# EDGAR Filing Document

**Accession Number:** 0000783740
**File Stem:** 0002071691-26-008229
**Filing Date:** 2026-4
**Character Count:** 548742
**Document Hash:** df6b3f592310d41f303067ed6f5b51e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-008229.hdr.sgml**: 20260422

**ACCESSION NUMBER**: 0002071691-26-008229

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260422

**DATE AS OF CHANGE**: 20260422

**PERIOD START**: 20261130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST X
- **CENTRAL INDEX KEY:** 0000783740

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04492
- **FILM NUMBER:** 26882500

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19930312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASSACHUSETTS MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19921015

## Series and Classes Contracts Data

### MFS Global Opportunistic Bond Fund (Series ID: S000028956)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000088935 | A            | MGBAX           |
| C000088936 | B            | MGBBX           |
| C000088937 | C            | MGBDX           |
| C000088938 | I            | MGBJX           |
| C000088939 | R1           | MGBKX           |
| C000088940 | R2           | MGBLX           |
| C000088941 | R3           | MGBMX           |
| C000088942 | R4           | MGBNX           |
| C000120923 | R6           | MGBOX           |

## Nport-Ex

GLB-Q1

![](img89c23c1f1.gif)

**Quarterly Report**

February 28, 2026

MFS<sup>®</sup> Global Opportunistic <br>Bond Fund

![](img7eacddbe2.gif)

------

**Portfolio of Investments**

2/28/26 (unaudited)

