.03%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382HYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14914476 | PA      | $1913109.64    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                           | MBH Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      4309000 | PA      | $4991273.00    | 0.06%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HTA GROUP LTD                                           | HTA Group Ltd/Mauritius                                                                                                    | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       600000 | PA      | $568264.74     | 0.01%             | 2027-03-18      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                | Yinson Boronia Production BV                                                                                               | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      2717619 | PA      | $2935149.51    | 0.04%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618J7EW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1325931 | PA      | $1354549.26    | 0.02%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LI & FUNG LTD                                           | Li & Fung Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 254900B5ACVOJC6VNM71 | Long             | DBT              | CORP              | BM        |      1600000 | PA      | $1608000.00    | 0.02%             | 2029-02-05      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384P5D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10354251 | PA      | $10314437.44   | 0.13%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRZ Excess Spread-Collateralized Notes                                                                                     | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1824632 | PA      | $1767941.65    | 0.02%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AFV40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1334316 | PA      | $1364366.15    | 0.02%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BAJJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       119746 | PA      | $121188.25     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXII Ltd                                                                                       | CUSIP: 08186WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005214.00    | 0.03%             | 2035-04-20      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-5 LLC                                                                                                            | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3493595 | PA      | $3494400.06    | 0.04%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy 33 CLO Ltd                                                                                                          | CUSIP: 36321FAA0<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2318567.90    | 0.03%             | 2037-04-20      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1507484 | PA      | $283531.07     | 0.00%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                                 | Ping An Insurance Group Co of China Ltd                                                                                    | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |     15000000 | PA      | $2105732.48    | 0.03%             | 2030-06-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVI Ltd                                                                                             | CUSIP: 55819NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1945880.00    | 0.02%             | 2035-04-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 36179XM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6340773 | PA      | $6393389.44    | 0.08%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BCY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1153205 | PA      | $98188.36      | 0.00%             | 2044-06-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                 | MKS Inc                                                                                                                    | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1951156.10    | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BLYB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1456831 | PA      | $128382.84     | 0.00%             | 2045-07-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                    | Constellation Oil Services Holding SA                                                                                      | CUSIP: 000000000<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      1162000 | PA      | $1191479.93    | 0.02%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HFWF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6281917 | PA      | $6200037.85    | 0.08%             | 2054-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-59773.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $304048.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-CSMO                                                                                     | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000000 | PA      | $12104402.40   | 0.15%             | 2027-06-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                                                                        | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      1128000 | PA      | $1149100.90    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                             | Shopify Inc                                                                                                                | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |      1995000 | PA      | $2045872.50    | 0.03%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEZNR46 IRS COP R V 03MCPIBR BMIEZNR61 CCPNDFOIS / Short: BMIEZNR46 IRS COP P F  8.23500 BMIEZNR53 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  50356000000 | OU      | $33652.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                        | RRP GNR 23 53 REPO                                                                                                         | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | RA               | CORP              | US        |    -18201990 | PA      | $-18201989.71  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |    -23755278 | PA      | $-23755277.71  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2024-2 Ltd                                                                                                        | CUSIP: 92920HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3003231.00    | 0.04%             | 2037-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1771000 | PA      | $1889271.88    | 0.02%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                        | Aris Gold Corp                                                                                                             | CUSIP: 04041BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1373269 | PA      | $1372142.92    | 0.02%             | 2027-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AEXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1474038 | PA      | $118168.78     | 0.00%             | 2043-04-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385EQE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11622959 | PA      | $11949430.68   | 0.15%             | 2055-03-20      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                                                              | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |        26000 | NS      | $1560000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140N8ZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2491680 | PA      | $2549441.13    | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 50B-R Ltd                                                                                       | CUSIP: 38179CAA6<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2013652.00    | 0.03%             | 2035-04-20      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384KJB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9434247 | PA      | $9617021.52    | 0.12%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383VVC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11736315 | PA      | $778330.14     | 0.01%             | 2053-02-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVJ406 IRS TWD R V 03MCPTW BMICVJ422 CCPNDF / Short: BMICVJ406 IRS TWD P F  1.37000 BMICVJ414 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    623900000 | OU      | $169721.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -10311295 | PA      | $-10311295.03  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XIII Funding LLC                                | Regatta XIII Funding Ltd                                                                                                   | CUSIP: 75888GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2922360.00    | 0.04%             | 2031-07-15      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVR4C2 IRS TWD R V 03MCPTW BMICVR4E8 CCPNDF / Short: BMICVR4C2 IRS TWD P F  1.33250 BMICVR4D0 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1493400000 | OU      | $477112.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382QP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10597398 | PA      | $255925.05     | 0.00%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 72 B Ltd                                                                                        | CUSIP: 381941AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3500000 | PA      | $3526589.50    | 0.04%             | 2037-04-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382NYY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3453947 | PA      | $451169.44     | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HJG92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10817916 | PA      | $12055693.58   | 0.15%             | 2055-02-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                          | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $458079.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Trust                                              | STAR 2021-SFR1 Trust                                                                                                       | CUSIP: 85521DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1196000 | PA      | $1194561.57    | 0.02%             | 2038-04-17      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      8402000 | PA      | $8470719.96    | 0.11%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy 33 CLO Ltd                                                                                                          | CUSIP: 36321EAL9<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007380.00    | 0.03%             | 2037-04-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2025-NQM1 Trust                                                                                                        | CUSIP: 55287JAE6<br>LEI: 254900T233AM4RM23465 | Long             | ABS-MBS          | CORP              | US        |      2736000 | PA      | $2745528.67    | 0.03%             | 2070-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     43500000 | PA      | $43324584.51   | 0.55%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XVI Ltd                                                                                        | CUSIP: 08181VBJ3<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2514390.00    | 0.03%             | 2038-01-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17557651 | PA      | $18059986.86   | 0.23%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED ISK / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $407038.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                  | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3000000 | PA      | $3077892.00    | 0.04%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FWK24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1222959 | PA      | $1271902.73    | 0.02%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                         | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5292345.00    | 0.07%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1272320.00    | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Suzano SA                                               | Suzano SA                                                                                                                  | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |       295100 | NS      | $2735577.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1019000 | PA      | $1023262.34    | 0.01%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383TP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51352460 | PA      | $742536.03     | 0.01%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BMIEZNP55 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIEZNP55 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  34193000000 | OU      | $72670.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31389AZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4514 | PA      | $4436.24       | 0.00%             | 2035-03-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36914643 | PA      | $38216916.41   | 0.49%             | 2055-06-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 53B Ltd                                                                                         | CUSIP: 38177YAS1<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1977020.00    | 0.03%             | 2034-07-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                    | Octagon Investment Partners 49 Ltd                                                                                         | CUSIP: 67578FAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007700.00    | 0.03%             | 2037-04-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-138070.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384BRB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5202023 | PA      | $5511569.95    | 0.07%             | 2053-06-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| LI AUTO INC                                             | Li Auto Inc                                                                                                                | CUSIP: 50202MAB8<br>LEI: 2549003R73Q70J5H4I65 | Long             | DBT              | CORP              | KY        |      1270000 | PA      | $1491030.61    | 0.02%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618H9SQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11085737 | PA      | $11392514.62   | 0.14%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BPF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63163200 | PA      | $65230026.23   | 0.83%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | BMIF8FW51 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    476394850 | NC      | $4186591.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Trust                                              | STAR 2021-SFR1 Trust                                                                                                       | CUSIP: 85521DAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1602413.44    | 0.02%             | 2038-04-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15350131 | PA      | $2107652.84    | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                           | UK Logistics 2024-1 DAC                                                                                                    | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |      2250000 | PA      | $2992009.74    | 0.04%             | 2034-05-17      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385FNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41857596 | PA      | $42896287.70   | 0.54%             | 2055-04-20      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384WJ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15767762 | PA      | $15409422.02   | 0.20%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVDXH0 IRS TWD R V 03MCPTW BMICVDXK3 CCPNDF / Short: BMICVDXH0 IRS TWD P F  1.25500 BMICVDXJ6 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    469200000 | OU      | $195910.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5729800 | PA      | $6333342.37    | 0.08%             | 2053-10-20      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                    | LHOME Mortgage Trust 2023-RTL4                                                                                             | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13631000 | PA      | $13763391.09   | 0.17%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                | Kaisa Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       850000 | PA      | $38250.00      | 0.00%             | 2024-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | Barclays Bank PLC                                                                                                          | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      1651000 | PA      | $1874710.50    | 0.02%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11408060 | PA      | $11466863.35   | 0.15%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                     | Banco Davivienda SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |      2701000 | PA      | $2409603.16    | 0.03%             | 2031-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                         | CUSIP: 15723AAD3<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $946089.10     | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HLNK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50501250 | PA      | $50442491.80   | 0.64%             | 2055-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 11 Ltd                                                                                                           | CUSIP: 00140NBC3<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4016412.00    | 0.05%             | 2037-07-17      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383AFE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38138050 | PA      | $5486101.34    | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                         | CMS Energy Corp                                                                                                            | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1571570.00    | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618G6SS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1923862 | PA      | $1984718.29    | 0.03%             | 2053-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet Clo 2019-1 Ltd                                                                                                   | CUSIP: 94950NAU6<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2506980.00    | 0.03%             | 2032-07-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | FED FUND 30DAY AUG25                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5184 | NC      | $1155792.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BCVZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       144857 | PA      | $146783.31     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385EBV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5495513 | PA      | $5423694.36    | 0.07%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1332854.34    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2021-2 Ltd                                                                                                   | CUSIP: 94949XAA2<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $967092.00     | 0.01%             | 2034-07-15      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1769048 | PA      | $1818002.88    | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    188999000 | PA      | $55786078.57   | 0.71%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31395NBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       500568 | PA      | $40509.16      | 0.00%             | 2036-06-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2025-I Ltd                                                                                          | CUSIP: 881947AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3019236.00    | 0.04%             | 2038-04-24      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                                     | ABRA Global Finance                                                                                                        | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      7393128 | PA      | $5646501.51    | 0.07%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                                  | Yanlord Land HK Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |       200000 | PA      | $199285.56     | 0.00%             | 2026-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2022-PJ6                                                                               | CUSIP: 36267JBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1855601 | PA      | $1048461.06    | 0.01%             | 2053-01-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137F9WE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34978208 | PA      | $4742558.81    | 0.06%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       798500 | PA      | $123847.35     | 0.00%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    192624000 | PA      | $54360321.72   | 0.69%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384DUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5318213 | PA      | $5471089.29    | 0.07%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD OMR                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3283.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384MAU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30945346 | PA      | $31638518.66   | 0.40%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382VMR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27696181 | PA      | $3771316.96    | 0.05%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396QTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       318590 | PA      | $320378.91     | 0.00%             | 2039-08-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385F3W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5468728 | PA      | $5592463.75    | 0.07%             | 2055-05-20      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      5354000 | PA      | $5169455.12    | 0.07%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-65660.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       439303 | PA      | $13198.02      | 0.00%             | 2030-09-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618JKPK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1090702 | PA      | $1123427.20    | 0.01%             | 2064-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383TUP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21284865 | PA      | $3088384.94    | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 14 Ltd                                                                                                     | CUSIP: 09090RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011940.00    | 0.06%             | 2037-07-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384USC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17314031 | PA      | $17977508.68   | 0.23%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                                 | Auna SA                                                                                                                    | CUSIP: 000000000<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |      2562000 | PA      | $2704075.79    | 0.03%             | 2029-12-18      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                    | STAR 2024-SFR4 Trust                                                                                                       | CUSIP: 85520AAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14650000 | PA      | $14792005.38   | 0.19%             | 2041-10-17      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3622ACWZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3333585 | PA      | $3435908.97    | 0.04%             | 2053-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4462130.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                           | EDEN RE II LTD UNSECURED 144A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        79810 | NS      | $96657.85      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNR CASH/RRP REPO                                                                                                      | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -13119966 | PA      | $-13119965.93  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FYZB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3997938 | PA      | $4087974.21    | 0.05%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                           | CUSIP: 31425XXT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5549079 | PA      | $5637397.09    | 0.07%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137H9EG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3730093 | PA      | $3713161.06    | 0.05%             | 2052-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1527300000 | PA      | $266370980.06  | 3.38%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000000 | PA      | $26180017.50   | 0.33%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEON Ltd                                                | VEON Ltd                                                                                                                   | CUSIP: 91822M502<br>LEI: 5493008CA3NMHYEVT131 | Long             | EC               | CORP              | BM        |        52030 | NS      | $2846561.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                          | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-36297.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                  | Jazz Investments I Ltd                                                                                                     | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1365000 | PA      | $1402878.75    | 0.02%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AK2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74776 | PA      | $1192.47       | 0.00%             | 2044-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2024-HE1                                                                                                       | CUSIP: 31684HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1077305 | PA      | $1098329.21    | 0.01%             | 2054-03-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                | RRP JAPAN GOVT 30YR REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Short            | RA               | CORP              | JP        | -14262860829 | PA      | $-94581305.23  | -1.20%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      2695000 | PA      | $2690957.50    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                   | Serbia Treasury Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3319480000 | PA      | $31485911.26   | 0.40%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384DL88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5000000 | PA      | $5245468.00    | 0.07%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384B2C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8000000 | PA      | $8181992.80    | 0.10%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  15470050000 | PA      | $89894909.44   | 1.14%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                 | Long: BMIEANNZ8 CDS USD R F  1.00000 BMIEANP03 CORPORATE / Short: BMIEANNZ8 CDS USD P V 03MEVENT BMIEANP11 CORPORATE       | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCR              |  | GB        |     25000000 | OU      | $-97386.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      1100000 | PA      | $1323843.70    | 0.02%             | 2028-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR10 Trust                                                                                      | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3392472 | PA      | $3287735.05    | 0.04%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                       | LHMC Finco 2 Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |      1510000 | PA      | $1813932.53    | 0.02%             | 2030-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                 | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -383334000 | PA      | $-335013714.30 | -4.26%            | 2055-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2013-1 Ltd                                                                                                        | CUSIP: 92917DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4689500.00    | 0.06%             | 2030-10-15      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                         | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21240000 | PA      | $21299569.70   | 0.27%             | 2039-12-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618F25W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13801042 | PA      | $14553054.26   | 0.18%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VineBrook Homes                                         | VINE 2024-SFR1 Trust                                                                                                       | CUSIP: 92737DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4556452.50    | 0.06%             | 2041-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                                     | Bentley Systems Inc                                                                                                        | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |       945000 | PA      | $970515.00     | 0.01%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $107875.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-114210.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       328716 | PA      | $294363.48     | 0.00%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385GQB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26835339 | PA      | $27117810.18   | 0.34%             | 2055-04-20      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HKL36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6976582 | PA      | $7197150.52    | 0.09%             | 2055-03-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $754913.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HABQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3766545 | PA      | $3751841.82    | 0.05%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy 34 Clo Ltd                                                                                                          | CUSIP: 36322BAA8<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3028428.00    | 0.04%             | 2037-10-20      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                     | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      8697928 | PA      | $8797867.19    | 0.11%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000000 | PA      | $25021550.00   | 0.32%             | 2042-03-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                             | PARTNERRE ILS FUND SAC LTD.                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     34000000 | NS      | $40232200.00   | 0.51%             |  |  |  | No            |                  3 | On Loan: No      |