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

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – 98.3%  | Bonds – 98.3%  | Bonds – 98.3%  |
| Aerospace & Defense – 0.5% | Aerospace & Defense – 0.5% | Aerospace & Defense – 0.5% |
| Boeing Co., 6.388%, 5/01/2031  | $278000 | &nbsp;&nbsp;&nbsp; $303874 |
| Boeing Co., 5.805%, 5/01/2050  | 1072000 | &nbsp;&nbsp;&nbsp; 1076331 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 639000 | &nbsp;&nbsp;&nbsp; 683530 |
| Thales S.A., 4.25%, 10/18/2031  | 600000 | &nbsp;&nbsp;&nbsp; 752803 |
| TransDigm, Inc., 6.375%, 3/01/2029 (n) | $2802000 | &nbsp;&nbsp;&nbsp; 2878161 |
|  |  | &nbsp;&nbsp;&nbsp; $5694699 |
| Asset-Backed & Securitized – 5.5% | Asset-Backed & Securitized – 5.5% | Asset-Backed & Securitized – 5.5% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 0.991%, 11/15/2054 (i) | $11566261 | &nbsp;&nbsp;&nbsp; $395983 |
| AA Bond Co. Ltd., 5.5%, 7/31/2032  | 488000 | &nbsp;&nbsp;&nbsp; 663097 |
| ACREC 2021-FL1 Ltd., "C", FLR, 5.931% ((SOFR - 1mo. + 0.11448%) + 2.15%), 10/16/2036 (n) | $2557500 | &nbsp;&nbsp;&nbsp; 2558089 |
| Angel Oak Mortgage Trust, 2024-12, "A1", 5.653%, 10/25/2069 (n) | 2505661 | &nbsp;&nbsp;&nbsp; 2530392 |
| Angel Oak Mortgage Trust, 2024-9, "A1", 5.138%, 9/25/2069 (n) | 2174414 | &nbsp;&nbsp;&nbsp; 2182164 |
| Angel Oak Mortgage Trust, 2025-1, "A2", 5.844%, 1/25/2070 (n) | 1068142 | &nbsp;&nbsp;&nbsp; 1078365 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "D", FLR, 6.658% (SOFR - 30 day + 3%), 1/15/2037 (n) | 2400000 | &nbsp;&nbsp;&nbsp; 2399986 |
| AREIT 2022-CRE6 Trust, "C", FLR, 5.81% (SOFR - 30 day + 2.15%), 1/20/2037 (n) | 533500 | &nbsp;&nbsp;&nbsp; 527965 |
| AREIT 2022-CRE6 Trust, "D", FLR, 6.509% (SOFR - 30 day + 2.85%), 1/20/2037 (n) | 569500 | &nbsp;&nbsp;&nbsp; 559384 |
| Arqiva Broadcast Finance PLC, 4.882%, 12/31/2032  | 485333 | &nbsp;&nbsp;&nbsp; 633102 |
| Bain Capital Credit CLO Ltd., 2021-7A, "BR", FLR, 5.169% (SOFR - 3mo. + 1.5%), 1/22/2035 (n) | $3802743 | &nbsp;&nbsp;&nbsp; 3803196 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.592%, 4/15/2053 (i) | 1374621 | &nbsp;&nbsp;&nbsp; 57539 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.191%, 7/15/2054 (i) | 8729198 | &nbsp;&nbsp;&nbsp; 415313 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.538%, 2/15/2054 (i) | 14325822 | &nbsp;&nbsp;&nbsp; 862331 |
| Benchmark 2020-B18 Mortgage Trust, "XA", 1.737%, 7/15/2053 (i) | 10033782 | &nbsp;&nbsp;&nbsp; 521111 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.128%, 3/15/2054 (i) | 6333935 | &nbsp;&nbsp;&nbsp; 248169 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.843%, 6/15/2054 (i) | 19178916 | &nbsp;&nbsp;&nbsp; 592918 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.232%, 7/15/2054 (i) | 19618999 | &nbsp;&nbsp;&nbsp; 891118 |
| Benchmark 2021-B28 Mortgage Trust, "XA", 1.237%, 8/15/2054 (i) | 20331545 | &nbsp;&nbsp;&nbsp; 960993 |
| BMP Commercial Mortgage Trust, 2024-MF23, "C", FLR, 5.5% (SOFR - 1mo. + 1.8413%), 6/15/2041 (n) | 941760 | &nbsp;&nbsp;&nbsp; 942643 |
| BMP Commercial Mortgage Trust, 2024-MF23, "D", FLR, 6.05% (SOFR - 1mo. + 2.3905%), 6/15/2041 (n) | 754553 | &nbsp;&nbsp;&nbsp; 755260 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | 960119 | &nbsp;&nbsp;&nbsp; 993409 |
| Business Jet Securities LLC, 2024-1A, "B", 6.924%, 5/15/2039 (n) | 56947 | &nbsp;&nbsp;&nbsp; 59336 |
| Business Jet Securities LLC, 2024-2A, "A", 5.364%, 9/15/2039 (n) | 745414 | &nbsp;&nbsp;&nbsp; 756268 |
| BX Trust, 2024-PURE, "A", FLR, 4.192% (CORRA + 1.9%), 11/15/2041 (n) | 1959731 | &nbsp;&nbsp;&nbsp; 1438934 |
| Cathedral Lake VI Ltd., FLR, 5.518% (SOFR - 3mo. + 1.85%), 4/25/2034 (n) | $1783838 | &nbsp;&nbsp;&nbsp; 1783760 |
| CF Hippolyta Issuer LLC, 2020-1, "A1", 1.69%, 7/15/2060 (n) | 375063 | &nbsp;&nbsp;&nbsp; 317844 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | 244084 | &nbsp;&nbsp;&nbsp; 245199 |
| Colt Funding LLC, 2024-1, "A1", 5.835%, 2/25/2069 (n) | 683449 | &nbsp;&nbsp;&nbsp; 687155 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.757%, 4/15/2054 (i) | 7721661 | &nbsp;&nbsp;&nbsp; 213813 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN34, "XA", 0.957%, 6/15/2063 (i) | 11235130 | &nbsp;&nbsp;&nbsp; 397215 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN35, "XA", 1.024%, 6/15/2064 (i) | 9331886 | &nbsp;&nbsp;&nbsp; 366384 |
| ELM Trust, 2024-ELM, "B10", 6.195%, 6/10/2039 (n) | 1580784 | &nbsp;&nbsp;&nbsp; 1587892 |
| ELM Trust, 2024-ELM, "C10", 5.777%, 6/10/2039 (n) | 194910 | &nbsp;&nbsp;&nbsp; 195662 |
| ELM Trust, 2024-ELM, "D10", 6.846%, 6/10/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100172 |
| Empire District Bondco LLC, 4.943%, 1/01/2033  | 1210429 | &nbsp;&nbsp;&nbsp; 1226926 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | 239788 | &nbsp;&nbsp;&nbsp; 240510 |
| Enterprise Fleet Financing 2025-1 LLC, "A2", 4.65%, 10/20/2027 (n) | 334278 | &nbsp;&nbsp;&nbsp; 335581 |
| Enterprise Fleet Financing 2025-4 LLC, "A2", 4.05%, 8/20/2028 (n) | 1239000 | &nbsp;&nbsp;&nbsp; 1242379 |
| EQT Trust, 2024-EXTR, "B", 5.655%, 7/05/2041 (n) | 606933 | &nbsp;&nbsp;&nbsp; 620717 |
| EQT Trust, 2024-EXTR, "C", 6.046%, 7/05/2041 (n) | 151515 | &nbsp;&nbsp;&nbsp; 155068 |
| EQT Trust, 2024-EXTR, "D", 6.682%, 7/05/2041 (n) | 150000 | &nbsp;&nbsp;&nbsp; 153470 |
| Fortress CBO Investments Ltd., 2022-FL3, "AS", FLR, 5.915% (SOFR - 30 day + 2.25%), 2/23/2039 (n) | 662641 | &nbsp;&nbsp;&nbsp; 661980 |
| KREF 2021-FL2 Ltd., "B", FLR, 5.429% ((SOFR - 1mo. + 0.11448%) + 1.65%), 2/15/2039 (n) | 2155000 | &nbsp;&nbsp;&nbsp; 2150153 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 5.774% ((SOFR - 1mo. + 0.11448%) + 2.0%), 7/15/2036 (n) | 1395500 | &nbsp;&nbsp;&nbsp; 1393804 |
| MF1 2022-FL8 Ltd., "C", FLR, 5.867% (SOFR - 30 day + 2.2%), 2/19/2037 (n) | 1130366 | &nbsp;&nbsp;&nbsp; 1124737 |
| MF1 2024-FL14 LLC, "B", FLR, 6.349% (SOFR - 1mo. + 2.689%), 3/19/2039 (n) | 848223 | &nbsp;&nbsp;&nbsp; 849262 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.26%, 5/15/2054 (i) | 5581677 | &nbsp;&nbsp;&nbsp; 238672 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.141%, 6/15/2054 (i) | $15509699 | &nbsp;&nbsp;&nbsp; $571542 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | 654906 | &nbsp;&nbsp;&nbsp; 659180 |
| OBX Trust, 2024-NQM2, "A1", 5.878%, 12/25/2063 (n) | 1481505 | &nbsp;&nbsp;&nbsp; 1491741 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | 316677 | &nbsp;&nbsp;&nbsp; 319510 |
| OBX Trust, 2024-NQM8, "A1", 6.233%, 5/25/2064 (n) | 1053450 | &nbsp;&nbsp;&nbsp; 1066963 |
| OBX Trust, 2025-NQM18, "A1", 5.057%, 9/25/2065 (n) | 744824 | &nbsp;&nbsp;&nbsp; 750156 |
| PMT Loan Trust, 2025-INV10, "A36", FLR, 5.017% (SOFR - 1mo. + 1.35%), 10/01/2056 (n) | 1353576 | &nbsp;&nbsp;&nbsp; 1362134 |
| Starwood Commercial Mortgage, 2021-FL2, "B", FLR, 5.581% ((SOFR - 1mo. + 0.11448%) + <br> 1.8%), 4/18/2038 (n)<br>| 1223000 | &nbsp;&nbsp;&nbsp; 1220928 |
| Starwood Commercial Mortgage, 2021-FL2, "C", FLR, 5.88% ((SOFR - 1mo. + 0.11448%) + <br> 2.1%), 4/18/2038 (n)<br>| 238000 | &nbsp;&nbsp;&nbsp; 237605 |
| TCW Gem Ltd., 2020-1A, "BR3", FLR, 5.268% (SOFR - 3mo. + 1.6%), 4/20/2034 (n) | 3150000 | &nbsp;&nbsp;&nbsp; 3134786 |
| TPG Real Estate Finance, 2025-FL7, "AS", FLR, 5.364% (SOFR - 1mo. + 1.7%), 6/18/2043 (n) | 1297029 | &nbsp;&nbsp;&nbsp; 1297029 |
| Verus Securitization Trust, 2024-1, "A1", 5.712%, 1/25/2069 (n) | 736531 | &nbsp;&nbsp;&nbsp; 740551 |
| Volvo Financial Equipment LLC, 2024-1A, "A2", 4.56%, 5/17/2027 (n) | 461331 | &nbsp;&nbsp;&nbsp; 461747 |
| Wells Fargo Commercial Mortgage Trust, 2021-C59, "XA", 1.48%, 4/15/2054 (i) | 9099642 | &nbsp;&nbsp;&nbsp; 497854 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.49%, 8/15/2054 (i) | 15214226 | &nbsp;&nbsp;&nbsp; 891608 |
|  |  | &nbsp;&nbsp;&nbsp; $57818754 |
| Automotive – 0.8% | Automotive – 0.8% | Automotive – 0.8% |
| Dealer Tire LLC/DT Issuer LLC, 8%, 2/01/2028 (n) | $1941000 | &nbsp;&nbsp;&nbsp; $1921610 |
| Ford Motor Credit Co. LLC, 5.8%, 3/08/2029  | 514000 | &nbsp;&nbsp;&nbsp; 529483 |
| Ford Motor Credit Co. LLC, 3.305%, 5/17/2029  | 590000 | &nbsp;&nbsp;&nbsp; 699047 |
| Ford Motor Credit Co. LLC, 5.73%, 9/05/2030  | $539000 | &nbsp;&nbsp;&nbsp; 554286 |
| Ford Motor Credit Co. LLC, 5.753%, 4/06/2033  | 483000 | &nbsp;&nbsp;&nbsp; 492186 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | 248000 | &nbsp;&nbsp;&nbsp; 250672 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 825000 | &nbsp;&nbsp;&nbsp; 887100 |
| Hyundai Capital America, 4.5%, 9/18/2030 (n) | 288000 | &nbsp;&nbsp;&nbsp; 290767 |
| New Flyer Holdings, Inc., 9.25%, 7/01/2030 (n) | 1928000 | &nbsp;&nbsp;&nbsp; 2081124 |
| Volkswagen Bank GmbH , 3.75%, 12/10/2032  | 400000 | &nbsp;&nbsp;&nbsp; 479207 |
|  |  | &nbsp;&nbsp;&nbsp; $8185482 |
| Broadcasting – 0.6% | Broadcasting – 0.6% | Broadcasting – 0.6% |
| Arqiva Broadcast Finance PLC, 8.625%, 7/01/2030  | 1818000 | &nbsp;&nbsp;&nbsp; $2043440 |
| Omnicom Finance Holdings PLC, 3.85%, 5/02/2034 (w) | 1200000 | &nbsp;&nbsp;&nbsp; 1416363 |
| Univision Communications, Inc., 8.5%, 7/31/2031 (n) | $2181000 | &nbsp;&nbsp;&nbsp; 2232049 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | 1076000 | &nbsp;&nbsp;&nbsp; 1035145 |
|  |  | &nbsp;&nbsp;&nbsp; $6726997 |
| Brokerage & Asset Managers – 1.0% | Brokerage & Asset Managers – 1.0% | Brokerage & Asset Managers – 1.0% |
| Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036  | $1076000 | &nbsp;&nbsp;&nbsp; $1076323 |
| Citadel Securities Global Holdings LLC, 5.5%, 6/18/2030 (n) | 521000 | &nbsp;&nbsp;&nbsp; 536009 |
| Jane Street Group/JSG Finance, Inc., 6.125%, 11/01/2032 (n) | 2258000 | &nbsp;&nbsp;&nbsp; 2271482 |
| Jefferies Financial Group, Inc., 5.5%, 2/15/2036  | 903000 | &nbsp;&nbsp;&nbsp; 888096 |
| Low Income Investment Fund, 3.386%, 7/01/2026  | 310000 | &nbsp;&nbsp;&nbsp; 308693 |
| Low Income Investment Fund, 3.711%, 7/01/2029  | 555000 | &nbsp;&nbsp;&nbsp; 539915 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | 1333000 | &nbsp;&nbsp;&nbsp; 1314878 |
| LPL Holdings, Inc., 5.65%, 3/15/2035  | 385000 | &nbsp;&nbsp;&nbsp; 390650 |
| LPL Holdings, Inc., 5.75%, 6/15/2035  | 135000 | &nbsp;&nbsp;&nbsp; 137903 |
| LSEG Netherlands B.V., 3%, 11/06/2031  | 770000 | &nbsp;&nbsp;&nbsp; 903123 |
| LSEG US Financial Corp., 5.297%, 3/28/2034 (n) | $755000 | &nbsp;&nbsp;&nbsp; 778715 |
| The Carlyle Group, Inc., 5.05%, 9/19/2035  | 1128000 | &nbsp;&nbsp;&nbsp; 1114316 |
|  |  | &nbsp;&nbsp;&nbsp; $10260103 |
| Building – 0.9% | Building – 0.9% | Building – 0.9% |
| AmeriTex Holdco Intermediate LLC, 7.625%, 8/15/2033 (n) | $1972000 | &nbsp;&nbsp;&nbsp; $2064729 |
| CRH Finance (U.K.) PLC, 4.125%, 12/02/2029  | 780000 | &nbsp;&nbsp;&nbsp; 1045020 |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $956000 | &nbsp;&nbsp;&nbsp; 971206 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 406000 | &nbsp;&nbsp;&nbsp; 414653 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Building – continued | Building – continued | Building – continued |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | $404000 | &nbsp;&nbsp;&nbsp; $414647 |
| LBM Acquisition LLC, 6.25%, 1/15/2029 (n) | 1450000 | &nbsp;&nbsp;&nbsp; 1105512 |
| Quikrete Holdings, Inc., 6.375%, 3/01/2032 (n) | 2362000 | &nbsp;&nbsp;&nbsp; 2454822 |
| Vulcan Materials Co., 3.5%, 6/01/2030  | 779000 | &nbsp;&nbsp;&nbsp; 761835 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 438000 | &nbsp;&nbsp;&nbsp; 441725 |
|  |  | &nbsp;&nbsp;&nbsp; $9674149 |
| Business Services – 0.6% | Business Services – 0.6% | Business Services – 0.6% |
| ams-OSRAM AG, 10.5%, 3/30/2029  | 1814000 | &nbsp;&nbsp;&nbsp; $2274248 |
| Experian Finance PLC, 3.51%, 12/15/2033  | 720000 | &nbsp;&nbsp;&nbsp; 855394 |
| Experian Finance PLC, 3.375%, 10/10/2034  | 1010000 | &nbsp;&nbsp;&nbsp; 1180192 |
| Fiserv, Inc., 4.4%, 7/01/2049  | $678000 | &nbsp;&nbsp;&nbsp; 536495 |
| Paychex, Inc., 5.1%, 4/15/2030  | 312000 | &nbsp;&nbsp;&nbsp; 318632 |
| Paychex, Inc., 5.35%, 4/15/2032  | 770000 | &nbsp;&nbsp;&nbsp; 789676 |
| Visa, Inc., 3.875%, 5/15/2044  | 430000 | &nbsp;&nbsp;&nbsp; 508263 |
|  |  | &nbsp;&nbsp;&nbsp; $6462900 |
| Cable TV – 0.7% | Cable TV – 0.7% | Cable TV – 0.7% |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 5/01/2032  | $2892000 | &nbsp;&nbsp;&nbsp; $2646627 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035  | 609000 | &nbsp;&nbsp;&nbsp; 636142 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.484%, 10/23/2045  | 508000 | &nbsp;&nbsp;&nbsp; 482360 |
| Comcast Corp., 6.05%, 5/15/2055  | 764000 | &nbsp;&nbsp;&nbsp; 782301 |
| Summer BidCo B.V., 8.875%, 1/31/2031 (n)(p) | 1511000 | &nbsp;&nbsp;&nbsp; 1806465 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | $965000 | &nbsp;&nbsp;&nbsp; 943565 |
|  |  | &nbsp;&nbsp;&nbsp; $7297460 |
| Chemicals – 0.5% | Chemicals – 0.5% | Chemicals – 0.5% |
| Arkema S.A., 3.5%, 9/12/2034  | 700000 | &nbsp;&nbsp;&nbsp; $819084 |
| FIS Fabbrica Italiana Sintetici S.p.A., 5.25%, 2/05/2031 (n) | 1600000 | &nbsp;&nbsp;&nbsp; 1908204 |
| Maxam Prill S.à r.l., 6%, 7/15/2030 (n) | 1590000 | &nbsp;&nbsp;&nbsp; 1936405 |
| Maxam Prill S.à r.l., 6%, 7/15/2030  | 450000 | &nbsp;&nbsp;&nbsp; 548039 |
|  |  | &nbsp;&nbsp;&nbsp; $5211732 |
| Computer Software – 0.6% | Computer Software – 0.6% | Computer Software – 0.6% |
| Fair Isaac Corp., 6%, 5/15/2033 (n) | $2836000 | &nbsp;&nbsp;&nbsp; $2866561 |
| Microsoft Corp., 2.525%, 6/01/2050  | 515000 | &nbsp;&nbsp;&nbsp; 320655 |
| Microsoft Corp., 2.675%, 6/01/2060  | 607000 | &nbsp;&nbsp;&nbsp; 351428 |
| Oracle Corp., 4.95%, 2/04/2031  | 625000 | &nbsp;&nbsp;&nbsp; 623720 |
| Oracle Corp., 5.35%, 5/04/2033  | 558000 | &nbsp;&nbsp;&nbsp; 559881 |
| Oracle Corp., 5.7%, 2/04/2036  | 496000 | &nbsp;&nbsp;&nbsp; 496278 |
| Oracle Corp., 4%, 7/15/2046  | 443000 | &nbsp;&nbsp;&nbsp; 309038 |
| Sage Group PLC, 3.821%, 2/25/2033  | 240000 | &nbsp;&nbsp;&nbsp; 283426 |
| Sage Group PLC, 2.875%, 2/08/2034  | 614000 | &nbsp;&nbsp;&nbsp; 704771 |
|  |  | &nbsp;&nbsp;&nbsp; $6515758 |
| Conglomerates – 0.7% | Conglomerates – 0.7% | Conglomerates – 0.7% |
| Assa Abloy AB, 3.371%, 9/09/2032  | 590000 | &nbsp;&nbsp;&nbsp; $705603 |
| CompoSecure Holdings LLC, 5.625%, 2/01/2033 (n) | $2313000 | &nbsp;&nbsp;&nbsp; 2301435 |
| nVent Finance S.à r.l., 5.65%, 5/15/2033  | 300000 | &nbsp;&nbsp;&nbsp; 317037 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 669000 | &nbsp;&nbsp;&nbsp; 693701 |
| Regal Rexnord Corp., 6.4%, 4/15/2033  | 256000 | &nbsp;&nbsp;&nbsp; 278356 |
| Smiths Group PLC, 3.625%, 11/13/2033  | 930000 | &nbsp;&nbsp;&nbsp; 1098630 |
| Veralto Corp., 4.15%, 9/19/2031  | 649000 | &nbsp;&nbsp;&nbsp; 798043 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | $670000 | &nbsp;&nbsp;&nbsp; 710495 |
| Westinghouse Air Brake Technologies Corp., 5.5%, 5/29/2035  | 635000 | &nbsp;&nbsp;&nbsp; 668258 |
|  |  | &nbsp;&nbsp;&nbsp; $7571558 |
| Construction – 0.2% | Construction – 0.2% | Construction – 0.2% |
| Empire Communities Corp., 9.75%, 5/01/2029 (n)  | $1812000 | &nbsp;&nbsp;&nbsp; $1871287 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Consumer Products – 0.7% | Consumer Products – 0.7% | Consumer Products – 0.7% |
| Acushnet Co., 5.625%, 12/01/2033 (n) | $2551000 | &nbsp;&nbsp;&nbsp; $2596321 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | 563000 | &nbsp;&nbsp;&nbsp; 585483 |
| Newell Brands, Inc., 6.375%, 5/15/2030  | 1913000 | &nbsp;&nbsp;&nbsp; 1918867 |
| Prestige Consumer Healthcare, Inc., 3.75%, 4/01/2031 (n) | 2865000 | &nbsp;&nbsp;&nbsp; 2679161 |
|  |  | &nbsp;&nbsp;&nbsp; $7779832 |
| Consumer Services – 0.6% | Consumer Services – 0.6% | Consumer Services – 0.6% |
| Amber Finco PLC, 6.625%, 7/15/2029 (n) | 478000 | &nbsp;&nbsp;&nbsp; $589540 |
| Amber Finco PLC, 6.625%, 7/15/2029  | 1650000 | &nbsp;&nbsp;&nbsp; 2035023 |
| Booking Holdings, Inc., 3%, 11/07/2030  | 930000 | &nbsp;&nbsp;&nbsp; 1097935 |
| Booking Holdings, Inc., 3.25%, 11/21/2032  | 810000 | &nbsp;&nbsp;&nbsp; 949702 |
| Booking Holdings, Inc., 4.125%, 5/09/2038  | 470000 | &nbsp;&nbsp;&nbsp; 561644 |
| Eurofins Scientific SE, 3.875%, 2/05/2033  | 230000 | &nbsp;&nbsp;&nbsp; 274906 |
| Pluxee N.V., 3.75%, 9/04/2032  | 700000 | &nbsp;&nbsp;&nbsp; 836426 |
|  |  | &nbsp;&nbsp;&nbsp; $6345176 |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |
| Arrow Electronics, Inc., 2.95%, 2/15/2032  | $597000 | &nbsp;&nbsp;&nbsp; $540533 |
| Electronics – 0.2% | Electronics – 0.2% | Electronics – 0.2% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $550000 | &nbsp;&nbsp;&nbsp; $557428 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 518000 | &nbsp;&nbsp;&nbsp; 535360 |
| Broadcom, Inc., 5.7%, 1/15/2056  | 602000 | &nbsp;&nbsp;&nbsp; 618175 |
| Intel Corp., 5.7%, 2/10/2053  | 560000 | &nbsp;&nbsp;&nbsp; 531855 |
|  |  | &nbsp;&nbsp;&nbsp; $2242818 |
| Emerging Market Quasi-Sovereign – 2.5% | Emerging Market Quasi-Sovereign – 2.5% | Emerging Market Quasi-Sovereign – 2.5% |
| Abu Dhabi Developmental Holding Co. PJSC, 5.5%, 5/08/2034 (n) | $1958000 | &nbsp;&nbsp;&nbsp; $2074197 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.75%, 7/09/2034 (n) | 1494000 | &nbsp;&nbsp;&nbsp; 1601613 |
| CEZ A.S. (Czech Republic), 4.125%, 4/30/2033  | 760000 | &nbsp;&nbsp;&nbsp; 918313 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | $494618 | &nbsp;&nbsp;&nbsp; 510885 |
| Codelco, Inc. (Republic of Chile), 5.529%, 1/30/2037 (n) | 628000 | &nbsp;&nbsp;&nbsp; 643072 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | 615000 | &nbsp;&nbsp;&nbsp; 637045 |
| Development Bank of Kazakhstan JSC, 5.25%, 10/23/2029 (n) | 656000 | &nbsp;&nbsp;&nbsp; 673290 |
| Dua Capital Ltd. (Federation of Malaysia), 2.78%, 5/11/2031  | 2465000 | &nbsp;&nbsp;&nbsp; 2303286 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.95%, 7/30/2034 (n) | 1041000 | &nbsp;&nbsp;&nbsp; 1094440 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031  | 1850000 | &nbsp;&nbsp;&nbsp; 1724579 |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag (Republic of Hungary), 6.5%, 3/13/2031  | 1460000 | &nbsp;&nbsp;&nbsp; 1555716 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.7%, 10/17/2028  | 1418000 | &nbsp;&nbsp;&nbsp; 1469192 |
| OCP S.A. (Kingdom of Morocco), 3.75%, 6/23/2031 (n) | 677000 | &nbsp;&nbsp;&nbsp; 638516 |
| OCP S.A. (Kingdom of Morocco), 6.75%, 5/02/2034 (n) | 1038000 | &nbsp;&nbsp;&nbsp; 1124287 |
| Petroleos Mexicanos, 10%, 2/07/2033  | 748000 | &nbsp;&nbsp;&nbsp; 875725 |
| Petroleos Mexicanos, 7.69%, 1/23/2050  | 1388000 | &nbsp;&nbsp;&nbsp; 1267330 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.34%, 4/03/2035 (n) | 1740000 | &nbsp;&nbsp;&nbsp; 1833472 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 5.45%, 2/03/2036 (n) | 1084000 | &nbsp;&nbsp;&nbsp; 1083889 |
| Saudi Arabian Oil Co., 5%, 2/02/2036 (n) | 1196000 | &nbsp;&nbsp;&nbsp; 1197615 |
| State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030  | 1481000 | &nbsp;&nbsp;&nbsp; 1602547 |
| Uzbek Industrial & Construction Bank ATB (Republic of Uzbekistan), 8.95%, 7/24/2029 (n) | 992000 | &nbsp;&nbsp;&nbsp; 1082084 |
|  |  | &nbsp;&nbsp;&nbsp; $25911093 |
| Emerging Market Sovereign – 22.2% | Emerging Market Sovereign – 22.2% | Emerging Market Sovereign – 22.2% |
| Czech Republic, 3.5%, 5/30/2035  | 29030000 | &nbsp;&nbsp;&nbsp; $1338874 |
| Eagle Funding LuxCo S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | $769000 | &nbsp;&nbsp;&nbsp; 782373 |
| Federal Republic of Nigeria, 7.875%, 2/16/2032  | 1168000 | &nbsp;&nbsp;&nbsp; 1222702 |
| Federative Republic of Brazil, 10%, 1/01/2035  | 111969000 | &nbsp;&nbsp;&nbsp; 18242589 |
| Hellenic Republic (Republic of Greece), 3.625%, 6/15/2035 (n) | 12680000 | &nbsp;&nbsp;&nbsp; 15522551 |
| Hellenic Republic (Republic of Greece), 3.375%, 6/16/2036 (n) | 4330000 | &nbsp;&nbsp;&nbsp; 5155693 |
| Hellenic Republic (Republic of Greece), 4.125%, 6/15/2054  | 3954000 | &nbsp;&nbsp;&nbsp; 4705218 |
| Kingdom of Saudi Arabia, 4.875%, 1/12/2036 (n) | $3134000 | &nbsp;&nbsp;&nbsp; 3147977 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Kingdom of Thailand, 3.45%, 6/17/2043  | 128600000 | &nbsp;&nbsp;&nbsp; $4729896 |
| Kingdom of Thailand, 2.98%, 6/17/2045  | 82600000 | &nbsp;&nbsp;&nbsp; 2832596 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 147528000 | &nbsp;&nbsp;&nbsp; 4043545 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | 93420000 | &nbsp;&nbsp;&nbsp; 2770654 |
| Oriental Republic of Uruguay, 8%, 10/29/2035  | 125763733 | &nbsp;&nbsp;&nbsp; 3432298 |
| People's Republic of China, 3.13%, 11/21/2029  | 65610000 | &nbsp;&nbsp;&nbsp; 10208841 |
| People's Republic of China, 1.43%, 1/25/2030  | 103790000 | &nbsp;&nbsp;&nbsp; 15107088 |
| People's Republic of China, 1.63%, 10/25/2030  | 27300000 | &nbsp;&nbsp;&nbsp; 3994018 |
| People's Republic of China, 2.88%, 2/25/2033  | 103660000 | &nbsp;&nbsp;&nbsp; 16359369 |
| People's Republic of China, 1.83%, 8/25/2035  | 33000000 | &nbsp;&nbsp;&nbsp; 4818407 |
| Republic of Bulgaria, 5%, 3/05/2037  | $1192000 | &nbsp;&nbsp;&nbsp; 1204015 |
| Republic of Chile, 4.7%, 9/01/2030  | 6745000000 | &nbsp;&nbsp;&nbsp; 7677872 |
| Republic of Chile, 2.55%, 7/27/2033  | $452000 | &nbsp;&nbsp;&nbsp; 396585 |
| Republic of Chile, 4.34%, 3/07/2042  | 1000000 | &nbsp;&nbsp;&nbsp; 914850 |
| Republic of Costa Rica, 7.3%, 11/13/2054  | 2404000 | &nbsp;&nbsp;&nbsp; 2737675 |
| Republic of Cote d'Ivoire, 8.25%, 1/30/2037  | 747000 | &nbsp;&nbsp;&nbsp; 815744 |
| Republic of Cote d'Ivoire, 6.875%, 10/17/2040  | 1521000 | &nbsp;&nbsp;&nbsp; 1810045 |
| Republic of Guatemala, 6.05%, 8/06/2031 (n) | $1545000 | &nbsp;&nbsp;&nbsp; 1620102 |
| Republic of Hungary, 5.5%, 6/16/2034  | 1534000 | &nbsp;&nbsp;&nbsp; 1575183 |
| Republic of Hungary, 6%, 9/26/2035 (n) | 1460000 | &nbsp;&nbsp;&nbsp; 1536577 |
| Republic of Korea, 1.875%, 6/10/2029  | 15314110000 | &nbsp;&nbsp;&nbsp; 10236819 |
| Republic of Korea, 2.5%, 9/10/2030  | 34500000000 | &nbsp;&nbsp;&nbsp; 23178876 |
| Republic of Korea, 1.5%, 12/10/2030  | 24350000000 | &nbsp;&nbsp;&nbsp; 15562866 |
| Republic of Paraguay, 6%, 2/09/2036 (n) | $725000 | &nbsp;&nbsp;&nbsp; 778646 |
| Republic of Paraguay, 5.6%, 3/13/2048  | 2000000 | &nbsp;&nbsp;&nbsp; 1939889 |
| Republic of Peru, 5.375%, 2/08/2035  | 1561000 | &nbsp;&nbsp;&nbsp; 1611498 |
| Republic of Peru, 6.85%, 8/12/2035  | 29090000 | &nbsp;&nbsp;&nbsp; 9279455 |
| Republic of Poland, 5.375%, 2/12/2035  | $1476000 | &nbsp;&nbsp;&nbsp; 1548121 |
| Republic of Romania, 6.375%, 1/30/2034  | 2014000 | &nbsp;&nbsp;&nbsp; 2133334 |
| Republic of Romania, 3.75%, 2/07/2034  | 1386000 | &nbsp;&nbsp;&nbsp; 1518193 |
| Republic of Serbia, 6%, 6/12/2034 (n) | $665000 | &nbsp;&nbsp;&nbsp; 702169 |
| Republic of South Africa, 7.1%, 11/19/2036 (n) | 1926000 | &nbsp;&nbsp;&nbsp; 2072186 |
| Republic of South Africa, 8.75%, 2/28/2048  | 241589000 | &nbsp;&nbsp;&nbsp; 15376553 |
| Republic of South Africa, 7.25%, 12/11/2055 (n) | $200000 | &nbsp;&nbsp;&nbsp; 200097 |
| Sultanate of Oman, 7%, 1/25/2051  | 2550000 | &nbsp;&nbsp;&nbsp; 2917573 |
| United Mexican States, 7.5%, 5/26/2033  | 76600000 | &nbsp;&nbsp;&nbsp; 4241155 |
| United Mexican States, 6.125%, 2/09/2038  | $975000 | &nbsp;&nbsp;&nbsp; 987041 |
|  |  | &nbsp;&nbsp;&nbsp; $232987808 |
| Energy - Independent – 0.7% | Energy - Independent – 0.7% | Energy - Independent – 0.7% |
| Azule Energy Finance PLC, 8.25%, 1/22/2031 (n) | $1038000 | &nbsp;&nbsp;&nbsp; $1048940 |