| Great Wolf Trust                                        | GWT 2024-WLF2                                                                                                              | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10800000 | PA      | $10881509.76   | 0.14%             | 2041-05-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO III                                                                                                         | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $997539.00     | 0.01%             | 2034-07-20      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Opportunity Fund Inc          | Western Asset High Income Opportunity Fund Inc                                                                             | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             | EC               | RF                | US        |       383997 | NS      | $1520628.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2025-SFR5 Trust                                    | STAR 2025-SFR5 Trust                                                                                                       | CUSIP: 85520CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2505518.00    | 0.03%             | 2042-02-17      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                                | Integra LifeSciences Holdings Corp                                                                                         | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |       800000 | PA      | $794200.00     | 0.01%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                          | Finance of America HECM Buyout 2024-HB1                                                                                    | CUSIP: 31737DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11200000 | PA      | $10207748.32   | 0.13%             | 2034-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31393YQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       515233 | PA      | $18699.90      | 0.00%             | 2034-05-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GMJT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       213584 | PA      | $220192.84     | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384XRM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9000510 | PA      | $8795247.72    | 0.11%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SMIF3CZJ0 IRS MYR R F  3.20100 BMIF3CZK7 CCPNDF / Short: SMIF3CZJ0 IRS MYR P V 03MKLIBO BMIF3CZL5 CCPNDF             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    255100000 | OU      | $215653.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HHS77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2544628 | PA      | $2537463.92    | 0.03%             | 2054-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BQPM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12061985 | PA      | $12400300.86   | 0.16%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-358643.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GMGA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       213439 | PA      | $222191.55     | 0.00%             | 2054-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Trust 2019-HQA3                                                                                          | CUSIP: 35564XBE0<br>LEI: 549300EUJICRX5L38Y52 | Long             | ABS-MBS          | USGSE             | US        |      1250000 | PA      | $1432973.50    | 0.02%             | 2049-09-25      | Floating      | 11.96%                | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                    | Constellation Oil Services Holding SA                                                                                      | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      5843000 | PA      | $5991236.85    | 0.08%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company                  | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       633885 | PA      | $630716.01     | 0.01%             | 2027-04-23      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       610400 | PA      | $120233.54     | 0.00%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                 | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93000000 | PA      | $94285655.25   | 1.20%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382J4V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4664393 | PA      | $38654.76      | 0.00%             | 2050-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          165 | NC      | $553503.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                    | Longfor Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      1166000 | PA      | $1085993.30    | 0.01%             | 2027-04-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7597000 | PA      | $7481145.75    | 0.10%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $107411.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                           | HTA Group Ltd 2024 Tranche C Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | LON              | CORP              | US        |      4250000 | PA      | $4228750.00    | 0.05%             | 2028-09-13      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AKMR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       144723 | PA      | $148073.17     | 0.00%             | 2062-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3726900 | PA      | $773704.44     | 0.01%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      9450000 | PA      | $9335653.87    | 0.12%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                             | Taurus 2025-3 UK Designated Activity Co                                                                                    | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-MBS          | CORP              | IE        |      3750000 | PA      | $4978729.28    | 0.06%             | 2035-07-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica       | FRESB 2021-SB91 Mortgage Trust                                                                                             | CUSIP: 30322XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22037003 | PA      | $571979.22     | 0.01%             | 2041-08-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB14 LLC                                                                                                         | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |      1550000 | PA      | $1463100.34    | 0.02%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 16 Ltd                                                                                                       | CUSIP: 05877AAE6<br>LEI: 2549003CI27B7ZDOMR46 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2960844.00    | 0.04%             | 2038-04-20      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GVKH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       315071 | PA      | $322062.52     | 0.00%             | 2054-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SECURE INTERNATIONAL FIN                                | Secure International Finance Co Inc                                                                                        | CUSIP: 81373LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GY        |      1411765 | PA      | $1418823.53    | 0.02%             | 2029-06-03      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7840732 | PA      | $8223130.59    | 0.10%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                              | Rapid7 Inc                                                                                                                 | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |       465000 | PA      | $433194.16     | 0.01%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2024                              | EDEN RE II LTD SERIES 2024                                                                                                 | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        64938 | NS      | $1910146.52    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dominion Mortgage Trust                                 | Dominion Mortgage Trust 2025-RTL1                                                                                          | CUSIP: 25746DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9173349.00    | 0.12%             | 2030-03-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                           | CUSIP: 3133KQSZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5545922 | PA      | $5747516.64    | 0.07%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $168768.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXVI Ltd                                                                                                  | CUSIP: 09630GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3506569.50    | 0.04%             | 2034-10-20      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                        | ACHM Mortgage Trust 2024-HE1                                                                                               | CUSIP: 00449TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       748942 | PA      | $773979.39     | 0.01%             | 2039-05-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140QSQ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       976990 | PA      | $1012122.18    | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEXMF35 IRS COP R V 03MCPIBR BMIEXMF50 CCPNDFOIS / Short: BMIEXMF35 IRS COP P F  8.27500 BMIEXMF43 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  95177000000 | OU      | $39216.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      3652000 | PA      | $4254580.00    | 0.05%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                        | Guara Norte Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      7807363 | PA      | $7581972.22    | 0.10%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF7HQ71 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF7HQ71 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  39691000000 | OU      | $26152.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2018-1 Ltd                                                                                                      | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005230.00    | 0.03%             | 2031-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FGRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1241758 | PA      | $1293782.26    | 0.02%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                          | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $336441.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA CORPORATE FDG AMERS LLC                          | NOMURA CORPORATE FDG AMERS LLC                                                                                             | CUSIP: 65538RAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120010000 | PA      | $121601812.64  | 1.54%             | 2059-01-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2025-32 Ltd                                                                                                    | CUSIP: 67389FAL0<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3007416.00    | 0.04%             | 2038-07-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                        | US38385ENX84 REPO                                                                                                          | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | RA               | CORP              | US        |    -27240605 | PA      | $-27240605.08  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| PIRAMAL FINANCE LTD                                     | Piramal Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800M751HM7MSTFQ19 | Long             | DBT              | CORP              | IN        |      5470000 | PA      | $5556212.34    | 0.07%             | 2028-01-29      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30443132 | PA      | $33684472.95   | 0.43%             | 2055-02-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2024-RM2                                                                                                              | CUSIP: 268431AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17144902 | PA      | $16484500.90   | 0.21%             | 2054-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                           | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17250000 | PA      | $17354880.00   | 0.22%             | 2042-07-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                                 | Auna SA                                                                                                                    | CUSIP: 05151AAA1<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |      5369858 | PA      | $5667643.64    | 0.07%             | 2029-12-18      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                                                                     | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1535981.27    | 0.02%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384UHX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40581358 | PA      | $40988742.09   | 0.52%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                             | Wow Air hf                                                                                                                 | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |        19800 | PA      | $0.00          | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2025-167G Mortgage Trust                                                                                              | CUSIP: 12674VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20220000 | PA      | $20421743.03   | 0.26%             | 2040-08-10      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                       | Ipoteka-Bank ATIB                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  51340000000 | PA      | $4155259.48    | 0.05%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7597348 | PA      | $8000989.08    | 0.10%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384JW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3831255 | PA      | $3935064.16    | 0.05%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384UBB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2335691 | PA      | $2354956.42    | 0.03%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383X6V1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5036489 | PA      | $5155921.28    | 0.07%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                        | Cytokinetics Inc                                                                                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |       955000 | PA      | $1053365.00    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XXII Ltd                                                                                                     | CUSIP: 07134KAJ8<br>LEI: 5493003R1TSL3IKE4V49 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1893384.00    | 0.02%             | 2035-01-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384BLW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6987625 | PA      | $7272276.25    | 0.09%             | 2053-06-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                      | KWG Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |       519000 | PA      | $31853.63      | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HBUF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17293442 | PA      | $16570918.79   | 0.21%             | 2054-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                        | FREED Mortgage Trust 2022-HE1                                                                                              | CUSIP: 35634KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1589665 | PA      | $1615767.80    | 0.02%             | 2037-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO1 LTD                                     | CAS Capital No 1 Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900REJZW5L9QRTD85 | Long             | DBT              | CORP              | VG        |      8420000 | PA      | $8255718.31    | 0.10%             | 2026-07-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MBH BANK NYRT                                           | MBH Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      3130000 | PA      | $3687110.32    | 0.05%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ENOVIS CORP                                             | Enovis Corp                                                                                                                | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |      1790000 | PA      | $1711240.00    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |        50000 | OU      | $1152.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382VLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30880002 | PA      | $3793598.92    | 0.05%             | 2049-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB15 LLC                                                                                                         | CUSIP: 15723AAF8<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |      3750000 | PA      | $3436305.75    | 0.04%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                         | TX Trust 2024-HOU                                                                                                          | CUSIP: 90216DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $6043155.60    | 0.08%             | 2039-06-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31394CQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       675357 | PA      | $56134.79      | 0.00%             | 2035-03-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BUCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33087908 | PA      | $26593827.34   | 0.34%             | 2055-01-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                                         | Carlyle C17 CLO Ltd                                                                                                        | CUSIP: 14308FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2985099.00    | 0.04%             | 2031-04-30      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                                 | Match Group Financeco 3 Inc                                                                                                | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $969955.00     | 0.01%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SMIF3CZQ4 IRS MYR R F  3.20000 BMIF3CZR2 CCPNDF / Short: SMIF3CZQ4 IRS MYR P V 03MKLIBO BMIF3CZS0 CCPNDF             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    157700000 | OU      | $131599.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384ARX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4572484 | PA      | $4856853.93    | 0.06%             | 2053-05-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXX Ltd                                                                                                   | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1971144.00    | 0.03%             | 2035-04-15      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1467393 | PA      | $1504331.86    | 0.02%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                             | Onity Loan Investment Trust 2024-HB2                                                                                       | CUSIP: 68278DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7750000 | PA      | $7077763.45    | 0.09%             | 2037-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                   | Lumentum Holdings Inc                                                                                                      | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $2177437.50    | 0.03%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SMIF35AK9 IRS ZAR R F  8.47000 BMIF35AL7 CCPVANILLA / Short: SMIF35AK9 IRS ZAR P V 03MJIBAR BMIF35AM5 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1643200000 | OU      | $886482.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                  | Tyler Technologies Inc                                                                                                     | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1504740.00    | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NMP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10475777 | PA      | $10814634.02   | 0.14%             | 2055-06-20      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385E2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10910261 | PA      | $11034071.54   | 0.14%             | 2055-04-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FCZU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        54829 | PA      | $55489.78      | 0.00%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2018-I                                                                                                     | CUSIP: 06760HAA7<br>LEI: 549300MY0JQGDVPG6R89 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4969300.00    | 0.06%             | 2031-04-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Bridge Trust                                            | Bridge 2022-SFR1 Trust                                                                                                     | CUSIP: 10805VAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14428000 | PA      | $14386438.70   | 0.18%             | 2037-11-17      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $468172.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       927500 | PA      | $144226.25     | 0.00%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB13 LLC                                                                                                         | CUSIP: 12530VAD7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |      1150000 | PA      | $1075115.34    | 0.01%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                            | Bridge 2024-SFR1 Trust                                                                                                     | CUSIP: 10806DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2915000 | PA      | $2744767.79    | 0.03%             | 2040-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NB23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28333333 | PA      | $29271867.57   | 0.37%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | VCC 2025-MC1 Trust                                                                                                         | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24079697 | PA      | $24120363.20   | 0.31%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AUKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1464907 | PA      | $84307.86      | 0.00%             | 2032-09-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 28 Ltd                                                                                                        | CUSIP: 33884EAL5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4014028.00    | 0.05%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137H9W88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10900000 | PA      | $11102074.01   | 0.14%             | 2052-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HLQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49491225 | PA      | $49488102.10   | 0.63%             | 2055-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWISS RE CORE NAT CAT FUND                              | SWISS RE CORE NAT CAT FUND                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     50540977 | NS      | $58511288.96   | 0.74%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140QSLA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10618460 | PA      | $10797416.54   | 0.14%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF5RXK4 IRS COP R V 03MCPIBR BMIF5RXM0 CCPNDFOIS / Short: BMIF5RXK4 IRS COP P F  8.42000 BMIF5RXL2 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37009000000 | OU      | $-19131.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396LCN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       460498 | PA      | $32023.74      | 0.00%             | 2036-10-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137ALAQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       424606 | PA      | $62221.60      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384K3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1905747 | PA      | $1954831.99    | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                              | JD.com Inc                                                                                                                 | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      2355000 | PA      | $2430360.00    | 0.03%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       586400 | PA      | $130532.64     | 0.00%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383UQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110196186 | PA      | $1009606.44    | 0.01%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                                                                    | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |      1830000 | PA      | $1933578.00    | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                   | Pagaya AI Technology in Housing Trust 2023-1                                                                               | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $3734717.40    | 0.05%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384E8K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6329461 | PA      | $7337970.51    | 0.09%             | 2053-10-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3196394 | PA      | $336969.29     | 0.00%             | 2043-01-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $226131.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382J3W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1034217 | PA      | $162463.14     | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YUEXIU REIT MTN CO                                      | Yuexiu REIT MTN Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003005M4VITX5HI1X77 | Long             | DBT              |  | VG        |      7551000 | PA      | $7475251.99    | 0.09%             | 2026-02-02      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Orion CLO Ltd.                                          | Orion CLO 2024-4 LTD                                                                                                       | CUSIP: 68626KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2033964.00    | 0.03%             | 2037-10-20      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                           | EDEN REII LTD 0.000 17MAR2028                                                                                              | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        81053 | NS      | $461124.68     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618G7AE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       461031 | PA      | $471262.39     | 0.01%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383WK54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18781256 | PA      | $1203273.77    | 0.02%             | 2053-03-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                   | FMC GMSR Issuer Trust                                                                                                      | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6250000 | PA      | $6318685.00    | 0.08%             | 2027-07-25      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AAJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2088169 | PA      | $281269.28     | 0.00%             | 2042-12-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HLTA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9021981 | PA      | $9051461.59    | 0.11%             | 2055-02-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8736852 | PA      | $8986819.12    | 0.11%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2017-1 Ltd                                                                                              | CUSIP: 13876HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000516.00    | 0.03%             | 2030-07-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                     | Elmwood CLO VI Ltd                                                                                                         | CUSIP: 29001VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1305349.50    | 0.02%             | 2037-07-18      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-68523.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BLLW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3020187 | PA      | $344878.74     | 0.00%             | 2045-09-15      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      2553000 | PA      | $2664356.52    | 0.03%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HFKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14078525 | PA      | $12867820.70   | 0.16%             | 2054-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                        | Alpha Holding SA de CV                                                                                                     | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      1439790 | PA      | $10798.43      | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                                      | ZTO Express Cayman Inc                                                                                                     | CUSIP: 98980AAB1<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |      1868000 | PA      | $1872203.00    | 0.02%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5054645 | PA      | $5298005.03    | 0.07%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137ASS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       498574 | PA      | $17012.69      | 0.00%             | 2032-07-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-133504.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618A0PG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2237088 | PA      | $2266795.93    | 0.03%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $697083.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 36179W5K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        47589 | PA      | $49021.21      | 0.00%             | 2052-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asset Based Lending LLC                                 | ABL 2024-RTL1                                                                                                              | CUSIP: 00092EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11050000 | PA      | $11082660.49   | 0.14%             | 2029-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NCB FINANCIAL GROUP                                     | NCB Financial Group Ltd                                                                                                    | CUSIP: 639935AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      7070000 | PA      | $7056001.40    | 0.09%             | 2030-07-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                 | Long: BMIEDP4G3 CDS USD R F  1.00000 BMIEDP4H1 CORPORATE / Short: BMIEDP4G3 CDS USD P V 03MEVENT BMIEDP4J7 CORPORATE       | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DCR              |  | GB        |     10000000 | OU      | $-71277.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-R1 LLC                                                                                                           | CUSIP: 12530YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9932000 | PA      | $8909248.33    | 0.11%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136A1B20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        76699 | PA      | $526.10        | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                             | Taurus 2025-3 UK Designated Activity Co                                                                                    | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-MBS          | CORP              | IE        |      3150000 | PA      | $4177240.38    | 0.05%             | 2035-07-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383LBU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4087087 | PA      | $4558208.21    | 0.06%             | 2052-11-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $473257.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $438181.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      3715000 | PA      | $3834100.37    | 0.05%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2019-4 LTD                                                                                                  | CUSIP: 14317VAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1756370.00    | 0.02%             | 2035-04-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BMIDL6NN2 CYS PLN R V 03MWIBOR WIBO3+63.25BPS / Short: BMIDL6NN2 CYS EUR P V 03MEURIB EUR003+0BPS                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    527967209 | NC      | $530211.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2024-BPL1                                                                                           | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11820000 | PA      | $11880796.17   | 0.15%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3585250 | PA      | $398163.15     | 0.01%             | 2043-01-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                            | DoorDash Inc                                                                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $2023680.00    | 0.03%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137H2W59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17244015 | PA      | $2752106.90    | 0.03%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384XWU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6566571 | PA      | $6608706.11    | 0.08%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383U4S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5893738 | PA      | $6382001.02    | 0.08%             | 2052-10-20      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381ETV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65423855 | PA      | $3208762.04    | 0.04%             | 2061-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384H5M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2500000 | PA      | $2564688.50    | 0.03%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                    | Western Digital Corp                                                                                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      1690000 | PA      | $3625895.00    | 0.05%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                           | Snowflake Inc                                                                                                              | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       935000 | PA      | $1451003.13    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BWMD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4085857 | PA      | $4200457.82    | 0.05%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      2164000 | PA      | $1653159.88    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2016-1 Ltd                                                                                              | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3977736.00    | 0.05%             | 2031-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                                                                         | CUSIP: 3142FR2X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26608412 | PA      | $4786906.51    | 0.06%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                          | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    384686042 | PA      | $3083090.43    | 0.04%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                            | TBC Bank JSC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |      3481000 | PA      | $3434367.41    | 0.04%             | 2026-11-06      | Fixed         | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140QRSP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4887550 | PA      | $5074377.20    | 0.06%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2025-1                                                                                                        | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77244564 | PA      | $80472274.58   | 1.02%             | 2060-04-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2025-SPRL Mortgage Trust                                                                                      | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2062922.80    | 0.03%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                     | Brean Asset Backed Securities Trust 2023-RM6                                                                               | CUSIP: 10638AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500286 | PA      | $3479885.70    | 0.04%             | 2063-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384YYX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8752921 | PA      | $8516761.88    | 0.11%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618H9TS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5326936 | PA      | $5561764.79    | 0.07%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MT LOGAN RE SIDECAR 2021                                | MT LOGAN RE SIDECAR 2021                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |          860 | NS      | $2250876.97    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      4343000 | PA      | $260580.00     | 0.00%             | 2026-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383WN93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12502004 | PA      | $813531.67     | 0.01%             | 2053-03-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BFCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1634709 | PA      | $198001.50     | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     30000000 | PA      | $29755804.80   | 0.38%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383VUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15358121 | PA      | $718474.42     | 0.01%             | 2053-02-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384AGA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5603423 | PA      | $5879542.35    | 0.07%             | 2053-05-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                 | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351000000 | PA      | $359098745.85  | 4.56%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 6 Ltd                                                                                                     | CUSIP: 647908AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2012362.00    | 0.03%             | 2037-10-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      5563590 | OU      | $28819.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                      | Blueberry Park CLO Ltd                                                                                                     | CUSIP: 09609QAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1508590.50    | 0.02%             | 2037-10-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AFV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1842397 | PA      | $1883888.89    | 0.02%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-384460.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKL80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10650457 | PA      | $10870635.30   | 0.14%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                              | Evergy Inc                                                                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      1855000 | PA      | $2210163.46    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PDD HOLDINGS INC                                        | PDD Holdings Inc                                                                                                           | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |      3951000 | PA      | $3891735.00    | 0.05%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3133TM7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        17027 | PA      | $17328.53      | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                                      | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1624035 | PA      | $1631563.69    | 0.02%             | 2032-06-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2023-19 Ltd                                                                                            | CUSIP: 11765AAY5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      5250000 | PA      | $5249133.75    | 0.07%             | 2038-04-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HAXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4463967 | PA      | $3721363.03    | 0.05%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383WHB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29425470 | PA      | $1874684.96    | 0.02%             | 2053-03-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Unison Trust                                            | Unison Trust 2021-1                                                                                                        | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47614950 | PA      | $45974329.63   | 0.58%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | Long: BMIERGFN1 TRS USD R E BMIERGFN1 COMMODITYTRS / Short: BMIERGFN1 TRS USD P F   .13000 BMIERGFN1 COMMODITYTRS          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        |    100000000 | OU      | $-395124.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B96M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       114752 | PA      | $118302.30     | 0.00%             | 2062-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE OCCIDENTE SA                                   | Banco de Occidente SA                                                                                                      | CUSIP: 000000000<br>LEI: 54930072MY36044H8N63 | Long             | DBT              | CORP              | CO        |      6504000 | PA      | $7251960.00    | 0.09%             | 2034-08-13      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BDF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1134492 | PA      | $119934.72     | 0.00%             | 2044-09-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                           | CUSIP: 3133CKQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1205639 | PA      | $1282293.61    | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HIDDEN HOLLOW ENERGY                                    | HIDDEN HOLLOW ENERGY                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       264075 | PA      | $264130.06     | 0.00%             | 2043-02-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      3915920 | OU      | $24419.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEZWQ47 IRS COP R V 03MCPIBR BMIEZWQ62 CCPNDFOIS / Short: BMIEZWQ47 IRS COP P F  8.29000 BMIEZWQ54 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 231656000000 | OU      | $73187.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 15 Ltd                                                                                                       | CUSIP: 05875UAE4<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1963404.00    | 0.02%             | 2038-01-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                        | Empower CLO 2024-1 Ltd                                                                                                     | CUSIP: 29244RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3022968.00    | 0.04%             | 2037-04-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                                                             | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |       900000 | PA      | $860625.00     | 0.01%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    326285000 | PA      | $85918540.55   | 1.09%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                                   | US3137HKN421 REPO                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |    -23786912 | PA      | $-23786911.81  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                                | Amphastar Pharmaceuticals Inc                                                                                              | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1492125.00    | 0.02%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                              | Rapid7 Inc                                                                                                                 | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |       570000 | PA      | $505586.70     | 0.01%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31397L3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1404684 | PA      | $76462.96      | 0.00%             | 2038-07-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                                  | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $946837.50     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                       | H World Group Ltd                                                                                                          | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      1064000 | PA      | $1082088.00    | 0.01%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GZ45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6784361 | PA      | $6959527.77    | 0.09%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AVC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       199860 | PA      | $202517.83     | 0.00%             | 2062-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382WGF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14146530 | PA      | $383668.05     | 0.00%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                               | RMF Buyout Issuance Trust 2021-HB1                                                                                         | CUSIP: 74969TAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $4240678.95    | 0.05%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 31346AF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        26730 | PA      | $26242.95      | 0.00%             | 2030-06-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                | Marriott Vacations Worldwide Corp                                                                                          | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      1670000 | PA      | $1576480.00    | 0.02%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HTS Funding DE LLC                                      | HTS Fund II LLC                                                                                                            | CUSIP: 40456GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1150000 | PA      | $1150317.17    | 0.01%             | 2045-06-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31394UD90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       561587 | PA      | $42288.49      | 0.00%             | 2035-12-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BMIF5RWW9 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF5RWW9 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | CO        |  41020000000 | OU      | $65659.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-22635.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87550349 | PA      | $11351857.05   | 0.14%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mello Warehouse Securitization Trust                    | Mello Warehouse Securitization Trust 2025-1                                                                                | CUSIP: 58550CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9211022.10    | 0.12%             | 2059-05-25      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           93 | NC      | $-23407.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Willowbrook Mall                                        | NJ 2025-WBRK                                                                                                               | CUSIP: 65486BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2401074.75    | 0.03%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                      | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       998317 | PA      | $903476.89     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GWYD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       531744 | PA      | $543544.44     | 0.01%             | 2054-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BVHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23518740 | PA      | $25673007.82   | 0.33%             | 2055-03-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384UVE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8209389 | PA      | $8258648.06    | 0.10%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6457930 | PA      | $832948.37     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                              | Airbnb Inc                                                                                                                 | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      1553000 | PA      | $1505633.50    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                              | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       480000 | PA      | $1109520.00    | 0.01%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2618000 | PA      | $2678749.64    | 0.03%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618F26S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1175755 | PA      | $1205352.49    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BCVY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1640623 | PA      | $1637287.89    | 0.02%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                    | LHOME Mortgage Trust 2023-RTL2                                                                                             | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2775000 | PA      | $2788288.37    | 0.04%             | 2028-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                         | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004868.00    | 0.03%             | 2036-07-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384HZ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12142406 | PA      | $12212173.72   | 0.16%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HQWU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       513219 | PA      | $527208.08     | 0.01%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                                | Telefonica del Peru SAA                                                                                                    | CUSIP: 000000000<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |      4500000 | PA      | $450939.46     | 0.01%             | 2027-04-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                  | Jazz Investments I Ltd                                                                                                     | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1320000 | PA      | $1461900.00    | 0.02%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-4288080.42   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD 2024-VICT Mortgage Trust                                                                                              | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3300000 | PA      | $3319602.99    | 0.04%             | 2041-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B1RV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       993382 | PA      | $1015753.67    | 0.01%             | 2063-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       727352 | PA      | $756006.65     | 0.01%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      3736000 | PA      | $3708581.87    | 0.05%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383WHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37506013 | PA      | $2440595.06    | 0.03%             | 2053-03-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GYJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       366195 | PA      | $374098.89     | 0.00%             | 2064-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                    | Grupo Aeromexico SAB de CV                                                                                                 | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      9129000 | PA      | $8923597.50    | 0.11%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ADAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1092231 | PA      | $66529.30      | 0.00%             | 2033-03-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                                                                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $15581652.80   | 0.20%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384J7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15583012 | PA      | $15857870.02   | 0.20%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384B4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13235779 | PA      | $13577893.44   | 0.17%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                               | Itron Inc                                                                                                                  | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1157330.54    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF2 LLC                                                                                                         | CUSIP: 693987AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1882560.00    | 0.02%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-NPL5 LLC                                                                                                         | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |      7569610 | PA      | $7610379.51    | 0.10%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings Clo Ltd 2022-IV                                                                                                    | CUSIP: 06763HAU0<br>LEI: 549300NRFNRCBGSJ3239 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024545.00    | 0.06%             | 2037-10-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $-5008435.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FCZX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       162523 | PA      | $164481.54     | 0.00%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                       | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |       997000 | PA      | $981011.01     | 0.01%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                             | Onity Loan Investment Trust 2024-HB2                                                                                       | CUSIP: 68278DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1454124.75    | 0.02%             | 2037-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                      | TBC Bank Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  16650000000 | PA      | $1315086.09    | 0.02%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1544416 | PA      | $294252.58     | 0.00%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                 | PNMAC GMSR Issuer Trust                                                                                                    | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |     41000000 | PA      | $41177870.30   | 0.52%             | 2029-03-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BA5T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       410540 | PA      | $73296.65      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     91200000 | PA      | $1649983.54    | 0.02%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                                | Merit Medical Systems Inc                                                                                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1444275.00    | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVQZS5 IRS TWD R V 03MCPTW BMICVQZU0 CCPNDF / Short: BMICVQZS5 IRS TWD P F  1.35000 BMICVQZT3 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    514000000 | OU      | $152831.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 74 B Ltd                                                                                        | CUSIP: 38190CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2023092.00    | 0.03%             | 2037-07-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $40602.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2025-SPRL Mortgage Trust                                                                                      | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1805126.05    | 0.02%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                  | Navigator 2024-1 Aviation Ltd                                                                                              | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |      5139881 | PA      | $5065624.01    | 0.06%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385GYJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19878029 | PA      | $20117550.89   | 0.26%             | 2055-05-20      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HFA96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22700795 | PA      | $22684659.24   | 0.29%             | 2054-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383CZ52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21043677 | PA      | $2511072.51    | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381PAA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45000000 | PA      | $46415839.50   | 0.59%             | 2055-07-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AYTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       937008 | PA      | $55840.17      | 0.00%             | 2032-11-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                             | Datadog Inc                                                                                                                | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      1704000 | PA      | $1662327.04    | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2539039611 | PA      | $133114112.78  | 1.69%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3568133 | PA      | $3657953.96    | 0.05%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-15080.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381DZF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62763922 | PA      | $3348706.28    | 0.04%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XX Ltd                                                                                                    | CUSIP: 83012QAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4007760.00    | 0.05%             | 2038-07-17      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                           | ForteBank JSC                                                                                                              | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      9679000 | PA      | $9857789.71    | 0.13%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                | Venezuela Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       183000 | PA      | $36618.30      | 0.00%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2023-H11 LLC                                                                                                          | CUSIP: 12530KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7600000 | PA      | $7288236.60    | 0.09%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | GWT 2024-WLF2                                                                                                              | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2016688.40    | 0.03%             | 2041-05-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HB7B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14599473 | PA      | $14957695.89   | 0.19%             | 2053-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANICA LUX                                            | Oceanica Lux                                                                                                               | CUSIP: 000000000<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |      2944000 | PA      | $2774720.00    | 0.04%             | 2029-10-02      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| TUI AG                                                  | TUI AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1612932.53    | 0.02%             | 2031-07-26      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $14470.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383UAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172208114 | PA      | $1225553.49    | 0.02%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $409823.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                 | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                            | CUSIP: 000000000<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      6152000 | PA      | $5605854.54    | 0.07%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF4H9D0 IRS COP R V 03MCPIBR BMIF4H9F5 CCPNDFOIS / Short: BMIF4H9D0 IRS COP P F  8.38000 BMIF4H9E8 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22958000000 | OU      | $-5984.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618J7EV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2918175 | PA      | $3005732.37    | 0.04%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                       | Expedia Group Inc                                                                                                          | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1582524.13    | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-292778.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                          | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $953862.