| Chord Energy Corp., 6%, 10/01/2030 (n) | 2048000 | &nbsp;&nbsp;&nbsp; 2092033 |
| Comstock Resources, Inc., 6.75%, 3/01/2029 (n) | 2059000 | &nbsp;&nbsp;&nbsp; 2051040 |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | 777000 | &nbsp;&nbsp;&nbsp; 846350 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 596000 | &nbsp;&nbsp;&nbsp; 548545 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | 670000 | &nbsp;&nbsp;&nbsp; 685104 |
|  |  | &nbsp;&nbsp;&nbsp; $7272012 |
| Energy - Integrated – 0.4% | Energy - Integrated – 0.4% | Energy - Integrated – 0.4% |
| BP Capital Markets B.V., 0.933%, 12/04/2040  | 760000 | &nbsp;&nbsp;&nbsp; $583572 |
| BP Capital Markets PLC, 6%, 2/19/2173  | 880000 | &nbsp;&nbsp;&nbsp; 1221065 |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | 1010000 | &nbsp;&nbsp;&nbsp; 893165 |
| Orlen S.A., 6%, 1/30/2035  | $1790000 | &nbsp;&nbsp;&nbsp; 1905421 |
|  |  | &nbsp;&nbsp;&nbsp; $4603223 |
| Entertainment – 0.8% | Entertainment – 0.8% | Entertainment – 0.8% |
| Pinnacle Bidco PLC, 10%, 10/11/2028  | 1619000 | &nbsp;&nbsp;&nbsp; $2296394 |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | $595000 | &nbsp;&nbsp;&nbsp; 613324 |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | 494000 | &nbsp;&nbsp;&nbsp; 511755 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Entertainment – continued | Entertainment – continued | Entertainment – continued |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036  | $326000 | &nbsp;&nbsp;&nbsp; $332968 |
| Six Flags Entertainment Corp., 6.625%, 5/01/2032 (n) | 1424000 | &nbsp;&nbsp;&nbsp; 1447765 |
| Six Flags Entertainment Corp./Canada Wonderland Co., 8.625%, 1/15/2032 (n) | 765000 | &nbsp;&nbsp;&nbsp; 774558 |
| Viking Cruises Ltd. Co., 5.875%, 10/15/2033 (n) | 977000 | &nbsp;&nbsp;&nbsp; 996696 |
| Viking Ocean Cruises Ship VII Ltd., 5.625%, 2/15/2029 (n) | 1775000 | &nbsp;&nbsp;&nbsp; 1773543 |
|  |  | &nbsp;&nbsp;&nbsp; $8747003 |
| Financial Institutions – 1.5% | Financial Institutions – 1.5% | Financial Institutions – 1.5% |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | $1002000 | &nbsp;&nbsp;&nbsp; $1002062 |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n) | 583000 | &nbsp;&nbsp;&nbsp; 584396 |
| Azorra Finance Ltd., 7.75%, 4/15/2030 (n) | 2391000 | &nbsp;&nbsp;&nbsp; 2511210 |
| Fastighets AB Balder, 3.625%, 8/25/2031  | 600000 | &nbsp;&nbsp;&nbsp; 711582 |
| Fastighets AB Balder, 4%, 2/19/2032  | 410000 | &nbsp;&nbsp;&nbsp; 493076 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | $366000 | &nbsp;&nbsp;&nbsp; 373966 |
| Macquarie AirFinance Holdings Ltd., 6.5%, 3/26/2031 (n) | 390000 | &nbsp;&nbsp;&nbsp; 420807 |
| Muthoot Finance Ltd., 7.125%, 2/14/2028 (n) | 546000 | &nbsp;&nbsp;&nbsp; 557568 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/2033 (n) | 2437000 | &nbsp;&nbsp;&nbsp; 2439700 |
| Shriram Finance Ltd., 6.15%, 4/03/2028 (n) | 1323000 | &nbsp;&nbsp;&nbsp; 1358475 |
| Shurgard Luxembourg S.à r.l., 3.625%, 10/22/2034  | 1100000 | &nbsp;&nbsp;&nbsp; 1287927 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | 700000 | &nbsp;&nbsp;&nbsp; 836021 |
| SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n) | $1509000 | &nbsp;&nbsp;&nbsp; 1535089 |
| Walker & Dunlop, Inc., 6.625%, 4/01/2033 (n) | 2025000 | &nbsp;&nbsp;&nbsp; 2001536 |
|  |  | &nbsp;&nbsp;&nbsp; $16113415 |
| Food & Beverages – 1.5% | Food & Beverages – 1.5% | Food & Beverages – 1.5% |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $554000 | &nbsp;&nbsp;&nbsp; $532957 |
| Anheuser-Busch InBev Worldwide, Inc., 4.125%, 5/19/2045  | 230000 | &nbsp;&nbsp;&nbsp; 267796 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | $697000 | &nbsp;&nbsp;&nbsp; 701919 |
| Bacardi-Martini B.V., 5.4%, 6/15/2033 (n) | 1330000 | &nbsp;&nbsp;&nbsp; 1353040 |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | 960000 | &nbsp;&nbsp;&nbsp; 949934 |
| Fiesta Purchaser, Inc., 7.875%, 3/01/2031 (n) | 2125000 | &nbsp;&nbsp;&nbsp; 2188839 |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | 465000 | &nbsp;&nbsp;&nbsp; 460686 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 229000 | &nbsp;&nbsp;&nbsp; 200293 |
| Gruma S.A.B. de C.V., 5.39%, 12/09/2034 (n) | 426000 | &nbsp;&nbsp;&nbsp; 436011 |
| Heineken N.V., 3.505%, 5/03/2034  | 1180000 | &nbsp;&nbsp;&nbsp; 1406669 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 3.625%, 1/15/2032  | $542000 | &nbsp;&nbsp;&nbsp; 512948 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 5.5%, 1/15/2036  | 697000 | &nbsp;&nbsp;&nbsp; 715254 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 6.5%, 12/01/2052  | 419000 | &nbsp;&nbsp;&nbsp; 442736 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | 845000 | &nbsp;&nbsp;&nbsp; 693575 |
| Magnum ICC Finance B.V., 3.75%, 11/26/2034  | 800000 | &nbsp;&nbsp;&nbsp; 948661 |
| Magnum ICC Finance B.V., 4%, 11/26/2037  | 620000 | &nbsp;&nbsp;&nbsp; 730692 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | $380000 | &nbsp;&nbsp;&nbsp; 390638 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | 998000 | &nbsp;&nbsp;&nbsp; 1033392 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 915000 | &nbsp;&nbsp;&nbsp; 927859 |
| Nestle Finance International Ltd., 3.5%, 1/14/2045  | 590000 | &nbsp;&nbsp;&nbsp; 660904 |
|  |  | &nbsp;&nbsp;&nbsp; $15554803 |
| Forest & Paper Products – 0.4% | Forest & Paper Products – 0.4% | Forest & Paper Products – 0.4% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $1097000 | &nbsp;&nbsp;&nbsp; $1092586 |
| Mondi Finance PLC, 3.75%, 5/18/2033  | 800000 | &nbsp;&nbsp;&nbsp; 949717 |
| Smurfit Kappa Treasury Co., 3.489%, 11/24/2031  | 250000 | &nbsp;&nbsp;&nbsp; 299298 |
| Veritiv Operating Co., 10.5%, 11/30/2030 (n) | $1430000 | &nbsp;&nbsp;&nbsp; 1530057 |
|  |  | &nbsp;&nbsp;&nbsp; $3871658 |
| Gaming & Lodging – 0.5% | Gaming & Lodging – 0.5% | Gaming & Lodging – 0.5% |
| 888 Acquisitions Ltd., 10.75%, 5/15/2030  | 1850000 | &nbsp;&nbsp;&nbsp; $2309241 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | $1439000 | &nbsp;&nbsp;&nbsp; 1434876 |
| Las Vegas Sands Corp., 3.9%, 8/08/2029  | 1225000 | &nbsp;&nbsp;&nbsp; 1198848 |
|  |  | &nbsp;&nbsp;&nbsp; $4942965 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Industrial – 0.4% | Industrial – 0.4% | Industrial – 0.4% |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | $826000 | &nbsp;&nbsp;&nbsp; $837910 |
| Multiversity S.p.A., 7.125%, 5/17/2031 (n) | 431000 | &nbsp;&nbsp;&nbsp; 528126 |
| Multiversity S.p.A., 7.125%, 5/17/2031  | 1625000 | &nbsp;&nbsp;&nbsp; 1991196 |
| WSP Global, Inc., 5.548%, 11/22/2030  | 1092000 | &nbsp;&nbsp;&nbsp; 868692 |
|  |  | &nbsp;&nbsp;&nbsp; $4225924 |
| Insurance – 0.6% | Insurance – 0.6% | Insurance – 0.6% |
| Aviva PLC, 4.625% to 8/28/2036, FLR (EURIBOR - 3mo. + 3.05%) to 8/28/2056  | 1090000 | &nbsp;&nbsp;&nbsp; $1335389 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $978000 | &nbsp;&nbsp;&nbsp; 833033 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | 978000 | &nbsp;&nbsp;&nbsp; 985246 |
| Mapfre S.A., 3.125%, 1/20/2032  | 800000 | &nbsp;&nbsp;&nbsp; 951351 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $850000 | &nbsp;&nbsp;&nbsp; 917131 |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | 872000 | &nbsp;&nbsp;&nbsp; 948077 |
|  |  | &nbsp;&nbsp;&nbsp; $5970227 |
| Insurance - Health – 0.3% | Insurance - Health – 0.3% | Insurance - Health – 0.3% |
| Bupa Finance PLC, 6.625%, 11/18/2045  | 240000 | &nbsp;&nbsp;&nbsp; $327904 |
| Elevance Health, Inc., 5.375%, 6/15/2034  | $495000 | &nbsp;&nbsp;&nbsp; 515274 |
| Humana, Inc., 5.375%, 4/15/2031  | 404000 | &nbsp;&nbsp;&nbsp; 416352 |
| Humana, Inc., 5.55%, 5/01/2035  | 1076000 | &nbsp;&nbsp;&nbsp; 1094920 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | 913000 | &nbsp;&nbsp;&nbsp; 943462 |
|  |  | &nbsp;&nbsp;&nbsp; $3297912 |
| Insurance - Property & Casualty – 1.3% | Insurance - Property & Casualty – 1.3% | Insurance - Property & Casualty – 1.3% |
| American International Group, Inc., 5.125%, 3/27/2033  | $752000 | &nbsp;&nbsp;&nbsp; $775062 |
| Arthur J. Gallagher & Co., 5%, 2/15/2032  | 166000 | &nbsp;&nbsp;&nbsp; 169650 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 347000 | &nbsp;&nbsp;&nbsp; 382654 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | 616000 | &nbsp;&nbsp;&nbsp; 598915 |
| Asurion LLC, 8%, 12/31/2032 (n) | 2324000 | &nbsp;&nbsp;&nbsp; 2440916 |
| Baldwin Insurance Group Holdings LLC, 7.125%, 5/15/2031 (n) | 2350000 | &nbsp;&nbsp;&nbsp; 2357708 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | 1284000 | &nbsp;&nbsp;&nbsp; 957608 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035  | $801000 | &nbsp;&nbsp;&nbsp; 835396 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | 872000 | &nbsp;&nbsp;&nbsp; 904066 |
| Hub International Ltd., 7.25%, 6/15/2030 (n) | 2129000 | &nbsp;&nbsp;&nbsp; 2195966 |
| Liberty Mutual Group, Inc., 3.875%, 9/26/2035  | 1030000 | &nbsp;&nbsp;&nbsp; 1206612 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031  | $521000 | &nbsp;&nbsp;&nbsp; 536036 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | 546000 | &nbsp;&nbsp;&nbsp; 523191 |
|  |  | &nbsp;&nbsp;&nbsp; $13883780 |
| International Market Quasi-Sovereign – 1.1% | International Market Quasi-Sovereign – 1.1% | International Market Quasi-Sovereign – 1.1% |
| Aena SME S.A. (Kingdom of Spain), 3.5%, 1/22/2036  | 500000 | &nbsp;&nbsp;&nbsp; $592679 |
| Belfius Bank S.A., 4%, 4/29/2038  | 400000 | &nbsp;&nbsp;&nbsp; 475211 |
| Electricite de France S.A., 4.625%, 1/25/2043  | 600000 | &nbsp;&nbsp;&nbsp; 722104 |
| EnBW International Finance B.V. (Federal Republic of Germany), 4.3%, 5/23/2034  | 650000 | &nbsp;&nbsp;&nbsp; 818241 |
| EnBW International Finance B.V. (Federal Republic of Germany), 3.75%, 11/20/2035  | 630000 | &nbsp;&nbsp;&nbsp; 757899 |
| ESB Finance DAC (Republic of Ireland), 1.875%, 6/14/2031  | 690000 | &nbsp;&nbsp;&nbsp; 772682 |
| Landsbankinn hf. (Republic of Iceland), 3.75%, 10/08/2029  | 885000 | &nbsp;&nbsp;&nbsp; 1068210 |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $724000 | &nbsp;&nbsp;&nbsp; 756413 |
| NBN Co. Ltd. (Commonwealth of Australia), 3.375%, 11/29/2032  | 1420000 | &nbsp;&nbsp;&nbsp; 1707969 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | $878000 | &nbsp;&nbsp;&nbsp; 797078 |
| P3 Group S.à r.l. (Grand Duchy of Luxembourg), 3.75%, 4/02/2033  | 730000 | &nbsp;&nbsp;&nbsp; 864580 |
| SPP-Distribucia A.S. (Republic of Slovakia), 1%, 6/09/2031  | 1030000 | &nbsp;&nbsp;&nbsp; 1068892 |
| Swisscom Finance B.V., 3.625%, 11/17/2037  | 1360000 | &nbsp;&nbsp;&nbsp; 1604868 |
|  |  | &nbsp;&nbsp;&nbsp; $12006826 |
| International Market Sovereign – 17.7% | International Market Sovereign – 17.7% | International Market Sovereign – 17.7% |
| Commonwealth of Australia, 2.75%, 5/21/2041  | 28814000 | &nbsp;&nbsp;&nbsp; $15816494 |
| Commonwealth of Australia, 3%, 3/21/2047  | 5529000 | &nbsp;&nbsp;&nbsp; 2875882 |
| Federal Republic of Germany, 2.6%, 8/15/2035  | 2325000 | &nbsp;&nbsp;&nbsp; 2744140 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| International Market Sovereign – continued | International Market Sovereign – continued | International Market Sovereign – continued |
| Federal Republic of Germany, 2.5%, 8/15/2054  | 690000 | &nbsp;&nbsp;&nbsp; $694120 |
| Government of Bermuda, 2.375%, 8/20/2030 (n) | $508000 | &nbsp;&nbsp;&nbsp; 465658 |
| Government of Bermuda, 5%, 7/15/2032 (n) | 2566000 | &nbsp;&nbsp;&nbsp; 2613471 |
| Government of Canada, 2.75%, 12/01/2055  | 6365000 | &nbsp;&nbsp;&nbsp; 3921284 |
| Government of Japan, 1.3%, 9/20/2030  | 1224000000 | &nbsp;&nbsp;&nbsp; 7752745 |
| Government of Japan, 0.2%, 6/20/2036  | 991000000 | &nbsp;&nbsp;&nbsp; 5192811 |
| Government of Japan, 1.1%, 6/20/2043  | 701000000 | &nbsp;&nbsp;&nbsp; 3446263 |
| Government of Japan, 0.4%, 3/20/2050  | 2094050000 | &nbsp;&nbsp;&nbsp; 7110102 |
| Government of Japan, 0.7%, 12/20/2051  | 1102000000 | &nbsp;&nbsp;&nbsp; 3847844 |
| Government of Japan, 2.4%, 3/20/2055  | 1278000000 | &nbsp;&nbsp;&nbsp; 6750285 |
| Government of New Zealand, 4.5%, 5/15/2030  | 6576000 | &nbsp;&nbsp;&nbsp; 4083188 |
| Government of New Zealand, 1.5%, 5/15/2031  | 13859000 | &nbsp;&nbsp;&nbsp; 7423297 |
| Kingdom of Spain, 3.15%, 4/30/2035 (n) | 4373000 | &nbsp;&nbsp;&nbsp; 5242629 |
| Kingdom of Spain, 3.9%, 7/30/2039 (n) | 10596000 | &nbsp;&nbsp;&nbsp; 13237618 |
| Republic of France, 2.7%, 2/25/2031 (n) | 9185000 | &nbsp;&nbsp;&nbsp; 10932755 |
| Republic of France, 3.5%, 11/25/2035 (n) | 4500000 | &nbsp;&nbsp;&nbsp; 5438113 |
| Republic of France, 4.1%, 5/25/2046 (n) | 4412000 | &nbsp;&nbsp;&nbsp; 5346521 |
| Republic of France, 3.25%, 5/25/2055 (n) | 6990000 | &nbsp;&nbsp;&nbsp; 6979642 |
| Republic of Iceland, 5%, 11/15/2028  | 460500000 | &nbsp;&nbsp;&nbsp; 3605244 |
| Republic of Iceland, 6.5%, 1/24/2031  | 415500000 | &nbsp;&nbsp;&nbsp; 3371694 |
| Republic of Italy, 2.85%, 2/01/2031  | 5724000 | &nbsp;&nbsp;&nbsp; 6847718 |
| Republic of Italy, 1.45%, 3/01/2036  | 16003000 | &nbsp;&nbsp;&nbsp; 16014495 |
| Republic of Italy, 4.1%, 4/30/2046 (n) | 3792000 | &nbsp;&nbsp;&nbsp; 4595788 |
| Republic of Italy, 4.3%, 10/01/2054 (n) | 4393000 | &nbsp;&nbsp;&nbsp; 5322173 |
| State of Israel, 5%, 1/13/2036  | $2092000 | &nbsp;&nbsp;&nbsp; 2083175 |
| United Kingdom Treasury, 4%, 10/22/2031  | 5843882 | &nbsp;&nbsp;&nbsp; 7935124 |
| United Kingdom Treasury, 4.5%, 3/07/2035  | 5100000 | &nbsp;&nbsp;&nbsp; 7008180 |
| United Kingdom Treasury, 1.25%, 10/22/2041  | 1826000 | &nbsp;&nbsp;&nbsp; 1522031 |
| United Kingdom Treasury, 1.5%, 7/22/2047  | 7255000 | &nbsp;&nbsp;&nbsp; 5323336 |
|  |  | &nbsp;&nbsp;&nbsp; $185543820 |
| Internet – 0.0% | Internet – 0.0% | Internet – 0.0% |
| Alphabet, Inc., 4%, 5/06/2054  | 324000 | &nbsp;&nbsp;&nbsp; $359077 |
| Local Authorities – 0.1% | Local Authorities – 0.1% | Local Authorities – 0.1% |
| Alliander N.V., 3.5%, 5/06/2037  | 620000 | &nbsp;&nbsp;&nbsp; $731900 |
| Province of British Columbia, 2.95%, 6/18/2050  | 1117000 | &nbsp;&nbsp;&nbsp; 634226 |
|  |  | &nbsp;&nbsp;&nbsp; $1366126 |
| Machinery & Tools – 0.4% | Machinery & Tools – 0.4% | Machinery & Tools – 0.4% |
| CNH Industrial N.V., 3.875%, 9/03/2035  | 1330000 | &nbsp;&nbsp;&nbsp; $1570100 |
| Ritchie Bros Holdings, Inc., 7.75%, 3/15/2031 (n) | $2106000 | &nbsp;&nbsp;&nbsp; 2189535 |
|  |  | &nbsp;&nbsp;&nbsp; $3759635 |
| Major Banks – 3.8% | Major Banks – 3.8% | Major Banks – 3.8% |
| Bank of America Corp., 5.202% to 4/25/2028, FLR (SOFR - 1 day + 1.63%) to 4/25/2029  | $268000 | &nbsp;&nbsp;&nbsp; $274578 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 874000 | &nbsp;&nbsp;&nbsp; 809255 |
| Bank of America Corp., 5.464% to 5/09/2035, FLR (SOFR - 1 day + 1.64%) to 5/09/2036  | 1347000 | &nbsp;&nbsp;&nbsp; 1410956 |
| BNP Paribas, 6.875% to 12/15/2033, FLR (CMT - 5yr. + 2.853%) to 6/15/2174 (n) | 724000 | &nbsp;&nbsp;&nbsp; 727821 |
| Ceska Sporitelna A.S., 3.657% to 2/11/2032, FLR (EURIBOR - 3mo. + 1.05%) to 2/11/2033  | 600000 | &nbsp;&nbsp;&nbsp; 712581 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | $1696000 | &nbsp;&nbsp;&nbsp; 1568371 |
| Credit Agricole S.A., 3.875%, 2/16/2038  | 800000 | &nbsp;&nbsp;&nbsp; 945698 |
| Danske Bank A.S., 1.549% to 6/09/2028, FLR (EUR ICE Swap Rate - 1yr. + 0.88%) to 9/10/2027 (n) | $771000 | &nbsp;&nbsp;&nbsp; 761804 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | 926000 | &nbsp;&nbsp;&nbsp; 946366 |
| Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031  | 545000 | &nbsp;&nbsp;&nbsp; 555066 |
| Erste Group Bank AG, 3.75%, 4/21/2036  | 600000 | &nbsp;&nbsp;&nbsp; 710837 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | $769000 | &nbsp;&nbsp;&nbsp; 781519 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 794000 | &nbsp;&nbsp;&nbsp; 802231 |
| Goldman Sachs Group, Inc., 5.065% to 1/21/2036, FLR (SOFR - 1 day + 1.19%) to 1/21/2037  | 821000 | &nbsp;&nbsp;&nbsp; 826775 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031  | $718000 | &nbsp;&nbsp;&nbsp; $740851 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 739000 | &nbsp;&nbsp;&nbsp; 771819 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | 1254000 | &nbsp;&nbsp;&nbsp; 1125500 |
| JPMorgan Chase & Co., 3.588%, 1/23/2036  | 810000 | &nbsp;&nbsp;&nbsp; 953935 |
| JPMorgan Chase & Co., 5.502% to 1/24/2035, FLR (SOFR - 1 day + 1.315%) to 1/24/2036  | $1319000 | &nbsp;&nbsp;&nbsp; 1387388 |
| JPMorgan Chase & Co., 3.328% to 4/22/2051, FLR (SOFR - 1 day + 1.58%) to 4/22/2052  | 352000 | &nbsp;&nbsp;&nbsp; 251438 |
| Lloyds Banking Group PLC, 3.75%, 2/12/2037  | 690000 | &nbsp;&nbsp;&nbsp; 818441 |
| mBank S.A., 4.034%, 9/27/2030  | 700000 | &nbsp;&nbsp;&nbsp; 854666 |
| mBank S.A., 3.771%, 3/03/2032  | 100000 | &nbsp;&nbsp;&nbsp; 119054 |
| Mitsubishi UFJ Financial Group, Inc., 5.188%, 9/12/2036  | $912000 | &nbsp;&nbsp;&nbsp; 934145 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | 1682000 | &nbsp;&nbsp;&nbsp; 1644648 |
| Morgan Stanley, 3.149%, 11/07/2031  | 1060000 | &nbsp;&nbsp;&nbsp; 1252900 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | $1324000 | &nbsp;&nbsp;&nbsp; 1382824 |
| Nationwide Building Society, 4%, 7/30/2035  | 670000 | &nbsp;&nbsp;&nbsp; 808696 |
| Nationwide Building Society, 3.854%, 2/03/2037  | 780000 | &nbsp;&nbsp;&nbsp; 930521 |
| NatWest Group PLC, 3.632% to 9/03/2033, FLR (EURIBOR - 3mo. + 1.161%) to 9/03/2034  | 1680000 | &nbsp;&nbsp;&nbsp; 1994676 |
| NatWest Markets PLC, 3.125%, 1/13/2031  | 900000 | &nbsp;&nbsp;&nbsp; 1072177 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | $774000 | &nbsp;&nbsp;&nbsp; 821486 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 791000 | &nbsp;&nbsp;&nbsp; 832504 |
| UBS Group AG, 3.125%, 2/13/2031  | 890000 | &nbsp;&nbsp;&nbsp; 1054133 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | $1447000 | &nbsp;&nbsp;&nbsp; 1309177 |
| UBS Group AG, 5.58%, 5/09/2036 (n) | 270000 | &nbsp;&nbsp;&nbsp; 281065 |
| UBS Group AG, 4.375% to 2/10/2031, FLR (CMT - 1yr. + 3.313%) to 8/10/2171 (n) | 1182000 | &nbsp;&nbsp;&nbsp; 1075581 |
| Unicaja Banco S.A., 3.5%, 6/30/2031  | 500000 | &nbsp;&nbsp;&nbsp; 599973 |
| UniCredit S.p.A., 2.875%, 7/15/2030  | 1430000 | &nbsp;&nbsp;&nbsp; 1694011 |
| UniCredit S.p.A., 3.725%, 6/10/2035  | 1300000 | &nbsp;&nbsp;&nbsp; 1559354 |
| Wells Fargo & Co., 3.526% to 3/24/2027, FLR (SOFR - 1 day + 1.51%) to 3/24/2028  | $554000 | &nbsp;&nbsp;&nbsp; 551137 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | 365000 | &nbsp;&nbsp;&nbsp; 378676 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | 743000 | &nbsp;&nbsp;&nbsp; 697726 |
|  |  | &nbsp;&nbsp;&nbsp; $39732360 |
| Medical & Health Technology & Services – 1.6% | Medical & Health Technology & Services – 1.6% | Medical & Health Technology & Services – 1.6% |
| Acadia Healthcare Co., Inc., 7.375%, 3/15/2033 (n) | $2048000 | &nbsp;&nbsp;&nbsp; $2114249 |
| Baxter International, Inc., 4.9%, 12/15/2030  | 251000 | &nbsp;&nbsp;&nbsp; 252591 |
| Baxter International, Inc., 5.65%, 12/15/2035  | 318000 | &nbsp;&nbsp;&nbsp; 323367 |
| CHS/Community Health Systems, Inc., 5.25%, 5/15/2030 (n) | 2294000 | &nbsp;&nbsp;&nbsp; 2204149 |
| Concentra, Inc., 6.875%, 7/15/2032 (n) | 2190000 | &nbsp;&nbsp;&nbsp; 2286673 |
| Encompass Health Corp., 4.75%, 2/01/2030  | 2658000 | &nbsp;&nbsp;&nbsp; 2644028 |
| Gruppo San Donato S.p.A., 6.5%, 10/31/2031  | 1933000 | &nbsp;&nbsp;&nbsp; 2324803 |
| HCA, Inc., 5.45%, 9/15/2034  | $125000 | &nbsp;&nbsp;&nbsp; 129789 |
| HCA, Inc., 5.125%, 6/15/2039  | 430000 | &nbsp;&nbsp;&nbsp; 419380 |
| HCA, Inc., 5.7%, 11/15/2055  | 507000 | &nbsp;&nbsp;&nbsp; 488123 |
| ICON Investments Six DAC, 5.809%, 5/08/2027  | 524000 | &nbsp;&nbsp;&nbsp; 528684 |
| ICON Investments Six DAC, 5.849%, 5/08/2029  | 323000 | &nbsp;&nbsp;&nbsp; 330730 |
| New York Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, 2.667%, 10/01/2050  | 1118000 | &nbsp;&nbsp;&nbsp; 708475 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | 560000 | &nbsp;&nbsp;&nbsp; 568947 |
| Thermo Fisher Scientific Finance I B.V., 3.628%, 12/01/2035  | 680000 | &nbsp;&nbsp;&nbsp; 813514 |
| Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032  | $1007000 | &nbsp;&nbsp;&nbsp; 1018384 |
|  |  | &nbsp;&nbsp;&nbsp; $17155886 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Abbott Laboratories, 4.65%, 3/15/2036 (w)  | $1143000 | &nbsp;&nbsp;&nbsp; $1143344 |
| Metals & Mining – 0.6% | Metals & Mining – 0.6% | Metals & Mining – 0.6% |
| BHP Billiton Finance Ltd., 3.643%, 9/04/2035  | 1360000 | &nbsp;&nbsp;&nbsp; $1613561 |
| FMG Resources Ltd., 5.875%, 4/15/2030 (n) | $2244000 | &nbsp;&nbsp;&nbsp; 2311113 |
| Glencore Finance Co., 5.55%, 10/25/2042 (n) | 65000 | &nbsp;&nbsp;&nbsp; 65125 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 773000 | &nbsp;&nbsp;&nbsp; 803398 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Metals & Mining – continued | Metals & Mining – continued | Metals & Mining – continued |
| Samarco Mineracao S.A., 4%(4% Cash + 5% PIK) to 12/30/2026, (5.5% Cash + 3.5% PIK) to 12/30/2027, 9.25% <br> Cash to 12/30/2029, 9.5% Cash to 6/30/2031 (p)<br>| $1690155 | &nbsp;&nbsp;&nbsp; $1695854 |
|  |  | &nbsp;&nbsp;&nbsp; $6489051 |
| Midstream – 1.7% | Midstream – 1.7% | Midstream – 1.7% |
| Antero Midstream Corp., 5.75%, 7/01/2034 (n) | $2660000 | &nbsp;&nbsp;&nbsp; $2701581 |
| Cheniere Energy Partners, L.P., 5.55%, 10/30/2035  | 968000 | &nbsp;&nbsp;&nbsp; 1004523 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 785000 | &nbsp;&nbsp;&nbsp; 856101 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 1026000 | &nbsp;&nbsp;&nbsp; 1013538 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 738000 | &nbsp;&nbsp;&nbsp; 712476 |
| Pembina Pipeline Corp., 5.22%, 6/28/2033  | 706000 | &nbsp;&nbsp;&nbsp; 556690 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | 1162000 | &nbsp;&nbsp;&nbsp; 828295 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | $734000 | &nbsp;&nbsp;&nbsp; 766579 |
| Plains All American Pipeline LP, 5.6%, 1/15/2036  | 426000 | &nbsp;&nbsp;&nbsp; 436726 |
| Sunoco LP, 7.25%, 5/01/2032 (n) | 2627000 | &nbsp;&nbsp;&nbsp; 2775646 |
| Tallgrass Energy Partners LP, 7.375%, 2/15/2029 (n) | 1807000 | &nbsp;&nbsp;&nbsp; 1873344 |
| Tallgrass Energy Partners LP, 6.75%, 3/15/2034 (n) | 1067000 | &nbsp;&nbsp;&nbsp; 1096560 |
| Targa Resources Corp., 4.2%, 2/01/2033  | 241000 | &nbsp;&nbsp;&nbsp; 234046 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 695000 | &nbsp;&nbsp;&nbsp; 602309 |
| Venture Global LNG, Inc., 8.125%, 6/01/2028 (n) | 1500000 | &nbsp;&nbsp;&nbsp; 1539127 |
| Venture Global LNG, Inc., 8.375%, 6/01/2031 (n) | 1053000 | &nbsp;&nbsp;&nbsp; 1078311 |
|  |  | &nbsp;&nbsp;&nbsp; $18075852 |
| Mortgage-Backed – 7.0% | Mortgage-Backed – 7.0% |  |
| Fannie Mae, 5%, 8/01/2040  | $229139 | &nbsp;&nbsp;&nbsp; $234514 |
| Fannie Mae, 4%, 9/01/2040 - 11/01/2044  | 141831 | &nbsp;&nbsp;&nbsp; 141317 |
| Fannie Mae, 4.5%, 2/01/2041 - 4/01/2044  | 987521 | &nbsp;&nbsp;&nbsp; 999178 |
| Fannie Mae, 3.5%, 9/01/2045 - 12/01/2047  | 509941 | &nbsp;&nbsp;&nbsp; 491895 |
| Fannie Mae, 2%, 9/25/2050 (i) | 1043618 | &nbsp;&nbsp;&nbsp; 140393 |
| Fannie Mae, 4%, 9/25/2050 (i) | 1364774 | &nbsp;&nbsp;&nbsp; 261060 |
| Fannie Mae, 2.5%, 2/25/2051 (i) | 620091 | &nbsp;&nbsp;&nbsp; 88575 |
| Fannie Mae, 4.567%, 12/25/2053  | 1341826 | &nbsp;&nbsp;&nbsp; 1349184 |