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385ENX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27945822 | PA      | $28171509.72   | 0.36%             | 2065-03-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                                                            | CUSIP: 11766CAJ3<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6060162.00    | 0.08%             | 2037-04-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2023-HE3                                                                                                       | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4285419 | PA      | $4370939.12    | 0.06%             | 2053-11-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BTSJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        85388 | PA      | $1320.28       | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Trust 2024-BHP                                                                                                       | CUSIP: 05493WAC6<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |      8000000 | PA      | $8056529.60    | 0.10%             | 2039-08-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FGD43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2122584 | PA      | $2231375.27    | 0.03%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF41093 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF41093 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  13263000000 | OU      | $38403.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2115326 | PA      | $243262.49     | 0.00%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                        | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $2354580.00    | 0.03%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383AZU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14473284 | PA      | $1697229.92    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                     | Shift4 Payments Inc                                                                                                        | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2185000 | PA      | $2387112.50    | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                            | Peru LNG Srl                                                                                                               | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      4016155 | PA      | $3829662.45    | 0.05%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2015-3 Ltd                                                                                                        | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1926970.00    | 0.02%             | 2031-10-20      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                 | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                                                          | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000000 | PA      | $12200104.80   | 0.15%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                              | Dexcom Inc                                                                                                                 | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $955300.00     | 0.01%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      2291000 | PA      | $2421674.06    | 0.03%             | 2030-10-14      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   7058834000 | PA      | $4044095.32    | 0.05%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FMCP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3237431 | PA      | $3254118.07    | 0.04%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383UAW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38268470 | PA      | $503762.31     | 0.01%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     16823549 | PA      | $16671805.80   | 0.21%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-1                                                                                                        | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43305442 | PA      | $44831248.55   | 0.57%             | 2059-07-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB14 LLC                                                                                                         | CUSIP: 12530XAE1<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |      4500000 | PA      | $4106905.20    | 0.05%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       736000 | PA      | $720126.54     | 0.01%             | 2027-01-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUDFLARE INC                                          | Cloudflare Inc                                                                                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $2091595.00    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OHI GROUP SA                                            | OHI Group SA                                                                                                               | CUSIP: 000000000<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |      3933000 | PA      | $4155214.50    | 0.05%             | 2029-07-22      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO XXIX Ltd                                                                                                     | CUSIP: 07135TAJ8<br>LEI: 254900BHK74DPDADPT35 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5031915.00    | 0.06%             | 2038-03-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |        32000 | PA      | $5923.20       | 0.00%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKL98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1370376 | PA      | $1417724.89    | 0.02%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEYDW50 IRS COP R V 03MCPIBR BMIEYDW76 CCPNDFOIS / Short: BMIEYDW50 IRS COP P F  8.29200 BMIEYDW68 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 161413000000 | OU      | $48928.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136A1FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       128385 | PA      | $1377.25       | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                           | HDFC Bank Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |      6100000 | PA      | $5956856.61    | 0.08%             | 2026-08-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                                                                   | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      2065000 | PA      | $2034135.99    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2300000 | PA      | $2420750.00    | 0.03%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-49842.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                     | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     52400000 | PA      | $52400000.00   | 0.67%             | 2032-04-25      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | BMIF8FW69 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |   -476394850 | NC      | $-614430.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383TS46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38268470 | PA      | $575465.94     | 0.01%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                                 | Porteast Investment Pvt Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |    730000000 | PA      | $8085948.72    | 0.10%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                           | OTP Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      1623000 | PA      | $1743644.44    | 0.02%             | 2033-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 52 Ltd                                                                                                             | CUSIP: 48255XAW8<br>LEI: 2549002TMLB67HEXS124 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5038115.00    | 0.06%             | 2038-07-16      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                   | Envista Holdings Corp                                                                                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1488000.00    | 0.02%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-2                                                                                                        | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39146084 | PA      | $40777458.36   | 0.52%             | 2059-11-25      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000000 | PA      | $21100638.00   | 0.27%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                                      | Alpha Bank SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      7040000 | PA      | $8754459.66    | 0.11%             | 2030-06-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | RRP FNR 23 14 REPO                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |    -63197161 | PA      | $-63197160.83  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 7 Ltd                                                                                                     | CUSIP: 64754YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008546.00    | 0.03%             | 2038-03-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AQR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1098651 | PA      | $84368.93      | 0.00%             | 2045-08-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVQYE7 IRS TWD R V 03MCPTW BMICVQYG2 CCPNDF / Short: BMICVQYE7 IRS TWD P F  1.36000 BMICVQYF4 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2056500000 | OU      | $585452.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FMCE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3031602 | PA      | $3181350.46    | 0.04%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                       | BILL Holdings Inc                                                                                                          | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1575420.00    | 0.02%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       784497 | PA      | $579199.75     | 0.01%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                | Digicel International Finance Ltd / Difl US LLC                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5673000 | PA      | $5734682.53    | 0.07%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NXY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25274892 | PA      | $26091923.87   | 0.33%             | 2055-06-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137H3EF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10704629 | PA      | $6392479.61    | 0.08%             | 2050-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-123223.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-311597.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       219130 | PA      | $30027.38      | 0.00%             | 2025-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                     | Sandstone Peak Ltd                                                                                                         | CUSIP: 800130AW6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4006552.00    | 0.05%             | 2034-10-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $423070.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-NQM2                                                                              | CUSIP: 36272EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $862012.29     | 0.01%             | 2065-06-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-75535.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                    | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     21140000 | PA      | $22558092.34   | 0.29%             | 2041-10-25      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                          | Cloudflare Inc                                                                                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      1720000 | PA      | $2116890.00    | 0.03%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-2 Ltd                                                                                                  | CUSIP: 41756YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3512064.50    | 0.04%             | 2037-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AQX45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3147547 | PA      | $171623.79     | 0.00%             | 2032-06-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |            1 | NC      | $-150150.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                      | Canacol Energy Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |      4938000 | PA      | $1492230.12    | 0.02%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                  | CenterPoint Energy Inc                                                                                                     | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1823400.00    | 0.02%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -13498318 | PA      | $-13498317.68  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                                    | STAR 2025-SFR6 Trust                                                                                                       | CUSIP: 85520EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5050000 | PA      | $5058557.23    | 0.06%             | 2042-08-17      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2023-1 Mortgage Trust                                                                                                 | CUSIP: 30767YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2484893 | PA      | $1845443.46    | 0.02%             | 2052-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383ACD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1852080 | PA      | $1111923.85    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                                    | STAR 2025-SFR6 Trust                                                                                                       | CUSIP: 85520EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2450000 | PA      | $2453735.76    | 0.03%             | 2042-08-17      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HHWT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11021997 | PA      | $11442109.25   | 0.15%             | 2055-01-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AKMN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        66217 | PA      | $67014.88      | 0.00%             | 2063-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        27000 | NS      | $1908900.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC BANK JSC                                            | TBC Bank JSC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |      6004000 | PA      | $6049916.25    | 0.08%             | 2029-07-30      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FMCC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2946690 | PA      | $3038363.56    | 0.04%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                                                           | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |       700000 | PA      | $872270.00     | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HHTC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38959888 | PA      | $39788009.74   | 0.51%             | 2054-12-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Asset Based Lending LLC                                 | ABL 2025-RTL1                                                                                                              | CUSIP: 00092RAB5<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1509737.40    | 0.02%             | 2030-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                           | CUSIP: 3133KQVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2210881 | PA      | $2251596.56    | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384UTJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6224298 | PA      | $6052401.13    | 0.08%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP FNMA 30YR REPO                                                                                                         | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -10739743 | PA      | $-10739743.06  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | US38384KR452 REPO                                                                                                          | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -10373387 | PA      | $-10373387.28  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXII Ltd                                                                                       | CUSIP: 08186UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002238.00    | 0.03%             | 2035-04-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 36202C3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          182 | PA      | $186.73        | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137H3V58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1609064 | PA      | $1084435.33    | 0.01%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |    -11337115 | PA      | $-11337115.13  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDNC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       287248 | PA      | $290708.54     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AFWU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1780336 | PA      | $1820430.09    | 0.02%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                               | Five9 Inc                                                                                                                  | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $938303.71     | 0.01%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HJC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34011180 | PA      | $36884669.36   | 0.47%             | 2054-10-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                         | MV24 Capital BV                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6007221 | PA      | $5983430.92    | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EV INTRA FUND CASH RESERVE                              | EV INTRA FUND CASH RESERVE                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | ABS-MBS          | CORP              | US        |    -67850000 | PA      | $-67850000.00  | -0.86%            | 2040-12-31      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                    | Halseypoint Clo 5 Ltd                                                                                                      | CUSIP: 406371AG9<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3516541.00    | 0.04%             | 2035-01-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     22668000 | PA      | $5017561.80    | 0.06%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10000000 | PA      | $10046490.00   | 0.13%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-21533.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HDMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15661616 | PA      | $15693633.14   | 0.20%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEZ1Q11 IRS COP R V 03MCPIBR BMIEZ1Q37 CCPNDFOIS / Short: BMIEZ1Q11 IRS COP P F  8.26000 BMIEZ1Q29 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  69237000000 | OU      | $35181.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                   | FMC Issuer Trust-FMSR                                                                                                      | CUSIP: 30191JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37000000 | PA      | $37276242.00   | 0.47%             | 2029-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                       | LHMC Finco 2 Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |      1720000 | PA      | $2066201.29    | 0.03%             | 2030-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXI CLO Ltd                                                                                                         | CUSIP: 36320XAM6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4014340.00    | 0.05%             | 2031-04-20      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383WCX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23472631 | PA      | $998978.74     | 0.01%             | 2053-02-20      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1490000 | PA      | $1101062.47    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384B4Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11099115 | PA      | $11361613.51   | 0.14%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LXI CLO Ltd                                                                                                           | CUSIP: 04019EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3350000 | PA      | $3359972.95    | 0.04%             | 2037-04-20      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-495876.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                         | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29000000 | PA      | $29134081.50   | 0.37%             | 2039-12-15      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                              | AMSR 2022-SFR1 Trust                                                                                                       | CUSIP: 00179WAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14000000 | PA      | $13676125.40   | 0.17%             | 2039-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HAPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7333174 | PA      | $7574984.31    | 0.10%             | 2053-10-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384MLP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12442394 | PA      | $1780011.31    | 0.02%             | 2064-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                           | ForteBank JSC                                                                                                              | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      1271000 | PA      | $1294477.81    | 0.02%             | 2030-02-04      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                  | XPLR Infrastructure LP                                                                                                     | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2384024.00    | 0.03%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2024-NQM6                                                                                               | CUSIP: 00249YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1440000 | PA      | $1462588.56    | 0.02%             | 2070-01-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18100434 | PA      | $18442145.00   | 0.23%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10000000 | PA      | $10261777.00   | 0.13%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                          | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     45513940 | PA      | $352031.78     | 0.00%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDWK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       169754 | PA      | $172011.62     | 0.00%             | 2063-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                     | Goddard Funding LLC                                                                                                        | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6842500 | PA      | $6896045.30    | 0.09%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2073436 | PA      | $2127611.15    | 0.03%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BUJD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17424029 | PA      | $18124042.42   | 0.23%             | 2055-01-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMIF8MJ10 IRS ILS R V 12MSHIR BMIF8MJ36 CCPOIS / Short: BMIF8MJ10 IRS ILS P F  4.00300 BMIF8MJ28 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    195250000 | OU      | $15390.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                       | Kernel Holding SA                                                                                                          | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      5080000 | PA      | $4546041.20    | 0.06%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000000 | PA      | $13132574.94   | 0.17%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF1 LLC                                                                                                         | CUSIP: 693581AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2700000 | PA      | $2568720.33    | 0.03%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HKH98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7083363 | PA      | $7285045.40    | 0.09%             | 2055-03-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     12577670 | OU      | $38990.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                              | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      2049000 | PA      | $2041828.50    | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GBWA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5091545 | PA      | $5232444.51    | 0.07%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XVI Ltd                                                                                        | CUSIP: 08181VBG9<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006938.00    | 0.03%             | 2038-01-17      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30 YR REPO                                                                                                       | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -15719806 | PA      | $-15719806.12  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -14554524 | PA      | $-14554524.10  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      6647000 | PA      | $6798619.33    | 0.09%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34676919 | PA      | $5013928.78    | 0.06%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -10740374 | PA      | $-10740373.60  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-3 Ltd                                                                                                  | CUSIP: 41756FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004012.00    | 0.01%             | 2038-01-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ProShares Short VIX Short-Term Futures ETF              | ProShares Short VIX Short-Term Futures ETF                                                                                 | CUSIP: 74347W130<br>LEI: 549300Q4G1Z8K7HCIM83 | Long             | EC               | RF                | US        |       122200 | NS      | $5539326.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIEDP3Y5 CDS USD R F  1.00000 BMIEDP3Z2 CORPORATE / Short: BMIEDP3Y5 CDS USD P V 03MEVENT BMIEDP408 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     17676000 | OU      | $-68856.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VineBrook Homes                                         | VINE 2023-SFR1 Trust                                                                                                       | CUSIP: 91825KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000000 | PA      | $14112003.00   | 0.18%             | 2040-12-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-6969.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383XYD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12582701 | PA      | $13389871.08   | 0.17%             | 2053-04-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                        | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      8897431 | PA      | $8508168.39    | 0.11%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | RRP GNR 23 165 REPO                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |    -25281250 | PA      | $-25281250.00  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384UBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2956374 | PA      | $3009217.21    | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31393RTM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        69046 | PA      | $412.30        | 0.00%             | 2033-06-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                           | BlackLine Inc                                                                                                              | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |      1955000 | PA      | $1890485.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA 1st Lien Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | LON              | CORP              | AR        |      6195000 | PA      | $6311156.25    | 0.08%             | 2029-02-23      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                                                                        | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7822500 | PA      | $8071682.61    | 0.10%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB13 LLC                                                                                                         | CUSIP: 12530VAE5<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4514615.00    | 0.06%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                             | LOANDEPOT GMSR Trust                                                                                                       | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78929250 | PA      | $79133629.40   | 1.01%             | 2030-05-16      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1173583 | PA      | $1195813.45    | 0.02%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140N8ZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1518250 | PA      | $1579606.58    | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nuveen Global High Income Fund                          | Nuveen Global High Income Fund                                                                                             | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             | EC               | RF                | US        |        83400 | NS      | $1102548.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-497742.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617XR6C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15542683 | PA      | $15288349.12   | 0.19%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      2000000 | PA      | $1891186.80    | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   6450000000 | PA      | $519776.96     | 0.01%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| TINKOFF BK (TCS FINANCE)                                | Tinkoff Bank JSC Via TCS Finance Ltd                                                                                       | CUSIP: 000000000<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | IE        |      1226000 | PA      | $0.00          | 0.00%             | 2026-12-20      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BKU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9685242 | PA      | $1630072.65    | 0.02%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                    | LHOME Mortgage Trust 2023-RTL3                                                                                             | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13700000 | PA      | $13792090.03   | 0.18%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B1SA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       426767 | PA      | $45459.91      | 0.00%             | 2042-12-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                              | AMSR 2021-SFR1 Trust                                                                                                       | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2250000 | PA      | $2129093.33    | 0.03%             | 2038-06-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                                      | Betony CLO 2 Ltd                                                                                                           | CUSIP: 08763RAC4<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2952528.00    | 0.04%             | 2031-04-30      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4553722 | PA      | $4684006.59    | 0.06%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1158981.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -189 | NC      | $1565.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-585007.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVE2L3 IRS TWD R V 03MCPTW BMICVE2N9 CCPNDF / Short: BMICVE2L3 IRS TWD P F  1.32000 BMICVE2M1 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    633800000 | OU      | $212511.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B9LK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       314652 | PA      | $318443.10     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8500000 | PA      | $8914238.15    | 0.11%             | 2041-10-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -11122445 | PA      | $-11122445.32  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       440391 | PA      | $60553.76      | 0.00%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381PWH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103000000 | PA      | $106635724.90  | 1.35%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382LPC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18861575 | PA      | $2422024.25    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HDSQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12877719 | PA      | $12991518.05   | 0.17%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382J3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45119146 | PA      | $5783439.88    | 0.07%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                                            | JSC Kaspi.kz                                                                                                               | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      4188000 | PA      | $4277252.77    | 0.05%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384DLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6254710 | PA      | $6423845.12    | 0.08%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       663790 | PA      | $89611.65      | 0.00%             | 2029-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2365716 | PA      | $98818.31      | 0.00%             | 2047-08-20      | Floating      | 0.04%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF41051 IRS COP R V 03MCPIBR BMIF41077 CCPNDFOIS / Short: BMIF41051 IRS COP P F  8.44000 BMIF41069 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11627000000 | OU      | $-7500.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB14 LLC                                                                                                         | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1187313.38    | 0.02%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140Y6ZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55783925 | PA      | $57663506.11   | 0.73%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                                                                         | CUSIP: 3142FR3N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8136311 | PA      | $1615148.00    | 0.02%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384MR90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3929088 | PA      | $3966195.59    | 0.05%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDH32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1059980 | PA      | $1098029.03    | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383WAQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11736315 | PA      | $778330.14     | 0.01%             | 2053-02-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       312569 | PA      | $43506.48      | 0.00%             | 2030-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                   | Integer Holdings Corp                                                                                                      | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |       905000 | PA      | $889615.00     | 0.01%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                               | Coral-US Co-Borrower LLC 2025 Term Loan B7                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2535002 | PA      | $2531376.95    | 0.03%             | 2032-02-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                        | Long: BMIEQ8LH6 CDS USD R F  1.00000 BMIEQ8LJ2 CORPORATE / Short: BMIEQ8LH6 CDS USD P V 03MEVENT BMIEQ8LK9 CORPORATE       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      3190000 | OU      | $3910.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396YQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       870954 | PA      | $72762.77      | 0.00%             | 2038-04-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDKD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1399790 | PA      | $1458434.89    | 0.02%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2025-I                                                                                                     | CUSIP: 067927AJ2<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3013137.00    | 0.04%             | 2038-04-20      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140ARS92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1165354 | PA      | $1164876.47    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                                   | Mongolian Mining Corp                                                                                                      | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |       600000 | PA      | $579285.49     | 0.01%             | 2030-04-03      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BGL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1426528 | PA      | $867658.68     | 0.01%             | 2051-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                                                                       | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |      1395000 | PA      | $1376865.00    | 0.02%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384KR45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10835183 | PA      | $11088919.15   | 0.14%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      3700000 | PA      | $3868924.76    | 0.05%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NAF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32916909 | PA      | $33791476.43   | 0.43%             | 2055-06-20      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |            1 | NC      | $-636678.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Trust 2024-BHP                                                                                                       | CUSIP: 05493WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1707925.06    | 0.02%             | 2039-08-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust               | Santander Mortgage Asset Receivable Trust 2025-NQM1                                                                        | CUSIP: 80262BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3032910.00    | 0.04%             | 2065-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         3000 | NS      | $3660000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1352919 | PA      | $280503.59     | 0.00%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                                                                         | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1163310.21    | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HL6W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16384220 | PA      | $16735039.14   | 0.21%             | 2055-05-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| SUA 2025-1 LLC                                          | SUA 2025-1 LLC                                                                                                             | CUSIP: 78485NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4013539.20    | 0.05%             | 2040-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 32 Ltd                                      | Elmwood CLO 32 Ltd                                                                                                         | CUSIP: 29003TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3016353.00    | 0.04%             | 2037-10-18      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384WH81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6817664 | PA      | $6962174.61    | 0.09%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIMKO CIMENTO AS                                        | Cimko Cimento Ve Beton Sanayi Ve Ticaret AS                                                                                | CUSIP: 000000000<br>LEI: 789000HIMZD5SFD7Y487 | Long             | DBT              | CORP              | TR        |      1004000 | PA      | $1023688.52    | 0.01%             | 2030-05-21      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B92XUMHV2 CDS USD R V 03MEVENT Z92XUMHW0 CCPSOVEREIGN / Short: B92XUMHV2 CDS USD P F  1.00000 Z92XUMHX8 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     10725000 | OU      | $794804.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382M2V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27581064 | PA      | $3580466.10    | 0.05%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                 | Alnylam Pharmaceuticals Inc                                                                                                | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $2592128.02    | 0.03%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                 | Saluda Grade Alternative Mortgage Trust 2024-RTL4                                                                          | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15500000 | PA      | $15598239.00   | 0.20%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                          | Golub Capital Partners ABS Funding 2024-2                                                                                  | CUSIP: 38180AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4949260.00    | 0.06%             | 2034-07-25      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNR 23 63 REPO                                                                                                         | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -12242385 | PA      | $-12242385.22  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                           | CUSIP: 3133KQJL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1820296 | PA      | $1855951.37    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                       | BATTALION CLO LTD                                                                                                          | CUSIP: 07134FAG5<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5043465.00    | 0.06%             | 2037-03-13      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263100000 | PA      | $261692007.20  | 3.32%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BASC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1074454 | PA      | $200645.25     | 0.00%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38380FYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3628790 | PA      | $442857.20     | 0.01%             | 2047-07-20      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2023-H12 LLC                                                                                                          | CUSIP: 12530QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11000000 | PA      | $10347900.20   | 0.13%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HAU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9521089 | PA      | $9929565.24    | 0.13%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $-1980140.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEZWWF5 IRS COP R V 03MCPIBR BMIEZWWH1 CCPNDFOIS / Short: BMIEZWWF5 IRS COP P F  8.32000 BMIEZWWG3 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12019000000 | OU      | $1487.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384ELZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9363149 | PA      | $10403350.22   | 0.13%             | 2053-09-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1318000 | PA      | $1323513.02    | 0.02%             | 2033-04-24      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2021-6INV                                                                                          | CUSIP: 33851GBS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4035369 | PA      | $3288012.56    | 0.04%             | 2051-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $2097373.04    | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BUTE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12874723 | PA      | $14042901.43   | 0.18%             | 2055-02-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137F7ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16262899 | PA      | $500173.59     | 0.01%             | 2050-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                                   | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                 | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1693000 | PA      | $1301493.75    | 0.02%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618F2J97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8025777 | PA      | $8501721.39    | 0.11%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 35 LTD                                                                                                                  | CUSIP: 74988EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7595767.50    | 0.10%             | 2040-01-15      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor Abs Trust           | Center Street Lending Resi-Investor ABS Mortgage Trust 2024-RTL1                                                           | CUSIP: 15169CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8450000 | PA      | $8544924.77    | 0.11%             | 2029-10-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8704269 | PA      | $9453424.89    | 0.12%             | 2052-11-20      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382URP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7806824 | PA      | $1319251.73    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FCGF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3837263 | PA      | $3951846.36    | 0.05%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIF6FHB7 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF6FHB7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  13248000000 | OU      | $18743.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK ISKENDERUN                                        | Limak Iskenderun Uluslararasi Liman Isletmeciligi AS                                                                       | CUSIP: 000000000<br>LEI: 5299001DUZ9PI7TCRC47 | Long             | DBT              | CORP              | TR        |      3657840 | PA      | $3666392.58    | 0.05%             | 2036-07-10      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $-287090.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2015-1 Ltd                                                                                               | CUSIP: 69689BAJ7<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1980002.00    | 0.03%             | 2034-05-21      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BLY35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5744806 | PA      | $5751887.69    | 0.07%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                      | Trip.com Group Ltd                                                                                                         | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |      2430000 | PA      | $2762910.00    | 0.04%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BEV3FTUB2 IRS USD R V 00MCPURN CPURNSA INFL SWAP / Short: BEV3FTUB2 IRS USD P F  2.08500 INFL SWAP                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     19500000 | OU      | $2918292.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-7942.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B1RS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3996933 | PA      | $4045088.78    | 0.05%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-822857.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                        | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2515000 | PA      | $2341226.08    | 0.03%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B5XY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1773957 | PA      | $1751819.15    | 0.02%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1834000 | PA      | $1808588.41    | 0.02%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 14 Ltd                                                                                                       | CUSIP: 05874XAW9<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2521140.00    | 0.03%             | 2037-07-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                 | Allegany Park CLO Ltd                                                                                                      | CUSIP: 01714PAJ8<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004286.00    | 0.01%             | 2035-01-20      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $-283946.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITTIHAD INTERNATIONAL                                   | Ittihad International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 2549003ERUOB9GHDTJ15 | Long             | DBT              | CORP              | KY        |      5647000 | PA      | $5945311.25    | 0.08%             | 2028-11-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-256588.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRU 25 5310 MA                                         | STRU 25 5310 MA                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12627025 | PA      | $12766604.13   | 0.16%             | 2054-12-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                    | Longfor Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |       340000 | PA      | $280826.01     | 0.00%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BCJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1665407 | PA      | $1735180.49    | 0.02%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385FPN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16530698 | PA      | $16693656.47   | 0.21%             | 2055-04-20      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 15 Ltd                                                                                                       | CUSIP: 05875TAS6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7014616.00    | 0.09%             | 2038-01-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MT LOGAN RE B 1 EQUITY/EQUITY                           | MT LOGAN RE B 1 EQUITY/EQUITY                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         7464 | NS      | $11900102.55   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO IV Ltd                                                                                                          | CUSIP: 14687FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006437.00    | 0.01%             | 2034-07-20      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| CHINA OIL & GAS GROUP                                   | China Oil & Gas Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 52990063CVI7GDV4JZ06 | Long             | DBT              | CORP              | BM        |      9952000 | PA      | $9881811.43    | 0.13%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FFSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3410944 | PA      | $1588841.43    | 0.02%             | 2051-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20000000 | PA      | $20590608.00   | 0.26%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF5 LLC                                                                                                         | CUSIP: 69381JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4003000 | PA      | $3753626.71    | 0.05%             | 2054-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED ISK / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $181625.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $656.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                 | Long: BMIEZLFA9 TRS USD R F   .00000 BMIEZLFB7 IBOXXTRS / Short: BMIEZLFA9 TRS USD P V 00MSOFR BMIEZLFC5 IBOXXTRS          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | GB        |    100000000 | OU      | $2050282.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        80624 | PA      | $8711.96       | 0.00%             | 2041-12-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |         8000 | NS      | $304080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GA26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5444816 | PA      | $5591789.55    | 0.07%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                                    | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |      6500000 | PA      | $8050212.30    | 0.10%             | 2033-10-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371840000 | PA      | $318315342.46  | 4.04%             | 2055-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PGIM Global High Yield Fund Inc                         | PGIM Global High Yield Fund Inc                                                                                            | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             | EC               | RF                | US        |       430326 | NS      | $5641573.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -295 | NC      | $1151585.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BVHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9208934 | PA      | $9415235.31    | 0.12%             | 2055-03-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140NP2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1126840 | PA      | $1170265.58    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382WAY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5211423 | PA      | $885402.98     | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |            1 | NC      | $-194005.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      3625000 | PA      | $3481724.96    | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2024-PJ1                                                                               | CUSIP: 36268VBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5649887 | PA      | $5818750.61    | 0.07%             | 2054-06-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $11096.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B1QY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3046621 | PA      | $3040427.35    | 0.04%             | 2063-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BTYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40990522 | PA      | $43431222.48   | 0.55%             | 2054-10-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy 31 Clo Ltd                                                                                                          | CUSIP: 36320HAS8<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2302858.90    | 0.03%             | 2038-07-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| EMP DIST ELEC MENDOZA SA                                | Empresa Distribuidora de Electricidad de Mendoza SA                                                                        | CUSIP: 29245HAG1<br>LEI: 254900L7KLS0HQJ56Y35 | Long             | DBT              | CORP              | AR        |      7420000 | PA      | $6974800.00    | 0.09%             | 2031-07-28      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383WJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46429570 | PA      | $2724770.39    | 0.03%             | 2053-03-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1020649.47    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    413920389 | PA      | $20227999.30   | 0.26%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2163000 | PA      | $2173038.53    | 0.03%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2014-1 Ltd                                                                                                        | CUSIP: 92917EAA6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1956978.00    | 0.02%             | 2031-04-18      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384J2U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10808401 | PA      | $10710880.43   | 0.14%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618J8D70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5401504 | PA      | $5563572.00    | 0.07%             | 2064-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2019-4 Ltd                                                                                                     | CUSIP: 67400JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2493680.00    | 0.03%             | 2037-07-20      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       922000 | PA      | $931435.75     | 0.01%             | 2028-01-10      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |     -9782259 | PA      | $-9782258.53   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                     | Core Scientific Inc                                                                                                        | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       310000 | PA      | $313543.45     | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     12437000 | PA      | $8841739.03    | 0.11%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5641000 | PA      | $1547221.36    | 0.02%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| REAP HIDDEN HOLLOW                                      | REAP HIDDEN HOLLOW                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7117779 | PA      | $7119273.36    | 0.09%             | 2043-02-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B7YD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       149370 | PA      | $153991.79     | 0.00%             | 2062-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      7195000 | PA      | $9576545.00    | 0.12%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B66T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       516145 | PA      | $427734.48     | 0.01%             | 2043-11-15      | Floating      | 0.19%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA B                                  | TITULOS DE TESORERIA B                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 393550000000 | PA      | $85764998.70   | 1.09%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                                    | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |      6900000 | PA      | $7908038.94    | 0.10%             | 2050-12-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16960782 | PA      | $17378111.50   | 0.22%             | 2055-06-20      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 42 Senior Loan Fund                                                                                                 | CUSIP: 26245AAC1<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2025606.00    | 0.03%             | 2037-07-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $18785.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridge Trust                                            | Bridge 2024-SFR1 Trust                                                                                                     | CUSIP: 10806DAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $954971.20     | 0.01%             | 2040-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF3 LLC                                                                                                         | CUSIP: 74390BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3626869.60    | 0.05%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AK7C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1065732 | PA      | $227656.98     | 0.00%             | 2044-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO 2017-1 Ltd                                                                                                    | CUSIP: 89531GAJ4<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2782098.00    | 0.04%             | 2037-07-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF3 LLC                                                                                                         | CUSIP: 74390BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $942594.70     | 0.01%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383XXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20000000 | PA      | $20137274.00   | 0.26%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                         | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1981105.80    | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                      | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    428700000 | PA      | $434644847.21  | 5.52%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2023-DELC                                                                                                         | CUSIP: 05610DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1522661.10    | 0.02%             | 2038-05-15      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $128275.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED AUD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |            1 | NC      | $-58937.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FQ4S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1647335 | PA      | $1734806.78    | 0.02%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FLJP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3765518 | PA      | $3871134.32    | 0.05%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $61376.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF6ML27 IRS COP R V 03MCPIBR BMIF6ML43 CCPNDFOIS / Short: BMIF6ML27 IRS COP P F  8.43000 BMIF6ML35 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  24673000000 | OU      | $-14334.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384ABM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12346900 | PA      | $12627512.94   | 0.16%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GMJS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       484954 | PA      | $499082.20     | 0.01%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                    | Grupo Aeromexico SAB de CV                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       973000 | PA      | $951107.50     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                     | Bank of Georgia JSC                                                                                                        | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |      8631000 | PA      | $8648628.39    | 0.11%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81056000 | PA      | $83338018.20   | 1.06%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HJYC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25759438 | PA      | $25970531.30   | 0.33%             | 2055-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | USGSE             | US        |    -13954153 | PA      | $-13954153.23  | -0.18%            | 2026-05-29      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                                | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5225374.05    | 0.07%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust                                    | STAR 2022-SFR3 Trust                                                                                                       | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10034640.00   | 0.13%             | 2039-05-17      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $205034.