| Fannie Mae, 5.067%, 12/25/2054  | 1107770 | &nbsp;&nbsp;&nbsp; 1120332 |
| Fannie Mae, 5.117%, 1/25/2055  | 1735221 | &nbsp;&nbsp;&nbsp; 1756203 |
| Fannie Mae, 4.867%, 10/25/2055  | 3003667 | &nbsp;&nbsp;&nbsp; 3030579 |
| Fannie Mae, UMBS, 5.5%, 4/01/2031 - 2/01/2054  | 2616226 | &nbsp;&nbsp;&nbsp; 2667834 |
| Fannie Mae, UMBS, 3.5%, 5/01/2049 - 5/01/2052  | 151926 | &nbsp;&nbsp;&nbsp; 145882 |
| Fannie Mae, UMBS, 2.5%, 1/01/2050 - 6/01/2052  | 4899953 | &nbsp;&nbsp;&nbsp; 4271918 |
| Fannie Mae, UMBS, 2%, 5/01/2051 - 2/01/2052  | 2266087 | &nbsp;&nbsp;&nbsp; 1885900 |
| Fannie Mae, UMBS, 3%, 10/01/2051 - 6/01/2052  | 2113730 | &nbsp;&nbsp;&nbsp; 1919642 |
| Fannie Mae, UMBS, 4%, 6/01/2052 - 4/01/2053  | 3717962 | &nbsp;&nbsp;&nbsp; 3615788 |
| Fannie Mae, UMBS, 6%, 8/01/2053  | 296434 | &nbsp;&nbsp;&nbsp; 305537 |
| Fannie Mae, UMBS, 4.5%, 2/01/2055  | 766552 | &nbsp;&nbsp;&nbsp; 758492 |
| Freddie Mac, 0.192%, 9/25/2026 (i) | 62189000 | &nbsp;&nbsp;&nbsp; 91723 |
| Freddie Mac, 1.373%, 3/25/2027 (i) | 1517000 | &nbsp;&nbsp;&nbsp; 18983 |
| Freddie Mac, 0.294%, 2/25/2028 (i) | 46151000 | &nbsp;&nbsp;&nbsp; 273306 |
| Freddie Mac, 0.103%, 4/25/2028 (i) | 46683000 | &nbsp;&nbsp;&nbsp; 144745 |
| Freddie Mac, 0.107%, 5/25/2028 (i) | 47225000 | &nbsp;&nbsp;&nbsp; 157075 |
| Freddie Mac, 0.558%, 1/25/2030 (i) | 4837510 | &nbsp;&nbsp;&nbsp; 100305 |
| Freddie Mac, 1.796%, 4/25/2030 (i) | 2395024 | &nbsp;&nbsp;&nbsp; 157928 |
| Freddie Mac, 1.839%, 4/25/2030 (i) | 2589254 | &nbsp;&nbsp;&nbsp; 177734 |
| Freddie Mac, 1.666%, 5/25/2030 (i) | 3408930 | &nbsp;&nbsp;&nbsp; 216765 |
| Freddie Mac, 1.798%, 5/25/2030 (i) | 7523890 | &nbsp;&nbsp;&nbsp; 519768 |
| Freddie Mac, 1.34%, 6/25/2030 (i) | 3170959 | &nbsp;&nbsp;&nbsp; 164275 |
| Freddie Mac, 1.597%, 8/25/2030 (i) | 2931170 | &nbsp;&nbsp;&nbsp; 185606 |
| Freddie Mac, 1.168%, 9/25/2030 (i) | 1901519 | &nbsp;&nbsp;&nbsp; 90949 |
| Freddie Mac, 1.079%, 11/25/2030 (i) | 3948102 | &nbsp;&nbsp;&nbsp; 181094 |
| Freddie Mac, 0.319%, 1/25/2031 (i) | 15563931 | &nbsp;&nbsp;&nbsp; 189370 |
| Freddie Mac, 0.509%, 3/25/2031 (i) | 20261391 | &nbsp;&nbsp;&nbsp; 427327 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, 0.937%, 7/25/2031 (i) | $5068698 | &nbsp;&nbsp;&nbsp; $233172 |
| Freddie Mac, 0.535%, 9/25/2031 (i) | 21590988 | &nbsp;&nbsp;&nbsp; 577192 |
| Freddie Mac, 0.567%, 12/25/2031 (i) | 5486706 | &nbsp;&nbsp;&nbsp; 152590 |
| Freddie Mac, 0.154%, 11/25/2032 (i) | 33028344 | &nbsp;&nbsp;&nbsp; 407358 |
| Freddie Mac, 0.905%, 9/25/2034 (i) | 5029953 | &nbsp;&nbsp;&nbsp; 341879 |
| Freddie Mac, 4.5%, 12/01/2039 - 5/01/2042  | 441609 | &nbsp;&nbsp;&nbsp; 447953 |
| Freddie Mac, 5%, 7/01/2041 - 11/01/2054  | 192525 | &nbsp;&nbsp;&nbsp; 198804 |
| Freddie Mac, 4%, 4/01/2044  | 22848 | &nbsp;&nbsp;&nbsp; 22680 |
| Freddie Mac, 2.5%, 11/25/2050 (i) | 1840339 | &nbsp;&nbsp;&nbsp; 307335 |
| Freddie Mac, 3%, 10/25/2052 (i) | 635969 | &nbsp;&nbsp;&nbsp; 102132 |
| Freddie Mac, 4.967%, 8/25/2054  | 2086818 | &nbsp;&nbsp;&nbsp; 2107726 |
| Freddie Mac, 5.167%, 12/25/2054  | 1944374 | &nbsp;&nbsp;&nbsp; 1970914 |
| Freddie Mac, 7.617%, 9/25/2055  | 882306 | &nbsp;&nbsp;&nbsp; 921008 |
| Freddie Mac, 2.327%, 8/15/2057 (i) | 742707 | &nbsp;&nbsp;&nbsp; 108627 |
| Freddie Mac, UMBS, 6.5%, 11/01/2028 - 11/01/2054  | 993079 | &nbsp;&nbsp;&nbsp; 1041375 |
| Freddie Mac, UMBS, 4.5%, 7/01/2038 - 12/01/2054  | 952895 | &nbsp;&nbsp;&nbsp; 951409 |
| Freddie Mac, UMBS, 3%, 6/01/2050 - 2/01/2053  | 4841508 | &nbsp;&nbsp;&nbsp; 4390316 |
| Freddie Mac, UMBS, 2%, 9/01/2051 - 3/01/2052  | 280426 | &nbsp;&nbsp;&nbsp; 233104 |
| Freddie Mac, UMBS, 2.5%, 10/01/2051 - 7/01/2053  | 3009807 | &nbsp;&nbsp;&nbsp; 2623104 |
| Freddie Mac, UMBS, 5%, 8/01/2052 - 10/01/2054  | 2697004 | &nbsp;&nbsp;&nbsp; 2719261 |
| Freddie Mac, UMBS, 4%, 10/01/2052 - 3/01/2053  | 532257 | &nbsp;&nbsp;&nbsp; 517804 |
| Freddie Mac, UMBS, 5.5%, 12/01/2052 - 8/01/2053  | 1269922 | &nbsp;&nbsp;&nbsp; 1297156 |
| Freddie Mac, UMBS, 6%, 12/01/2052 - 10/01/2053  | 871221 | &nbsp;&nbsp;&nbsp; 900007 |
| Ginnie Mae, 2.5%, 8/20/2051 - 8/20/2052  | 1754001 | &nbsp;&nbsp;&nbsp; 1550011 |
| Ginnie Mae, 2%, 1/20/2052 - 2/20/2052  | 1959637 | &nbsp;&nbsp;&nbsp; 1660439 |
| Ginnie Mae, 3%, 2/20/2052 - 10/20/2052  | 2221982 | &nbsp;&nbsp;&nbsp; 2040152 |
| Ginnie Mae, 4%, 7/20/2052 - 11/20/2052  | 853895 | &nbsp;&nbsp;&nbsp; 829248 |
| Ginnie Mae, 5%, 1/20/2053 - 5/20/2053  | 1423091 | &nbsp;&nbsp;&nbsp; 1435516 |
| Ginnie Mae, 5.5%, 2/20/2053 - 12/20/2054  | 1122071 | &nbsp;&nbsp;&nbsp; 1145654 |
| Ginnie Mae, 5.062%, 9/20/2053  | 1482328 | &nbsp;&nbsp;&nbsp; 1512292 |
| Ginnie Mae, 4.961%, 10/20/2053  | 1004491 | &nbsp;&nbsp;&nbsp; 1016235 |
| Ginnie Mae, 5.012%, 10/20/2053  | 1008534 | &nbsp;&nbsp;&nbsp; 1021532 |
| Ginnie Mae, 4.862%, 12/20/2053  | 1638744 | &nbsp;&nbsp;&nbsp; 1654407 |
| Ginnie Mae, 4.712%, 10/20/2054  | 916298 | &nbsp;&nbsp;&nbsp; 921170 |
| Ginnie Mae, 4.912%, 4/20/2055  | 1724721 | &nbsp;&nbsp;&nbsp; 1747027 |
| Ginnie Mae, 7.612%, 5/20/2055  | 867531 | &nbsp;&nbsp;&nbsp; 890155 |
| Ginnie Mae, 6.083%, 6/20/2055  | 1211918 | &nbsp;&nbsp;&nbsp; 1244028 |
| Ginnie Mae, 6.157%, 6/20/2055  | 967560 | &nbsp;&nbsp;&nbsp; 971563 |
| Ginnie Mae, 1.688%, 7/20/2055 (i) | 1901783 | &nbsp;&nbsp;&nbsp; 96652 |
| Ginnie Mae, 4.462%, 8/20/2065  | 1446536 | &nbsp;&nbsp;&nbsp; 1449945 |
| Ginnie Mae, TBA, 3.5%, 4/21/2056  | 2000000 | &nbsp;&nbsp;&nbsp; 1870757 |
|  |  | &nbsp;&nbsp;&nbsp; $73910865 |
| Municipals – 0.7% | Municipals – 0.7% | Municipals – 0.7% |
| Iowa Student Loan Liquidity Corp. Rev., Taxable, "A", 5.08%, 12/01/2039  | $460000 | &nbsp;&nbsp;&nbsp; $451943 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | 825000 | &nbsp;&nbsp;&nbsp; 734721 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 4.949%, 7/01/2038  | 2075000 | &nbsp;&nbsp;&nbsp; 2061448 |
| Massachusetts Housing Finance Agency, Single Family Housing Rev., Taxable, "226", 5.562%, 12/01/2052  | 1575000 | &nbsp;&nbsp;&nbsp; 1627698 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | 1040000 | &nbsp;&nbsp;&nbsp; 905409 |
| New Hampshire National Finance Authority, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", <br> 6.89%, 4/01/2034 <br>| 780000 | &nbsp;&nbsp;&nbsp; 835280 |
| Oklahoma Development Finance Authority, Health System Rev., Taxable (OU Medicine Project), "C", <br> 5.45%, 8/15/2028 <br>| 742000 | &nbsp;&nbsp;&nbsp; 740647 |
|  |  | &nbsp;&nbsp;&nbsp; $7357146 |
| Natural Gas - Distribution – 0.4% | Natural Gas - Distribution – 0.4% | Natural Gas - Distribution – 0.4% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $1062000 | &nbsp;&nbsp;&nbsp; $1138740 |
| ENGIE S.A., 3.25%, 1/11/2032  | 900000 | &nbsp;&nbsp;&nbsp; 1071278 |
| Vier Gas Transport GmbH, 3.375%, 11/11/2031  | 1000000 | &nbsp;&nbsp;&nbsp; 1195063 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Natural Gas - Distribution – continued | Natural Gas - Distribution – continued | Natural Gas - Distribution – continued |
| Vier Gas Transport GmbH, 3.625%, 9/08/2033  | 900000 | &nbsp;&nbsp;&nbsp; $1074049 |
|  |  | &nbsp;&nbsp;&nbsp; $4479130 |
| Network & Telecom – 0.6% | Network & Telecom – 0.6% | Network & Telecom – 0.6% |
| Iliad Holding S.A.S., 6.875%, 4/15/2031 (n) | 1293000 | &nbsp;&nbsp;&nbsp; $1626566 |
| Iliad Holding S.A.S., 6.875%, 4/15/2031  | 650000 | &nbsp;&nbsp;&nbsp; 817686 |
| NTT Finance Corp., 5.171%, 7/16/2032 (n) | $1128000 | &nbsp;&nbsp;&nbsp; 1166175 |
| NTT Finance Corp., 3.678%, 7/16/2033  | 350000 | &nbsp;&nbsp;&nbsp; 421182 |
| NTT Finance Corp., 3.619%, 3/04/2035 (w) | 1210000 | &nbsp;&nbsp;&nbsp; 1428936 |
| NTT Finance Corp., 4.091%, 7/16/2037  | 262000 | &nbsp;&nbsp;&nbsp; 317666 |
|  |  | &nbsp;&nbsp;&nbsp; $5778211 |
| Oils – 0.1% | Oils – 0.1% | Oils – 0.1% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $512000 | &nbsp;&nbsp;&nbsp; $539298 |
| Other Banks & Diversified Financials – 1.2% | Other Banks & Diversified Financials – 1.2% | Other Banks & Diversified Financials – 1.2% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $1891000 | &nbsp;&nbsp;&nbsp; $2001529 |
| AIB Group PLC, 3.75%, 3/20/2033  | 680000 | &nbsp;&nbsp;&nbsp; 822782 |
| AIB Group PLC, 5.871% to 3/28/2034, FLR (SOFR - 1 day + 1.91%) to 3/28/2035 (n) | $700000 | &nbsp;&nbsp;&nbsp; 745933 |
| BBVA Bancomer S.A. (Texas), 8.125%, 1/08/2039 (n) | 597000 | &nbsp;&nbsp;&nbsp; 656895 |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | 1490000 | &nbsp;&nbsp;&nbsp; 1341826 |
| BPCE S.A., 4.125% to 2/27/2038, FLR (EURIBOR - 3mo. + 1.27%) to 2/27/2039  | 600000 | &nbsp;&nbsp;&nbsp; 715211 |
| CaixaBank S.A., 3.75%, 1/27/2036  | 600000 | &nbsp;&nbsp;&nbsp; 714282 |
| CaixaBank S.A. , 3.375%, 6/26/2035  | 500000 | &nbsp;&nbsp;&nbsp; 590046 |
| Commerzbank AG, 3.75%, 6/06/2034  | 600000 | &nbsp;&nbsp;&nbsp; 716420 |
| Commerzbank AG, 3.875%, 10/15/2035  | 400000 | &nbsp;&nbsp;&nbsp; 477743 |
| Deutsche Bank AG, 3%, 2/07/2031  | 800000 | &nbsp;&nbsp;&nbsp; 947800 |
| M&T Bank Corp., 4.553% to 8/16/2027, FLR (SOFR - 1 day + 1.78%) to 8/16/2028  | $369000 | &nbsp;&nbsp;&nbsp; 371704 |
| M&T Bank Corp., 6.082% to 3/13/2031, FLR (SOFR - 1 day + 2.26%) to 3/13/2032  | 1189000 | &nbsp;&nbsp;&nbsp; 1272094 |
| Powszechna Kasa Oszczednosci Bank Polski S.A., 3.875%, 9/12/2027  | 750000 | &nbsp;&nbsp;&nbsp; 891741 |
|  |  | &nbsp;&nbsp;&nbsp; $12266006 |
| Pharmaceuticals – 0.6% | Pharmaceuticals – 0.6% | Pharmaceuticals – 0.6% |
| AbbVie, Inc., 4.4%, 3/15/2033 (w) | $1035000 | &nbsp;&nbsp;&nbsp; $1039341 |
| AbbVie, Inc., 5.35%, 3/15/2044  | 488000 | &nbsp;&nbsp;&nbsp; 489276 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 611000 | &nbsp;&nbsp;&nbsp; 600052 |
| BMS Ireland Capital Funding DAC, 3.363%, 11/10/2033  | 670000 | &nbsp;&nbsp;&nbsp; 795460 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | $507000 | &nbsp;&nbsp;&nbsp; 510736 |
| Merck & Co., Inc., 4.75%, 12/04/2035  | 1011000 | &nbsp;&nbsp;&nbsp; 1020207 |
| Roche Holdings, Inc., 5.489%, 11/13/2030 (n) | 493000 | &nbsp;&nbsp;&nbsp; 524593 |
| Roche Holdings, Inc., 5.593%, 11/13/2033 (n) | 733000 | &nbsp;&nbsp;&nbsp; 791395 |
|  |  | &nbsp;&nbsp;&nbsp; $5771060 |
| Precious Metals & Minerals – 0.2% | Precious Metals & Minerals – 0.2% | Precious Metals & Minerals – 0.2% |
| Eldorado Gold Corp., 6.25%, 9/01/2029 (n) | $1547000 | &nbsp;&nbsp;&nbsp; $1551997 |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n) | 926000 | &nbsp;&nbsp;&nbsp; 993091 |
|  |  | &nbsp;&nbsp;&nbsp; $2545088 |
| Printing & Publishing – 0.2% | Printing & Publishing – 0.2% | Printing & Publishing – 0.2% |
| Informa PLC, 3.375%, 6/09/2031  | 490000 | &nbsp;&nbsp;&nbsp; $579736 |
| News Corp., 3.875%, 5/15/2029 (n) | $1156000 | &nbsp;&nbsp;&nbsp; 1127770 |
|  |  | &nbsp;&nbsp;&nbsp; $1707506 |
| Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% | Railroad & Shipping – 0.2% |
| Burlington Northern Santa Fe LLC, 5.5%, 3/15/2055  | $1252000 | &nbsp;&nbsp;&nbsp; $1250427 |
| Union Pacific Corp., 3.25%, 2/05/2050  | 1326000 | &nbsp;&nbsp;&nbsp; 933184 |
|  |  | &nbsp;&nbsp;&nbsp; $2183611 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Real Estate - Office – 0.3% | Real Estate - Office – 0.3% | Real Estate - Office – 0.3% |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | $380000 | &nbsp;&nbsp;&nbsp; $376996 |
| COPT Defense Properties, 4.5%, 10/15/2030  | 266000 | &nbsp;&nbsp;&nbsp; 267161 |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026  | 841000 | &nbsp;&nbsp;&nbsp; 840379 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031  | 235000 | &nbsp;&nbsp;&nbsp; 217023 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | 457000 | &nbsp;&nbsp;&nbsp; 478739 |
| Highwoods Realty LP, 5.35%, 1/15/2033  | 851000 | &nbsp;&nbsp;&nbsp; 856107 |