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                                                                                    | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       496500 | NS      | $4731645.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7468 | NC      | $8343774.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3000000 | PA      | $3071435.40    | 0.04%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDH57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1478651 | PA      | $1553076.54    | 0.02%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HTAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4483507 | PA      | $4580275.80    | 0.06%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BLUG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6719409 | PA      | $826945.56     | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FCGG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2730114 | PA      | $2811637.39    | 0.04%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3999900 | PA      | $750381.24     | 0.01%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED AUD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |            1 | NC      | $-1456925.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HCHN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4951414 | PA      | $4945119.31    | 0.06%             | 2054-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384MG68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12662662 | PA      | $12948012.56   | 0.16%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14217468 | PA      | $14290753.07   | 0.18%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                          | Bancolombia SA                                                                                                             | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      5656000 | PA      | $6021559.84    | 0.08%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $284571.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                      | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    104570000 | PA      | $1717616.78    | 0.02%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GKQN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       179495 | PA      | $185441.19     | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                          | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1843856.00    | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                | Europe Asia Investment Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |   1841900000 | PA      | $145327.23     | 0.00%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XVII Ltd                                                                                              | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2036710.00    | 0.03%             | 2038-07-22      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HMLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48000000 | PA      | $49204982.40   | 0.62%             | 2055-06-25      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2019-3 LTD                                                                                                  | CUSIP: 14314KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3054111.00    | 0.04%             | 2037-04-20      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1132000 | PA      | $934449.02     | 0.01%             | 2081-01-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384C7X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2082350 | PA      | $2426954.51    | 0.03%             | 2053-10-20      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                                 | Brookhaven Park CLO LTD                                                                                                    | CUSIP: 113520AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3024615.00    | 0.04%             | 2037-04-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B1DK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       271960 | PA      | $4334.52       | 0.00%             | 2028-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       422500 | NS      | $3016650.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383DSE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21894327 | PA      | $216662.98     | 0.00%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                                     | ICNQ 2024-MF Mortgage Trust                                                                                                | CUSIP: 450953AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11850000 | PA      | $11714071.02   | 0.15%             | 2034-12-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      9547426 | PA      | $9523557.44    | 0.12%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXI CLO Ltd                                                                                                         | CUSIP: 36320WAS5<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5023685.00    | 0.06%             | 2031-04-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384YC25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1336104 | PA      | $1344809.33    | 0.02%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382JNM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6196951 | PA      | $894619.16     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $140731.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AQWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       423217 | PA      | $9243.01       | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                      | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       254283 | PA      | $239661.73     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         3100 | NS      | $3672074.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                               | BPR Commercial Mortgage Trust 2024-PARK                                                                                    | CUSIP: 05593UAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7300000 | PA      | $7881620.93    | 0.10%             | 2039-11-05      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31416BUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50765 | PA      | $53430.40      | 0.00%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B9T61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1340361 | PA      | $1358185.22    | 0.02%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382KXR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8114379 | PA      | $1002137.99    | 0.01%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $335737.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B73P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       858564 | PA      | $868908.38     | 0.01%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDH40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       884354 | PA      | $916347.64     | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                            | Zscaler Inc                                                                                                                | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1368500.00    | 0.02%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                            | Parsons Corp                                                                                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1911000.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-235585.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385EP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22389206 | PA      | $22931257.40   | 0.29%             | 2055-04-20      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3516.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion SA                               | Frigorifico Concepcion SA Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | LON              | CORP              | PY        |      4645753 | PA      | $4721246.49    | 0.06%             | 2026-12-08      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                                                            | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      7694000 | PA      | $7460364.38    | 0.09%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                      | Elmwood CLO 14 Ltd                                                                                                         | CUSIP: 29003WAG0<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005402.00    | 0.03%             | 2035-04-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382KUB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10520731 | PA      | $1616960.67    | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AMYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1894313 | PA      | $304092.97     | 0.00%             | 2045-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BPM81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11482457 | PA      | $11707594.68   | 0.15%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                  | Liberty Broadband Corp                                                                                                     | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1526404.00    | 0.02%             | 2053-03-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                       | MicroStrategy Inc                                                                                                          | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      3915000 | PA      | $3763588.16    | 0.05%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2022-SFR3 Trust                                                                                       | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2485239.50    | 0.03%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                      | CUSIP: 31335PL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        46542 | PA      | $46514.85      | 0.00%             | 2035-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2016-2 Ltd                                                                                              | CUSIP: 13876WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $989686.00     | 0.01%             | 2031-10-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                                                                  | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |       434000 | PA      | $462563.71     | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                             | Wow Air hf                                                                                                                 | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |       900000 | PA      | $0.00          | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HTAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3137322 | PA      | $3231454.93    | 0.04%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2022-1 Ltd                                                                                              | CUSIP: 13877JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1900000 | PA      | $1902897.50    | 0.02%             | 2035-04-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                  | CenterPoint Energy Inc                                                                                                     | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       935000 | PA      | $1042057.50    | 0.01%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                            | Orbia Advance Corp SAB de CV                                                                                               | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |      1917600 | NS      | $1304150.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-255259.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                        | Cajun Global LLC                                                                                                           | CUSIP: 12803PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12400000 | PA      | $12703589.20   | 0.16%             | 2055-02-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BMIELZVP2 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    100000000 | NC      | $87521.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                      | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2135512.00    | 0.03%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BGUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3992806 | PA      | $2505044.81    | 0.03%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1026227 | PA      | $74345.01      | 0.00%             | 2043-05-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618A9D51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       293446 | PA      | $297347.96     | 0.00%             | 2062-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVJ240 IRS TWD R V 03MCPTW BMICVJ265 CCPNDF / Short: BMICVJ240 IRS TWD P F  1.37500 BMICVJ257 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    623800000 | OU      | $165746.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                         | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3507003.50    | 0.04%             | 2036-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 38 Ltd                                                                                                                  | CUSIP: 74988FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4016220.00    | 0.05%             | 2040-04-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2022-1 Mortgage Trust                                                                                                 | CUSIP: 30328CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2414837 | PA      | $1783215.76    | 0.02%             | 2052-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     57834949 | NS      | $57834948.66   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384C6Y0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2465132 | PA      | $2529220.02    | 0.03%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1421034.92    | 0.02%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2018-1 Ltd                                                                                               | CUSIP: 69703PAS8<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4540297.50    | 0.06%             | 2037-04-18      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1698425 | PA      | $1774889.11    | 0.02%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       344000 | PA      | $49708.00      | 0.00%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                          | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-120821.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMIEW5X90 IRS KRW R V 03MKSDA BMIEW5XB5 CCPNDF / Short: BMIEW5X90 IRS KRW P F  2.39450 BMIEW5XA7 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 108173000000 | OU      | $387177.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618J8X29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4469216 | PA      | $4574737.29    | 0.06%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AFPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1384937 | PA      | $30401.04      | 0.00%             | 2042-07-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                        | Haemonetics Corp                                                                                                           | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1440720.00    | 0.02%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B92XULBT5 CDS USD R V 03MEVENT Z92XULBU2 CCPCORPORATE / Short: B92XULBT5 CDS USD P F  1.00000 Z92XULBV0 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     36570000 | OU      | $-139776.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                                | Etsy Inc                                                                                                                   | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $1897145.00    | 0.02%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 36179YUU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       581421 | PA      | $597593.99     | 0.01%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3227 | NC      | $-11169310.83  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                    | CUSIP: 35564KYC7<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     32500000 | PA      | $36686539.50   | 0.47%             | 2042-05-25      | Floating      | 14.60%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384U6C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5100000 | PA      | $5216635.98    | 0.07%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383UAZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382684699 | PA      | $4689686.18    | 0.06%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ISK / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $873.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                          | Banco Macro SA                                                                                                             | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |      5936000 | PA      | $5960931.20    | 0.08%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                | Halozyme Therapeutics Inc                                                                                                  | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $2043166.88    | 0.03%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ANEK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       468422 | PA      | $84952.79      | 0.00%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-234096.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMIF08JP6 IRS SGD R V 06MSORA BMIF08JR2 CCPOIS / Short: BMIF08JP6 IRS SGD P F  1.83750 BMIF08JQ4 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58500000 | OU      | $-335901.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      5996000 | PA      | $6396428.11    | 0.08%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BMIF6MMZ3 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF6MMZ3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  27298000000 | OU      | $27488.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Champs Trust                                            | CHAMPS TRUST 2024-3                                                                                                        | CUSIP: 15878CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72146138 | PA      | $74903339.59   | 0.95%             | 2060-01-25      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| OHI GROUP SA                                            | OHI Group SA                                                                                                               | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |     10990000 | PA      | $11610935.00   | 0.15%             | 2029-07-22      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                      | Evolent Health Inc                                                                                                         | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $957495.00     | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEY1S69 IRS COP R V 03MCPIBR BMIEY1S85 CCPNDFOIS / Short: BMIEY1S69 IRS COP P F  8.37000 BMIEY1S77 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 190312291000 | OU      | $-37414.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383VXN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8802237 | PA      | $583271.40     | 0.01%             | 2053-02-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      3717000 | PA      | $3441957.80    | 0.04%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B5YV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       153449 | PA      | $156905.16     | 0.00%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382W5G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9197800 | PA      | $5429112.55    | 0.07%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3345782 | PA      | $560713.19     | 0.01%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXII Ltd                                                                                              | CUSIP: 55819XBQ4<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3009126.00    | 0.04%             | 2038-01-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                           | OTP Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      5614000 | PA      | $5842393.30    | 0.07%             | 2035-07-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT PRIVATE PLACEMENT                               | ALLIANT PRIVATE PLACEMENT                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8000000 | NS      | $8163664.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                            | Adecoagro SA                                                                                                               | CUSIP: 00676LAC0<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |      4559000 | PA      | $4572677.00    | 0.06%             | 2032-07-29      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica       | FRESB 2021-SB92 Mortgage Trust                                                                                             | CUSIP: 30323PAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21579180 | PA      | $563518.70     | 0.01%             | 2041-08-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       671999 | PA      | $19760.60      | 0.00%             | 2044-09-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                     | Exact Sciences Corp                                                                                                        | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $1825537.50    | 0.02%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 989900000000 | PA      | $61052556.24   | 0.78%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIV Ltd                               | Marble Point Clo XXIV Ltd                                                                                                  | CUSIP: 56607WAJ7<br>LEI: 549300110Z5KVNWF6X83 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007148.00    | 0.03%             | 2035-04-20      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                        | InterDigital Inc                                                                                                           | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       455000 | PA      | $1529027.50    | 0.02%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                               | ORL Trust 2024-GLKS                                                                                                        | CUSIP: 67120DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23550000 | PA      | $23510511.36   | 0.30%             | 2039-12-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $526005.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B72W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2251442 | PA      | $2278568.01    | 0.03%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2023-H11 LLC                                                                                                          | CUSIP: 12530KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2075000 | PA      | $1954252.22    | 0.02%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2021-SFR1 Trust                                                                                         | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3551000 | PA      | $3477812.47    | 0.04%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384YZU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5341366 | PA      | $5216567.95    | 0.07%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AFVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2503464 | PA      | $380803.24     | 0.00%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEZF5M7 IRS COP R V 03MCPIBR BMIEZF5P0 CCPNDFOIS / Short: BMIEZF5M7 IRS COP P F  8.24500 BMIEZF5N5 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  84799000000 | OU      | $51239.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                          | Tullow Oil PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      4249000 | PA      | $3834722.50    | 0.05%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396V5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       811822 | PA      | $73948.56      | 0.00%             | 2037-06-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2024-HE2                                                                                                       | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1508876 | PA      | $1534619.83    | 0.02%             | 2054-05-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                          | Eden Re II Ltd                                                                                                             | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     37500000 | PA      | $36371250.00   | 0.46%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     11119600 | PA      | $2225031.96    | 0.03%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2023-2 Ltd                                                                                               | CUSIP: 69703CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4029252.00    | 0.05%             | 2038-07-20      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-2 Ltd                                                                                                  | CUSIP: 41756XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1014349.00    | 0.01%             | 2037-10-15      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 16 Ltd                                                                                                       | CUSIP: 05876KAS4<br>LEI: 2549003CI27B7ZDOMR46 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2953089.00    | 0.04%             | 2038-04-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-492426.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-NPL1 Trust                                                                                                        | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5842849 | PA      | $5853858.18    | 0.07%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BMIF4P900 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF4P900 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | CO        |  56172000000 | OU      | $117437.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                   | INTOWN 2025-STAY Mortgage Trust                                                                                            | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13900000 | PA      | $13923224.12   | 0.18%             | 2042-03-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                         | Access Bank PLC                                                                                                            | CUSIP: 000000000<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |      6696000 | PA      | $6685650.39    | 0.08%             | 2026-09-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383VQL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40352600 | PA      | $2676107.76    | 0.03%             | 2053-02-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1954200 | PA      | $311694.90     | 0.00%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                 | BioMarin Pharmaceutical Inc                                                                                                | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1013581.76    | 0.01%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                        | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       530000 | PA      | $1752902.36    | 0.02%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |    -17434730 | PA      | $-17434730.30  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                      | Total Play Telecomunicaciones SA de CV                                                                                     | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      5060000 | PA      | $4882520.85    | 0.06%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2025-SFR1 Trust                                                                                         | CUSIP: 895974AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4022694.40    | 0.05%             | 2042-03-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STAR 2021-SFR2 Trust                                                                                                       | CUSIP: 78474LAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4011152.00    | 0.05%             | 2039-01-17      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618J7ET3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6458477 | PA      | $6522161.89    | 0.08%             | 2064-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                    | CUSIP: 35564KZY8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     25000000 | PA      | $29656250.00   | 0.38%             | 2042-06-25      | Floating      | 17.25%                | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      1071000 | PA      | $1095429.71    | 0.01%             | 2031-05-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15290902 | PA      | $1907322.83    | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1501945 | PA      | $273755.47     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-GW                                                                                                           | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3950000 | PA      | $3970878.12    | 0.05%             | 2042-07-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                      | Elmwood CLO 40 Ltd                                                                                                         | CUSIP: 29004GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2024352.00    | 0.03%             | 2038-03-22      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd                                      | Canacol Energy Ltd                                                                                                         | CUSIP: 134808302<br>LEI: 549300X5MNRWPMSM9N14 | Long             | EC               | CORP              | CA        |       147000 | NS      | $222791.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXII Ltd                                                                                                  | CUSIP: 83011LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1403333.40    | 0.02%             | 2038-04-21      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       662187 | PA      | $89395.25      | 0.00%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       205118 | PA      | $201631.86     | 0.00%             | 2035-08-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $372573.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FGD35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4223502 | PA      | $4363493.18    | 0.06%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                             | LOANDEPOT GMSR Master Trust                                                                                                | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000000 | PA      | $20099868.00   | 0.26%             | 2030-07-16      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                    | JPM Lending Facility                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60225000 | PA      | $60811290.38   | 0.77%             | 2029-07-15      | Variable      | 11.36%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BMIEZWWL2 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIEZWWL2 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  14280000000 | OU      | $36923.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD SAR                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2232.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BVF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14340884 | PA      | $14597005.94   | 0.19%             | 2055-05-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                        | NJ 2025-WBRK                                                                                                               | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5875000 | PA      | $5393940.31    | 0.07%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-1701113.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF3SHJ5 IRS COP R V 03MCPIBR BMIF3SHL0 CCPNDFOIS / Short: BMIF3SHJ5 IRS COP P F  8.40000 BMIF3SHK2 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22958000000 | OU      | $-8925.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000000 | PA      | $20443262.00   | 0.26%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                          | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-237281.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-139309.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4891351.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                           | HTA Group Ltd 2024 Term Loan Tranche A                                                                                     | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | LON              | CORP              | US        |       690000 | PA      | $686550.00     | 0.01%             | 2028-09-13      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383CV72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45874846 | PA      | $2526447.04    | 0.03%             | 2063-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                             | Nutanix Inc                                                                                                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $2056227.50    | 0.03%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FUBY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1126579 | PA      | $1158176.96    | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BC7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        46145 | PA      | $366.82        | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA2                                                                                    | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |      6610000 | PA      | $8068087.34    | 0.10%             | 2033-08-25      | Floating      | 10.35%                | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2024-3                                                                                              | CUSIP: 81749JCG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1519554 | PA      | $1408443.79    | 0.02%             | 2054-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRM FNT1 Excess LLC                                                                                                        | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27571289 | PA      | $27904229.23   | 0.35%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GBVG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6481076 | PA      | $6660427.41    | 0.08%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2022-SFR1 Trust                                                                                       | CUSIP: 74333YAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16150000 | PA      | $14971455.37   | 0.19%             | 2041-02-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HBGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8686352 | PA      | $8294533.17    | 0.11%             | 2054-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                 | Vale SA                                                                                                                    | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     50226400 | PA      | $3188735.74    | 0.04%             | 2049-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9813188 | PA      | $10285650.94   | 0.13%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                        | CUSIP: 46642NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       895000 | PA      | $611293.95     | 0.01%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                     | Elmwood CLO VI Ltd                                                                                                         | CUSIP: 29001WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $996849.00     | 0.01%             | 2037-07-18      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| ORL TRUST                                               | ORL Trust 2024-GLKS                                                                                                        | CUSIP: 67120DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8250000 | PA      | $8291259.90    | 0.11%             | 2039-12-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385FCX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16183554 | PA      | $16587878.89   | 0.21%             | 2055-04-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED                                | EDEN RE II LTD UNSECURED                                                                                                   | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |       257143 | NS      | $651985.72     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-2 Ltd                                                                                                        | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $975195.00     | 0.01%             | 2031-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2025-1 Mortgage Trust                                                                                                 | CUSIP: 30768CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3844997 | PA      | $3356825.93    | 0.04%             | 2055-08-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HCR87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35120556 | PA      | $34241095.04   | 0.43%             | 2054-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384ARZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4081479 | PA      | $4335312.40    | 0.06%             | 2053-05-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BTC92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1778897 | PA      | $1664259.72    | 0.02%             | 2054-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XII-B Ltd                                                                                      | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3015006.00    | 0.04%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD HKD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $35.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                     | Limak Yenilenebilir Enerji AS                                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      6420000 | PA      | $6411715.31    | 0.08%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396LLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       358700 | PA      | $27993.50      | 0.00%             | 2036-11-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                                             | Gol Finance Inc                                                                                                            | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     10239000 | PA      | $9995823.75    | 0.13%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America 2021-2 Trust                                                                                      | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28900546 | PA      | $27841991.16   | 0.35%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140NQVE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1519014 | PA      | $1577434.25    | 0.02%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1564398.35    | 0.02%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-11275.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384UPY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5157259 | PA      | $5186658.37    | 0.07%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXXIV Ltd                                                                                                 | CUSIP: 09631KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999117.00     | 0.01%             | 2035-04-20      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| FINANCIERA INDEPENDENCIA                                | Financiera Independencia SAB de CV SOFOM ENR                                                                               | CUSIP: 000000000<br>LEI: 4469000001BNUHDNSG66 | Long             | SN               | CORP              | MX        |      1121000 | PA      | $1112386.24    | 0.01%             | 2028-03-01      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BJD25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3899918 | PA      | $3944394.81    | 0.05%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-3BP                                                                                     | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21100000 | PA      | $20999285.48   | 0.27%             | 2042-02-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GX96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5000000 | PA      | $5177517.00    | 0.07%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-32 Ltd                                                                                                        | CUSIP: 67570CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5053360.00    | 0.06%             | 2037-04-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HBLJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14641020 | PA      | $13611817.68   | 0.17%             | 2054-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396LLS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       538050 | PA      | $43080.61      | 0.00%             | 2036-11-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| PIH COMMUNICATION LLC                                   | PIH Communication LLC Term Loan                                                                                            | CUSIP: 000000000<br>LEI: 254900AHBU7ZVXHYQB65 | Long             | LON              | CORP              | US        |      6283397 | PA      | $6283397.44    | 0.08%             | 2029-12-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | Cascade Funding Mortgage Trust                                                                                             | CUSIP: 12531BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9300000 | PA      | $8284616.70    | 0.11%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BLKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       311203 | PA      | $10339.76      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                       | MARA Holdings Inc                                                                                                          | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1107650.02    | 0.01%             | 2031-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                   | Digicel International Finance Limited 2024 Term Loan                                                                       | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |      7361666 | PA      | $7398474.29    | 0.09%             | 2027-05-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo 41 Ltd                                                                                         | CUSIP: 08186GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012655.00    | 0.06%             | 2038-07-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2016-3 Ltd                                                                                                | CUSIP: 09628XAE0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $973989.00     | 0.01%             | 2030-11-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5480000 | PA      | $4248362.33    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                                                            | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      1709000 | PA      | $1768324.52    | 0.02%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383CB74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11575883 | PA      | $51269.01      | 0.00%             | 2051-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25039305 | PA      | $4043957.97    | 0.05%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HJG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34264686 | PA      | $37396199.26   | 0.47%             | 2055-02-25      | Floating      | 7.95%                 | 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      | $47216.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | Long: BMIF1AZG2 TRS USD R E RE BKP350LDN8104601 / Short: BMIF1AZG2 TRS USD P F   .00000 PF NOINDEX +0BPS                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     49719158 | OU      | $188325.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HQWY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       168039 | PA      | $171295.87     | 0.00%             | 2049-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                      | Elmwood CLO 16 Ltd                                                                                                         | CUSIP: 29002UAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2021214.00    | 0.03%             | 2037-04-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $1131484.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136A1A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        56426 | PA      | $387.84        | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDJ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1356064 | PA      | $1390624.60    | 0.02%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Siminn HF                                               | Siminn HF                                                                                                                  | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      2023336 | NS      | $221921.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                    | CHNGE Mortgage Trust 2022-NQM1                                                                                             | CUSIP: 12569CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1764000 | PA      | $1768004.63    | 0.02%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2023-HE2                                                                                                       | CUSIP: 316925AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3671311 | PA      | $3739687.58    | 0.05%             | 2053-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382KAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11876826 | PA      | $1845612.44    | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                      | FORESEA Holding SA                                                                                                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      9783000 | PA      | $9427428.06    | 0.12%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HHC82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8700476 | PA      | $8626000.84    | 0.11%             | 2054-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B7Y36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       148842 | PA      | $150635.10     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA IO Trust                                            | SBAIO 2018-1 Trust                                                                                                         | CUSIP: 78411DAA8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    114375200 | PA      | $6217916.26    | 0.08%             | 2044-03-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $789703.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B92XULF87 CDS USD R V 03MEVENT Z92XULF95 CCPCORPORATE / Short: B92XULF87 CDS USD P F  1.00000 Z92XULFA2 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     16567000 | OU      | $427327.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       257885 | PA      | $29656.78      | 0.00%             | 2032-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2019-4 Ltd                                                                                                     | CUSIP: 67402CBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012300.00    | 0.04%             | 2037-07-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-2 Ltd                                                                                               | CUSIP: 69702AAG8<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1995336.00    | 0.03%             | 2038-02-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RCF1 LLC                                                                                                         | CUSIP: 74390RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $882159.10     | 0.01%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIEXU157 IRS COP R V 03MCPIBR BMIEXU173 CCPNDFOIS / Short: BMIEXU157 IRS COP P F  8.36000 BMIEXU165 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 191722000000 | OU      | $-25411.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HCP71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12665051 | PA      | $12643589.26   | 0.16%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF05FN1 IRS COP R V 03MCPIBR BMIF05FQ4 CCPNDFOIS / Short: BMIF05FN1 IRS COP P F  8.48000 BMIF05FP6 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  45952000000 | OU      | $-41418.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2177.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384ACL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24710961 | PA      | $26284675.37   | 0.33%             | 2053-05-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| VMOS SA                                                 | VMOS SA TERM LOAN                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      8896050 | PA      | $8896050.00    | 0.11%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                    | FirstKey Homes 2021-SFR1 Trust                                                                                             | CUSIP: 33767WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19405000 | PA      | $18919036.70   | 0.24%             | 2038-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1516500.00    | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     13367669 | PA      | $1878157.49    | 0.02%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      6826000 | PA      | $7235368.94    | 0.09%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                        | Alpha Holding SA de CV                                                                                                     | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      2653787 | PA      | $19903.41      | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HQWX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       966006 | PA      | $984726.57     | 0.01%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RCF3 LLC                                                                                                         | CUSIP: 69392PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $933501.40     | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2025-I                                                                                                     | CUSIP: 067928AA9<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3977588.00    | 0.05%             | 2038-04-20      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                   | CyberArk Software Ltd                                                                                                      | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |      1300000 | PA      | $1338350.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                    | Eurohold Bulgaria AD                                                                                                       | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |      5122844 | NS      | $5505440.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                                                                        | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      3220000 | PA      | $2930200.00    | 0.04%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2023-20 Ltd                                                                                            | CUSIP: 117919AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5014180.00    | 0.06%             | 2038-04-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7074662 | PA      | $7285915.77    | 0.09%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AKJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       989765 | PA      | $137377.78     | 0.00%             | 2044-07-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| CLEALCO ACUCAR E ALCOOL SA                              | Clealco Acucar E Alcool SA 2025 Term Loan                                                                                  | CUSIP: 000000000<br>LEI: 549300PTHN698FP7LU33 | Long             | LON              | CORP              | BR        |      4067658 | PA      | $4067658.05    | 0.05%             | 2025-12-31      | Floating      | 14.70%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383GT76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       297614 | PA      | $163607.45     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                                  | Frigorifico Concepcion SA                                                                                                  | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |       907000 | PA      | $681896.21     | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                | Generacion Mediterranea SA / Central Termica Roca SA                                                                       | CUSIP: 36875KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      2540525 | PA      | $1499022.70    | 0.02%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HTBJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1159723 | PA      | $1194519.34    | 0.02%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     10759000 | PA      | $7262094.76    | 0.09%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29500000 | PA      | $30273469.35   | 0.38%             | 2055-08-25      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC               | Retained Vantage Data Centers Issuer LLC                                                                                   | CUSIP: 000000000<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $7191547.34    | 0.09%             | 2048-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                    | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1041000 | PA      | $37476.00      | 0.00%             | 2023-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -84 | NC      | $78496.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384KGF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4214000 | PA      | $4267970.38    | 0.05%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BVX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15603152 | PA      | $16026849.63   | 0.20%             | 2055-02-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BBMT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22960817 | PA      | $23604824.94   | 0.30%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                    | Unigel Luxembourg SA                                                                                                       | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |       309913 | PA      | $245606.05     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384JQ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2804439 | PA      | $2876637.60    | 0.04%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BVQF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1362897 | PA      | $1419996.28    | 0.02%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                 | Akamai Technologies Inc                                                                                                    | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      1885000 | PA      | $1775749.57    | 0.02%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382NXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9985256 | PA      | $1540522.34    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BUDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11251404 | PA      | $11643643.91   | 0.15%             | 2055-01-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-485875.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           22 | NC      | $90984.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-82643.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDKC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       692997 | PA      | $724412.84     | 0.01%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-1278.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                           | Confluent Inc                                                                                                              | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |      1005000 | PA      | $940074.60     | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618G7AA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       528220 | PA      | $544929.14     | 0.01%             | 2054-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AMXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1960232 | PA      | $63644.82      | 0.00%             | 2043-06-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1883850 | PA      | $1971016.89    | 0.03%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MUFG Securities EMEA PLC                                | RRP GNMA2 30YR REPO                                                                                                        | CUSIP: 000000000<br>LEI: U7M81AY481YLIOR75625 | Short            | RA               | CORP              | US        |    -12721283 | PA      | $-12721282.93  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31396RKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       801901 | PA      | $53182.12      | 0.00%             | 2036-05-15      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA                                             | Camposol SA                                                                                                                | CUSIP: 000000000<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |      3962000 | PA      | $3908605.31    | 0.05%             | 2027-02-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 18 Ltd                                                                                                       | CUSIP: 05875XAE8<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1974950.00    | 0.03%             | 2038-04-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384KQ95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24976230 | PA      | $25561118.36   | 0.32%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                           | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2037275.00    | 0.03%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRM FHT1 Excess Owner LLC                                                                                                  | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54469195 | PA      | $54846078.61   | 0.70%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                     | Exact Sciences Corp                                                                                                        | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       720000 | PA      | $695160.00     | 0.01%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1812900 | PA      | $284579.98     | 0.00%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       627850 | PA      | $117072.70     | 0.00%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABZ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6047117 | PA      | $674271.11     | 0.01%             | 2043-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136A6AC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       496965 | PA      | $8593.37       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     60086639 | PA      | $8502259.41    | 0.11%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 31395T6U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       284243 | PA      | $19675.48      | 0.00%             | 2032-06-15      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3606.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF4 LLC                                                                                                         | CUSIP: 74448JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100000 | PA      | $2873158.74    | 0.04%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HKLL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2676920 | PA      | $2760889.34    | 0.04%             | 2055-03-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BDHY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2751267 | PA      | $2854496.58    | 0.04%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618GWYE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       554285 | PA      | $566585.56     | 0.01%             | 2054-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $2970097.