|  |  | &nbsp;&nbsp;&nbsp; $3036405 |
| Real Estate - Other – 0.3% | Real Estate - Other – 0.3% | Real Estate - Other – 0.3% |
| Lexington Realty Trust Co., 2.7%, 9/15/2030  | $581000 | &nbsp;&nbsp;&nbsp; $538776 |
| RHP Hotel Properties LP/RHP Finance Corp., 7.25%, 7/15/2028 (n) | 2261000 | &nbsp;&nbsp;&nbsp; 2321683 |
|  |  | &nbsp;&nbsp;&nbsp; $2860459 |
| Real Estate - Retail – 0.5% | Real Estate - Retail – 0.5% | Real Estate - Retail – 0.5% |
| Hammerson PLC, 3.5%, 4/15/2032  | 1462000 | &nbsp;&nbsp;&nbsp; $1724093 |
| Hammerson PLC, 5.875%, 10/08/2036  | 785000 | &nbsp;&nbsp;&nbsp; 1078395 |
| Klepierre S.A., 3.75%, 9/30/2037  | 500000 | &nbsp;&nbsp;&nbsp; 591577 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | $1370000 | &nbsp;&nbsp;&nbsp; 1260109 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031  | 62000 | &nbsp;&nbsp;&nbsp; 55465 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | 1043000 | &nbsp;&nbsp;&nbsp; 1030704 |
|  |  | &nbsp;&nbsp;&nbsp; $5740343 |
| Restaurants – 0.1% | Restaurants – 0.1% | Restaurants – 0.1% |
| Fertitta Entertainment LLC, 6.75%, 1/15/2030 (n)  | $1547000 | &nbsp;&nbsp;&nbsp; $1459006 |
| Retailers – 0.4% | Retailers – 0.4% | Retailers – 0.4% |
| Beach Acquisition Bidco LLC, 10% (10% Cash or 10.75% PIK), 7/15/2033 (n)(p) | $2329447 | &nbsp;&nbsp;&nbsp; $2574045 |
| El Corte Inglés S.A., 3.5%, 7/24/2033  | 900000 | &nbsp;&nbsp;&nbsp; 1060669 |
| Home Depot, Inc., 3.625%, 4/15/2052  | $1158000 | &nbsp;&nbsp;&nbsp; 861117 |
|  |  | &nbsp;&nbsp;&nbsp; $4495831 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| Linde PLC, 3.4%, 2/14/2036  | 400000 | &nbsp;&nbsp;&nbsp; $469708 |
| Linde PLC, 3.75%, 11/20/2038  | 400000 | &nbsp;&nbsp;&nbsp; 474850 |
|  |  | &nbsp;&nbsp;&nbsp; $944558 |
| Specialty Stores – 0.3% | Specialty Stores – 0.3% | Specialty Stores – 0.3% |
| Carvana Co., 9%, 6/01/2031 (n) | $2216049 | &nbsp;&nbsp;&nbsp; $2430414 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | 1186000 | &nbsp;&nbsp;&nbsp; 864292 |
|  |  | &nbsp;&nbsp;&nbsp; $3294706 |
| Supermarkets – 0.4% | Supermarkets – 0.4% | Supermarkets – 0.4% |
| KeHE Distributors LLC/KeHE Finance Corp., 9%, 2/15/2029 (n) | $2185000 | &nbsp;&nbsp;&nbsp; $2292696 |
| Kroger Co., 5.5%, 9/15/2054  | 698000 | &nbsp;&nbsp;&nbsp; 674759 |
| Tesco Corporate Treasury Services PLC, 3.375%, 5/06/2032  | 460000 | &nbsp;&nbsp;&nbsp; 548761 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | 780000 | &nbsp;&nbsp;&nbsp; 1049055 |
|  |  | &nbsp;&nbsp;&nbsp; $4565271 |
| Telecommunications - Wireless – 0.8% | Telecommunications - Wireless – 0.8% | Telecommunications - Wireless – 0.8% |
| America Movil B.V., 3%, 9/30/2030  | 1000000 | &nbsp;&nbsp;&nbsp; $1185590 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030  | $657000 | &nbsp;&nbsp;&nbsp; 651949 |
| T-Mobile USA, Inc., 3.2%, 2/19/2032  | 730000 | &nbsp;&nbsp;&nbsp; 862951 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | $796000 | &nbsp;&nbsp;&nbsp; 821096 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | 247000 | &nbsp;&nbsp;&nbsp; 264038 |
| T-Mobile USA, Inc., 3.5%, 2/11/2037  | 1590000 | &nbsp;&nbsp;&nbsp; 1830080 |
| WP/AP Telecom Holdings III B.V., 5.5%, 1/15/2030  | 1950000 | &nbsp;&nbsp;&nbsp; 2298693 |
|  |  | &nbsp;&nbsp;&nbsp; $7914397 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Telephone Services – 0.0% | Telephone Services – 0.0% | Telephone Services – 0.0% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | 450000 | &nbsp;&nbsp;&nbsp; $496797 |
| Tobacco – 0.3% | Tobacco – 0.3% | Tobacco – 0.3% |
| B.A.T. International Finance PLC, 4.125%, 4/12/2032  | 1110000 | &nbsp;&nbsp;&nbsp; $1359417 |
| Imperial Brands Finance PLC, 3.875%, 8/02/2033  | 680000 | &nbsp;&nbsp;&nbsp; 806546 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | $859000 | &nbsp;&nbsp;&nbsp; 897028 |
|  |  | &nbsp;&nbsp;&nbsp; $3062991 |
| Transportation - Services – 1.2% | Transportation - Services – 1.2% | Transportation - Services – 1.2% |
| Aeroporti di Roma S.p.A, 3.625%, 6/15/2032  | 870000 | &nbsp;&nbsp;&nbsp; $1047080 |
| Aeroporti di Roma S.p.A, 3.625%, 2/17/2034  | 590000 | &nbsp;&nbsp;&nbsp; 701213 |
| Autoroutes du Sud de la France S.A., 3.375%, 1/19/2034  | 600000 | &nbsp;&nbsp;&nbsp; 712274 |
| Edge Finco PLC, 8.125%, 8/15/2031  | 1814000 | &nbsp;&nbsp;&nbsp; 2618924 |
| Element Fleet Management Corp., 6.271%, 6/26/2026 (n) | $732000 | &nbsp;&nbsp;&nbsp; 735514 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | 473000 | &nbsp;&nbsp;&nbsp; 499049 |
| Heathrow Funding Ltd., 5.625%, 2/05/2034  | 560000 | &nbsp;&nbsp;&nbsp; 761012 |
| Heathrow Funding Ltd., 3.875%, 1/16/2036  | 860000 | &nbsp;&nbsp;&nbsp; 1018757 |
| Heathrow Funding Ltd., 5.875%, 5/13/2041  | 430000 | &nbsp;&nbsp;&nbsp; 579955 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2027 (n) | $1754000 | &nbsp;&nbsp;&nbsp; 1665558 |
| Transurban Finance Co. Pty Ltd., 4.225%, 4/26/2033  | 1150000 | &nbsp;&nbsp;&nbsp; 1433195 |
| Transurban Finance Co. Pty Ltd., 4.033%, 11/26/2037  | 280000 | &nbsp;&nbsp;&nbsp; 336462 |
|  |  | &nbsp;&nbsp;&nbsp; $12108993 |
| U.S. Treasury Obligations – 3.3% | U.S. Treasury Obligations – 3.3% | U.S. Treasury Obligations – 3.3% |
| U.S. Treasury Bonds, 3.875%, 5/15/2043 (f) | $17144000 | &nbsp;&nbsp;&nbsp; $15846815 |
| U.S. Treasury Bonds, 4.875%, 8/15/2045  | 408000 | &nbsp;&nbsp;&nbsp; 424384 |
| U.S. Treasury Bonds, 4.75%, 11/15/2053 (f) | 4179000 | &nbsp;&nbsp;&nbsp; 4246582 |
| U.S. Treasury Notes, 3.625%, 9/30/2030  | 7521000 | &nbsp;&nbsp;&nbsp; 7559487 |
| U.S. Treasury Notes, 4.25%, 5/15/2035  | 6150000 | &nbsp;&nbsp;&nbsp; 6307834 |
|  |  | &nbsp;&nbsp;&nbsp; $34385102 |
| Utilities - Electric Power – 3.7% | Utilities - Electric Power – 3.7% | Utilities - Electric Power – 3.7% |
| Adani Transmission Step-One Ltd., 4.25%, 5/21/2036  | $864500 | &nbsp;&nbsp;&nbsp; $787748 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | 749000 | &nbsp;&nbsp;&nbsp; 782722 |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 341000 | &nbsp;&nbsp;&nbsp; 342145 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | 864000 | &nbsp;&nbsp;&nbsp; 790654 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | 222000 | &nbsp;&nbsp;&nbsp; 215725 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 185000 | &nbsp;&nbsp;&nbsp; 156976 |
| Bruce Power LP, 2.68%, 12/21/2028  | 208000 | &nbsp;&nbsp;&nbsp; 151092 |
| Bruce Power LP, 4.7%, 6/21/2031  | 510000 | &nbsp;&nbsp;&nbsp; 393826 |
| Bruce Power LP, 4.27%, 12/21/2034  | 1252000 | &nbsp;&nbsp;&nbsp; 931265 |
| Clearway Energy Operating LLC, 3.75%, 2/15/2031 (n) | $2853000 | &nbsp;&nbsp;&nbsp; 2702772 |
| ContourGlobal Power Holdings S.A., 5%, 2/28/2030 (n) | 1372000 | &nbsp;&nbsp;&nbsp; 1662712 |
| ContourGlobal Power Holdings S.A., 5%, 2/28/2030  | 550000 | &nbsp;&nbsp;&nbsp; 666539 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | $869000 | &nbsp;&nbsp;&nbsp; 943251 |
| E.ON International Finance B.V., 3.5%, 9/03/2035  | 1590000 | &nbsp;&nbsp;&nbsp; 1878306 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | 1000000 | &nbsp;&nbsp;&nbsp; 1384866 |
| Elia Transmission Belgium S.A., 3.5%, 10/08/2035  | 900000 | &nbsp;&nbsp;&nbsp; 1059943 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | $1165000 | &nbsp;&nbsp;&nbsp; 1061502 |
| Enel Finance International N.V., 5.75%, 9/14/2040  | 930000 | &nbsp;&nbsp;&nbsp; 1251737 |
| Enel Finance International N.V., 5.5%, 6/15/2052 (n) | $299000 | &nbsp;&nbsp;&nbsp; 283522 |
| Energuate Trust, 6.35%, 9/15/2035 (n) | 1020000 | &nbsp;&nbsp;&nbsp; 1039412 |
| ENGIE Energia Chile S.A., 6.375%, 4/17/2034 (n) | 239000 | &nbsp;&nbsp;&nbsp; 256480 |
| Eversource Energy, 5.5%, 1/01/2034  | 544000 | &nbsp;&nbsp;&nbsp; 564682 |
| Florida Power & Light Co., 2.875%, 12/04/2051  | 710000 | &nbsp;&nbsp;&nbsp; 459551 |
| Georgia Power Co., 4.95%, 5/17/2033  | 507000 | &nbsp;&nbsp;&nbsp; 523586 |
| Hawaiian Electric Co., Inc., 6%, 10/01/2033 (n) | 2337000 | &nbsp;&nbsp;&nbsp; 2382027 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 294000 | &nbsp;&nbsp;&nbsp; 268637 |
| National Grid North America, Inc., 3.917%, 6/03/2035  | 840000 | &nbsp;&nbsp;&nbsp; 1011315 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued | Utilities - Electric Power – continued |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | $721000 | &nbsp;&nbsp;&nbsp; $740612 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 657000 | &nbsp;&nbsp;&nbsp; 684194 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | 245000 | &nbsp;&nbsp;&nbsp; 257309 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  | 220000 | &nbsp;&nbsp;&nbsp; 239698 |
| PG&E Corp., 5.25%, 7/01/2030  | 2855000 | &nbsp;&nbsp;&nbsp; 2857364 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  | 917000 | &nbsp;&nbsp;&nbsp; 883397 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | 1026000 | &nbsp;&nbsp;&nbsp; 1058797 |
| Scottish Hydro Electric Transmission PLC, 3.375%, 11/02/2033  | 930000 | &nbsp;&nbsp;&nbsp; 1097484 |
| Star Energy Geothermal (Wayang Windu) Ltd., 6.75%, 4/24/2033  | $510000 | &nbsp;&nbsp;&nbsp; 524751 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | 2180000 | &nbsp;&nbsp;&nbsp; 2577029 |
| Vistra Operations Co. LLC, 4.7%, 1/31/2031 (n) | $834000 | &nbsp;&nbsp;&nbsp; 838772 |
| Vistra Operations Co. LLC, 5.35%, 1/31/2036 (n) | 834000 | &nbsp;&nbsp;&nbsp; 839774 |
| Xcel Energy, Inc., 4.6%, 6/01/2032  | 515000 | &nbsp;&nbsp;&nbsp; 518829 |
| Xcel Energy, Inc., 5.6%, 4/15/2035  | 87000 | &nbsp;&nbsp;&nbsp; 90937 |
| XPLR Infrastructure Operating Partners LP, 8.375%, 1/15/2031 (n) | 1866000 | &nbsp;&nbsp;&nbsp; 1975815 |
|  |  | &nbsp;&nbsp;&nbsp; $39137755 |
| Utilities - Gas – 0.8% | Utilities - Gas – 0.8% | Utilities - Gas – 0.8% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $768000 | &nbsp;&nbsp;&nbsp; $782512 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036  | 1050000 | &nbsp;&nbsp;&nbsp; 1087384 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | $290000 | &nbsp;&nbsp;&nbsp; 299013 |
| EP Infrastructure A.S., 2.045%, 10/09/2028  | 1413000 | &nbsp;&nbsp;&nbsp; 1629012 |
| EP Infrastructure A.S., 4.125%, 2/27/2033  | 1361000 | &nbsp;&nbsp;&nbsp; 1609872 |
| EP Infrastructure A.S., 4.375%, 1/29/2034  | 485000 | &nbsp;&nbsp;&nbsp; 577725 |
| Spire, Inc., 4.6%, 9/01/2031  | $1309000 | &nbsp;&nbsp;&nbsp; 1319549 |
| Spire, Inc., 6.25%, 6/01/2056  | 1016000 | &nbsp;&nbsp;&nbsp; 1022631 |
|  |  | &nbsp;&nbsp;&nbsp; $8327698 |
| Utilities - Other – 0.2% | Utilities - Other – 0.2% | Utilities - Other – 0.2% |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | 710000 | &nbsp;&nbsp;&nbsp; $851437 |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2037  | 680000 | &nbsp;&nbsp;&nbsp; 800279 |
|  |  | &nbsp;&nbsp;&nbsp; $1651716 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$1033232987** |
| Mutual Funds (h) – 1.4%  | Mutual Funds (h) – 1.4%  | Mutual Funds (h) – 1.4%  |
| Money Market Funds – 1.4% | Money Market Funds – 1.4% |  |
| MFS Institutional Money Market Portfolio, 3.7% (v)  | 14793163 | &nbsp;&nbsp;&nbsp; $14794642 |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price (Rate)** | **Put/Call** | **Counterparty** | **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Par Amount/** <br>**Number of** <br>**Contracts**<br>|  |
| Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  | Purchased Options – 0.0%  |  |
| OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% | OTC Swaptions – 0.0% |  |
| iTraxx Europe Main Series 44 Index Credit Default Swap - Fund pays 5%, Fund <br> receives notional amount upon a defined credit event of an index constituent – <br> 4/15/2026 @ 3.25% <br>| Put | Citibank N.A. | &nbsp;&nbsp; $91320000 | &nbsp;&nbsp;&nbsp; N/A | &nbsp;&nbsp; $322187 |

---

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

---

| | |
|:---|:---|
| Other Assets, Less Liabilities – 0.3% | &nbsp;&nbsp;&nbsp; 2783060 |
| **Net Assets – 100.0%** | &nbsp;&nbsp; **$1051132876** |

---

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $14,794,642 and $1,033,555,174, respectively.

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

------

*Portfolio of Investments (unaudited) – continued*

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

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $319,434,307, representing 30.4% of net assets.

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

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

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

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

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| AGM | Assured Guaranty Municipal |
| CFRR | China Fixing Repo Rate |
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury  |
| CPI-U | Consumer Price Index - Urban Consumers |
| EURIBOR | Euro Interbank Offered Rate |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate <br> reported may not be the current rate. All reference rates are USD unless otherwise noted.<br>|
| ICE | Intercontinental Exchange |
| NPFG | National Public Finance Guarantee Corp. |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |
| UMBS | Uniform Mortgage-Backed Security |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CNY | China Yuan Renminbi |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| ISK | Icelandic Krona |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Nuevo Sol  |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | Taiwan Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 2/28/26** | **Derivative Contracts at 2/28/26** | **Derivative Contracts at 2/28/26** | **Derivative Contracts at 2/28/26** | **Derivative Contracts at 2/28/26** | **Derivative Contracts at 2/28/26** | **Derivative Contracts at 2/28/26** |
| **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  | **Forward Foreign Currency Exchange Contracts**  |
| **Currency** <br>**Purchased** | **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| AUD | &nbsp;&nbsp; 3792652 | USD | &nbsp;&nbsp; 2545999 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; $152472 |
| AUD | &nbsp;&nbsp; 3853057 | USD | &nbsp;&nbsp; 2594782 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 146668 |
| AUD | &nbsp;&nbsp; 1218009 | USD | &nbsp;&nbsp; 850094 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 16519 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| CAD | &nbsp;&nbsp; 641006 | USD | &nbsp;&nbsp; 463489 | BNP Paribas | 4/17/2026 | &nbsp;&nbsp; $7372 |
| CAD | &nbsp;&nbsp; 6487377 | USD | &nbsp;&nbsp; 4695480 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 69924 |
| CAD | &nbsp;&nbsp; 4255053 | USD | &nbsp;&nbsp; 3076365 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 49250 |
| CAD | &nbsp;&nbsp; 714839 | USD | &nbsp;&nbsp; 519229 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 5868 |
| CNH | &nbsp;&nbsp; 72307557 | USD | &nbsp;&nbsp; 10426017 | Merrill Lynch International  | 4/17/2026 | &nbsp;&nbsp; 146161 |
| CZK | &nbsp;&nbsp; 224902638 | USD | &nbsp;&nbsp; 10780374 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 191530 |
| EUR | &nbsp;&nbsp; 1207877 | USD | &nbsp;&nbsp; 1416760 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 13786 |
| EUR | &nbsp;&nbsp; 1458558 | USD | &nbsp;&nbsp; 1713914 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 13526 |
| EUR | &nbsp;&nbsp; 1786296 | USD | &nbsp;&nbsp; 2114123 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 1472 |
| EUR | &nbsp;&nbsp; 9170916 | USD | &nbsp;&nbsp; 10722992 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 138560 |
| EUR | &nbsp;&nbsp; 2345310 | USD | &nbsp;&nbsp; 2740011 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 37651 |
| EUR | &nbsp;&nbsp; 589477 | USD | &nbsp;&nbsp; 697366 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; 779 |
| EUR | &nbsp;&nbsp; 12439378 | USD | &nbsp;&nbsp; 14592902 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 139644 |
| EUR | &nbsp;&nbsp; 2952096 | USD | &nbsp;&nbsp; 3485117 | UBS AG | 4/17/2026 | &nbsp;&nbsp; 11192 |
| GBP | &nbsp;&nbsp; 2462552 | USD | &nbsp;&nbsp; 3310172 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 8983 |
| GBP | &nbsp;&nbsp; 3228230 | USD | &nbsp;&nbsp; 4342314 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 8860 |
| INR | &nbsp;&nbsp; 3424643 | USD | &nbsp;&nbsp; 37039 | JPMorgan Chase Bank N.A. | 4/30/2026 | &nbsp;&nbsp; 435 |
| JPY | &nbsp;&nbsp; 858505775 | USD | &nbsp;&nbsp; 5438445 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 81634 |
| JPY | &nbsp;&nbsp; 390978412 | USD | &nbsp;&nbsp; 2478880 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 35060 |
| JPY | &nbsp;&nbsp; 114502776 | USD | &nbsp;&nbsp; 728994 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 7244 |
| KRW | &nbsp;&nbsp; 16443060000 | USD | &nbsp;&nbsp; 11258225 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; 189236 |
| KRW | &nbsp;&nbsp; 11415818405 | USD | &nbsp;&nbsp; 7929304 | Citibank N.A. | 4/16/2026 | &nbsp;&nbsp; 18515 |
| MXN | &nbsp;&nbsp; 24402040 | USD | &nbsp;&nbsp; 1357366 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 53669 |
| NOK | &nbsp;&nbsp; 1302273 | USD | &nbsp;&nbsp; 129274 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 7649 |
| NOK | &nbsp;&nbsp; 107246635 | USD | &nbsp;&nbsp; 10956167 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 319927 |
| NZD | &nbsp;&nbsp; 521000 | USD | &nbsp;&nbsp; 301546 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 11539 |
| SGD | &nbsp;&nbsp; 34237 | USD | &nbsp;&nbsp; 26806 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 353 |
| TRY | &nbsp;&nbsp; 27736885 | USD | &nbsp;&nbsp; 598429 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 9589 |
| TRY | &nbsp;&nbsp; 27424769 | USD | &nbsp;&nbsp; 591599 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 9577 |
| TRY | &nbsp;&nbsp; 55161654 | USD | &nbsp;&nbsp; 1189572 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 19622 |
| TWD | &nbsp;&nbsp; 164208263 | USD | &nbsp;&nbsp; 5243757 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; 32613 |
| ZAR | &nbsp;&nbsp; 11801263 | USD | &nbsp;&nbsp; 714622 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 23948 |
| USD | &nbsp;&nbsp; 1168092 | AUD | &nbsp;&nbsp; 1638670 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 2179 |
| USD | &nbsp;&nbsp; 281204 | CLP | &nbsp;&nbsp; 243103604 | Citibank N.A. | 5/15/2026 | &nbsp;&nbsp; 2711 |
| USD | &nbsp;&nbsp; 710787 | EUR | &nbsp;&nbsp; 600000 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 179 |
| USD | &nbsp;&nbsp; 4171538 | EUR | &nbsp;&nbsp; 3492056 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 35730 |
| USD | &nbsp;&nbsp; 812627 | EUR | &nbsp;&nbsp; 675920 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 12103 |
| USD | &nbsp;&nbsp; 6608065 | EUR | &nbsp;&nbsp; 5531654 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 56662 |
| USD | &nbsp;&nbsp; 1038904 | GBP | &nbsp;&nbsp; 760116 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 14381 |
| USD | &nbsp;&nbsp; 11223584 | GBP | &nbsp;&nbsp; 8279208 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 64441 |
| USD | &nbsp;&nbsp; 1339300 | GBP | &nbsp;&nbsp; 979349 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 19284 |
| USD | &nbsp;&nbsp; 3508009 | JPY | &nbsp;&nbsp; 540862495 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 30334 |
| USD | &nbsp;&nbsp; 5313198 | JPY | &nbsp;&nbsp; 808152577 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 116883 |
| USD | &nbsp;&nbsp; 5009072 | KRW | &nbsp;&nbsp; 7178000000 | JPMorgan Chase Bank N.A. | 4/15/2026 | &nbsp;&nbsp; 11834 |
| USD | &nbsp;&nbsp; 4262990 | NZD | &nbsp;&nbsp; 7093425 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 341 |
| USD | &nbsp;&nbsp; 4377407 | THB | &nbsp;&nbsp; 135240000 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 14009 |
|  |  |  |  |  |  | &nbsp;&nbsp; $2361898 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| EUR | &nbsp;&nbsp; 1204792 | USD | &nbsp;&nbsp; 1427365 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; $(473)<br>|
| EUR | &nbsp;&nbsp; 666809 | USD | &nbsp;&nbsp; 798838 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (9104)<br>|
| EUR | &nbsp;&nbsp; 6820094 | USD | &nbsp;&nbsp; 8159845 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (82484)<br>|
| GBP | &nbsp;&nbsp; 1138704 | USD | &nbsp;&nbsp; 1567362 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (32558)<br>|
| GBP | &nbsp;&nbsp; 921161 | USD | &nbsp;&nbsp; 1246231 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (4643)<br>|
| GBP | &nbsp;&nbsp; 531737 | USD | &nbsp;&nbsp; 727079 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (10376)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| GBP | &nbsp;&nbsp; 6562378 | USD | &nbsp;&nbsp; 8892977 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; $(47866)<br>|
| IDR | &nbsp;&nbsp; 1180112817 | USD | &nbsp;&nbsp; 70291 | Merrill Lynch International | 4/30/2026 | &nbsp;&nbsp; (13)<br>|
| JPY | &nbsp;&nbsp; 73632726 | USD | &nbsp;&nbsp; 473908 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (459)<br>|
| JPY | &nbsp;&nbsp; 454737598 | USD | &nbsp;&nbsp; 2963839 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (39936)<br>|
| JPY | &nbsp;&nbsp; 24808897 | USD | &nbsp;&nbsp; 159597 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; (79)<br>|
| JPY | &nbsp;&nbsp; 65309891 | USD | &nbsp;&nbsp; 420267 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (333)<br>|
| KRW | &nbsp;&nbsp; 3796326782 | USD | &nbsp;&nbsp; 2643682 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; (724)<br>|
| NZD | &nbsp;&nbsp; 691862 | USD | &nbsp;&nbsp; 418157 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (2397)<br>|
| SGD | &nbsp;&nbsp; 13540799 | USD | &nbsp;&nbsp; 10769478 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (28041)<br>|
| SGD | &nbsp;&nbsp; 6596543 | USD | &nbsp;&nbsp; 5248947 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (16142)<br>|
| USD | &nbsp;&nbsp; 6815499 | AUD | &nbsp;&nbsp; 10152717 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (408160)<br>|
| USD | &nbsp;&nbsp; 5750848 | AUD | &nbsp;&nbsp; 8173682 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (64727)<br>|
| USD | &nbsp;&nbsp; 1030130 | BRL | &nbsp;&nbsp; 5476204 | Citibank N.A. | 5/05/2026 | &nbsp;&nbsp; (22180)<br>|
| USD | &nbsp;&nbsp; 12903731 | BRL | &nbsp;&nbsp; 68694303 | Goldman Sachs International | 5/05/2026 | &nbsp;&nbsp; (296601)<br>|
| USD | &nbsp;&nbsp; 26787536 | CAD | &nbsp;&nbsp; 37050993 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (428847)<br>|
| USD | &nbsp;&nbsp; 2628075 | CAD | &nbsp;&nbsp; 3601908 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (17763)<br>|
| USD | &nbsp;&nbsp; 17302 | CHF | &nbsp;&nbsp; 13655 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (552)<br>|
| USD | &nbsp;&nbsp; 49842534 | CNH | &nbsp;&nbsp; 345927125 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (735904)<br>|
| USD | &nbsp;&nbsp; 8821613 | CZK | &nbsp;&nbsp; 183419683 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (126540)<br>|
| USD | &nbsp;&nbsp; 1352737 | CZK | &nbsp;&nbsp; 27799654 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (3472)<br>|
| USD | &nbsp;&nbsp; 8896875 