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                         | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000000 | PA      | $25037575.00   | 0.32%             | 2039-12-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137B02M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1176679 | PA      | $70686.27      | 0.00%             | 2033-02-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                                   | Ecobank Transnational Inc                                                                                                  | CUSIP: 000000000<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      4216000 | PA      | $4447868.49    | 0.06%             | 2029-10-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2523897 | PA      | $480698.13     | 0.01%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2000000 | PA      | $1950313.12    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                     | Banco Davivienda SA                                                                                                        | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |      6519000 | PA      | $6649314.81    | 0.08%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XV Ltd                                                                                                    | CUSIP: 83012BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5013185.00    | 0.06%             | 2037-10-24      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $122517.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38379CAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1928784 | PA      | $70925.23      | 0.00%             | 2042-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                     | Bank of Georgia JSC                                                                                                        | CUSIP: 062269AA3<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |       200000 | PA      | $200408.49     | 0.00%             | 2029-07-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                 | Saluda Grade Alternative Mortgage Trust 2025-NPL2                                                                          | CUSIP: 79589BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31116674 | PA      | $31058740.57   | 0.39%             | 2030-05-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383LGB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5886067 | PA      | $6030976.79    | 0.08%             | 2052-11-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    121015000 | PA      | $34631844.31   | 0.44%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 55 CLO Ltd                                                                                                          | CUSIP: 26245QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $988869.00     | 0.01%             | 2031-04-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD COP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-366926.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | RRP GNR 23 165 REPO                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |    -80230521 | PA      | $-80230520.97  | -1.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5477818 | PA      | $5635758.28    | 0.07%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2015-3 Ltd                                                                                                | CUSIP: 09628MAG9<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1870508.00    | 0.02%             | 2031-04-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                          | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   1145293777 | PA      | $7039007.08    | 0.09%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2019-4 LTD                                                                                                  | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1990110.00    | 0.03%             | 2035-04-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HTAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1517361 | PA      | $1562888.17    | 0.02%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONTROLADORA MABE SA CV                                 | Controladora Mabe SA de CV                                                                                                 | CUSIP: 000000000<br>LEI: 549300TVP7EHIDGWNR87 | Long             | DBT              | CORP              | MX        |      2200000 | PA      | $1868317.00    | 0.02%             | 2028-10-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1093017 | PA      | $226368.23     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STAR 2021-SFR2 Trust                                                                                                       | CUSIP: 78474LAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       542737 | PA      | $542807.95     | 0.01%             | 2039-01-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America 2021-2 Trust                                                                                      | CUSIP: 43732VAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44797658 | PA      | $43335618.98   | 0.55%             | 2026-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | US3137HCQQ82 REPO                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |     -9323250 | PA      | $-9323250.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Sprite Limited                                          | Sprite 2021-1 Ltd                                                                                                          | CUSIP: 85208UAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6203538 | PA      | $6206027.19    | 0.08%             | 2046-11-15      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                    | FirstKey Homes 2021-SFR2 Trust                                                                                             | CUSIP: 33767TAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12501000 | PA      | $11932588.28   | 0.15%             | 2038-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FMCS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9785755 | PA      | $9802557.90    | 0.12%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                         | Rivian Automotive Inc                                                                                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      1985000 | PA      | $1957706.25    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-403926.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383XB86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24942701 | PA      | $1604666.21    | 0.02%             | 2053-04-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ALU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       898652 | PA      | $173499.14     | 0.00%             | 2044-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-1 Ltd                                                                                               | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2450000 | PA      | $2458577.45    | 0.03%             | 2035-04-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618ATL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1006639 | PA      | $1051580.80    | 0.01%             | 2053-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT PAKUWON JATI                                         | Pakuwon Jati Tbk PT                                                                                                        | CUSIP: 000000000<br>LEI: 254900GUXQAQB065PM73 | Long             | DBT              | CORP              | ID        |      1520000 | PA      | $1487124.33    | 0.02%             | 2028-04-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 31396KAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       492529 | PA      | $52870.74      | 0.00%             | 2036-07-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                             | LOANDEPOT GMSR Trust                                                                                                       | CUSIP: 53946TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13070750 | PA      | $13107196.48   | 0.17%             | 2030-05-16      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                     | Crown Point CLO 10 Ltd                                                                                                     | CUSIP: 22846GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2012550.00    | 0.03%             | 2034-07-20      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $8316.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-HQA1                                                                                    | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |     35825000 | PA      | $41597697.20   | 0.53%             | 2033-08-25      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SMIF804K2 IRS PLN R F  4.01800 BMIF804L0 CCPVANILLA / Short: SMIF804K2 IRS PLN P V 06MWIBOR BMIF804M8 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    191800000 | OU      | $-355839.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8554500 | PA      | $8791534.07    | 0.11%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF3 LLC                                                                                                         | CUSIP: 74390BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1418036.85    | 0.02%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136AKKH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       761521 | PA      | $45359.17      | 0.00%             | 2042-03-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SEV501CF5 IRS USD R F  2.08500 2 CCPINFLATIONZERO / Short: SEV501CF5 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19500000 | OU      | $-2912910.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                | National Bank of Uzbekistan                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |      7667000 | PA      | $8129544.67    | 0.10%             | 2029-07-05      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20417 | NC      | $7443250.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2024-1 Mortgage Trust                                                                                                 | CUSIP: 30335JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3389449 | PA      | $2969543.48    | 0.04%             | 2053-10-01      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618HTAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1135499 | PA      | $1160006.97    | 0.01%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ANH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1280881 | PA      | $185683.33     | 0.00%             | 2045-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                         | NIGERIA OMO BILL                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  29800442000 | PA      | $17039684.22   | 0.22%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                             | LOANDEPOT GMSR Master Trust                                                                                                | CUSIP: 53946TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000000 | PA      | $12059905.20   | 0.15%             | 2030-07-16      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |            1 | NC      | $-136198.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                        | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      4000000 | PA      | $3990464.44    | 0.05%             | 2025-08-21      | None          | 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      | $27748.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | Dayforce Inc                                                                                                               | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |       955000 | PA      | $928737.50     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382LJK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25795681 | PA      | $4026504.54    | 0.05%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38385EJ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28167886 | PA      | $28959079.60   | 0.37%             | 2055-03-20      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                    | STAR 2024-SFR4 Trust                                                                                                       | CUSIP: 85520AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8576000 | PA      | $8616754.01    | 0.11%             | 2041-10-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMIEEYXF3 CDS USD R F  4.20000 / Short: BMIEEYXF3 CDS USD P V 01MEVENT                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     14667400 | OU      | $91465.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMICVE0E1 IRS TWD R V 03MCPTW BMICVE0G6 CCPNDF / Short: BMICVE0E1 IRS TWD P F  1.27000 BMICVE0F8 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    623800000 | OU      | $248623.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2024-3 Ltd                                                                                                         | CUSIP: 87252WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2024374.00    | 0.03%             | 2037-10-20      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| OI S.A.                                                 | OI S.A.                                                                                                                    | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |      3537194 | PA      | $2517193.10    | 0.03%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                 | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1665000 | PA      | $1706283.68    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                           | Golar LNG Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      4600000 | PA      | $4647889.08    | 0.06%             | 2029-09-19      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                             | Bear Mountain Park CLO Ltd                                                                                                 | CUSIP: 07403KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1375000 | PA      | $1389181.75    | 0.02%             | 2037-07-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO VIII Ltd                                                                                       | CUSIP: 08180YAE0<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4929200.00    | 0.06%             | 2031-01-20      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| WORKIVA INC                                             | Workiva Inc                                                                                                                | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1838500.00    | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137AXRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1019953 | PA      | $59561.61      | 0.00%             | 2033-01-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BPM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5111597 | PA      | $5103136.36    | 0.06%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30825786 | PA      | $31486583.05   | 0.40%             | 2054-06-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                 | Sea Ltd                                                                                                                    | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |      1290000 | PA      | $2241375.00    | 0.03%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-4473.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                                   | Ecobank Transnational Inc                                                                                                  | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      2475000 | PA      | $2611118.24    | 0.03%             | 2029-10-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16628218 | PA      | $16957037.80   | 0.22%             | 2055-06-20      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3617FMCQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3218002 | PA      | $3314093.92    | 0.04%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2024-III                                                                                                   | CUSIP: 067940AA4<br>LEI: 254900XKSMU0WUDSV074 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2020862.00    | 0.03%             | 2037-07-20      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                         | Spotify USA Inc                                                                                                            | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $2399070.00    | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BCV87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        64432 | PA      | $65288.47      | 0.00%             | 2062-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Reserve Bank of Boston                          | RRP GNR 24 59 REPO                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Short            | RA               | CORP              | US        |    -12464072 | PA      | $-12464071.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                  | Cascade MH Asset Trust 2022-MH1                                                                                            | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2488854 | PA      | $2411094.77    | 0.03%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AKMP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       145532 | PA      | $148809.80     | 0.00%             | 2063-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 28 Ltd                                                                                  | CUSIP: 64130QAL5<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3084408.00    | 0.04%             | 2038-10-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1316593 | PA      | $167061.95     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                  | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        14531 | PA      | $14104.52      | 0.00%             | 2035-01-01      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383UAV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19134235 | PA      | $136172.61     | 0.00%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ACM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2096234 | PA      | $123504.42     | 0.00%             | 2033-03-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383V2Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12729487 | PA      | $847624.71     | 0.01%             | 2053-02-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HC2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8664569 | PA      | $8638133.61    | 0.11%             | 2054-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BKM22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15755330 | PA      | $16513882.09   | 0.21%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-HQA2                                                                                    | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |      4425000 | PA      | $5245024.19    | 0.07%             | 2033-12-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                      | Liberty Media Corp-Liberty Formula One                                                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1795000 | PA      | $2315550.00    | 0.03%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BMIERJVJ6 IRS USD R V 12MSOFR BMIERJVL1 CCPOIS / Short: BMIERJVJ6 IRS USD P F  3.75850 BMIERJVK3 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    122220000 | OU      | $6247690.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                                                            | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      4390000 | PA      | $4542390.07    | 0.06%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3230.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BMIF3G2Z1 IRS COP R V 03MCPIBR BMIF3G315 CCPNDFOIS / Short: BMIF3G2Z1 IRS COP P F  8.51500 BMIF3G307 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 127593000000 | OU      | $-143616.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                 | Akamai Technologies Inc                                                                                                    | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2833838.11    | 0.04%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                                  | Frigorifico Concepcion SA                                                                                                  | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      2094000 | PA      | $1574300.61    | 0.02%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      4667000 | PA      | $4011240.30    | 0.05%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $20278.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384AGE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11759722 | PA      | $12639751.10   | 0.16%             | 2053-05-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ISK / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $69361.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618B5Y97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       101246 | PA      | $102465.38     | 0.00%             | 2063-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                                                                   | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       749398 | PA      | $771912.18     | 0.01%             | 2039-09-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                      | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1021000 | PA      | $880612.50     | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $199275.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136BUBV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20340741 | PA      | $21390979.05   | 0.27%             | 2055-01-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Star Trust                                              | STAR 2021-SFR1 Trust                                                                                                       | CUSIP: 85521DAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16589000 | PA      | $16565476.80   | 0.21%             | 2038-04-17      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                    | Bridgebio Pharma Inc                                                                                                       | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |       530000 | PA      | $658525.00     | 0.01%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GB25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32723116 | PA      | $32871584.50   | 0.42%             | 2053-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |            1 | NC      | $-148250.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                          | EDEN RE II LTD SERIES 2022 1 C                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        27451 | NS      | $65863.14      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                    | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     53570000 | PA      | $63721718.57   | 0.81%             | 2034-01-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                | Rain City Mortgage Trust 2024-RTL1                                                                                         | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7350000 | PA      | $7346338.97    | 0.09%             | 2029-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382P3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2248289 | PA      | $339668.15     | 0.00%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618AWLB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3628744 | PA      | $3619099.06    | 0.05%             | 2063-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137H8CD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63805188 | PA      | $11208408.62   | 0.14%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38383CB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22884440 | PA      | $101751.09     | 0.00%             | 2051-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137BFVY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       527953 | PA      | $370579.44     | 0.00%             | 2043-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY                                | Polaris Renewable Energy Inc                                                                                               | CUSIP: 000000000<br>LEI: 254900IRAKXV4MM4QF30 | Long             | DBT              | CORP              | CA        |      3125000 | PA      | $3234375.00    | 0.04%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                    | STAR 2025-SFR5 Trust                                                                                                       | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9670000 | PA      | $9678517.34    | 0.12%             | 2042-02-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1378724 | PA      | $284815.40     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF         | iShares Broad USD High Yield Corporate Bond ETF                                                                            | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |      1393600 | NS      | $52106704.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ANPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2233386 | PA      | $330776.25     | 0.00%             | 2045-05-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-R1 LLC                                                                                                           | CUSIP: 12530YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5770000 | PA      | $5312714.23    | 0.07%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618FHBS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       293124 | PA      | $302121.71     | 0.00%             | 2053-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                         | CUSIP: 3137HCP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4310731 | PA      | $4286616.28    | 0.05%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                    | FirstKey Homes 2021-SFR1 Trust                                                                                             | CUSIP: 33767WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37071000 | PA      | $36019922.23   | 0.46%             | 2038-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $2715338.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $5170685.47    | 0.07%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136ABCZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2285428 | PA      | $231311.26     | 0.00%             | 2043-01-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                | Ionis Pharmaceuticals Inc                                                                                                  | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $2055214.52    | 0.03%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381NNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68840822 | PA      | $71474086.26   | 0.91%             | 2055-06-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618H9TR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5671487 | PA      | $5819572.80    | 0.07%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED ISK / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $247519.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CNH / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |            1 | NC      | $-102521.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384AM75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5434090 | PA      | $5742591.63    | 0.07%             | 2053-06-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 995018300000 | PA      | $216840917.81  | 2.75%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384BL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7634539 | PA      | $7568486.80    | 0.10%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                 | DraftKings Holdings Inc                                                                                                    | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      1055000 | PA      | $961716.41     | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12883430 | PA      | $13253992.23   | 0.17%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      1990000 | PA      | $2725305.00    | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       219662 | PA      | $30203.53      | 0.00%             | 2026-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                         | CUSIP: 3618BA4D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2698645 | PA      | $2691471.88    | 0.03%             | 2063-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38381DRX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25819531 | PA      | $1317157.53    | 0.02%             | 2063-04-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RCF3 LLC                                                                                                         | CUSIP: 69392PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1042650.62    | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                   | CUSIP: 38382MGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24212451 | PA      | $3111452.54    | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                            | CUSIP: 3140QSBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5318009 | PA      | $5510904.27    | 0.07%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                                  | CUSIP: 640973AA1<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013996.00    | 0.03%             | 2039-01-23      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                          | CUSIP: 3136A9Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1684694 | PA      | $76028.41      | 0.00%             | 2042-11-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                          | FirstKey Homes 2021-SFR3 Trust                                                                                             | CUSIP: 33768JAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9268000 | PA      | $8821822.72    | 0.11%             | 2038-12-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Octagon 60 Ltd                                          | Octagon 60 Ltd                                                                                                             | CUSIP: 675936AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2537275.00    | 0.03%             | 2037-10-20      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| MT LOGAN RE                                             | MT LOGAN RE                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        10000 | NS      | $26521385.00   | 0.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2025-1                                                                                                      | CUSIP: 00161EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1021399.80    | 0.01%             | 2031-11-20      | Fixed         | 7.87%                 | No            |                  2 | On Loan: No      |
| Borr Drilling Ltd                                       | Borr Drilling Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |       724100 | NS      | $1469923.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     27365000 | PA      | $8316294.03    | 0.11%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $129349.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                 | Golomt Bank                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      2272000 | PA      | $2355627.71    | 0.03%             | 2027-05-20      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** Global Opportunities Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer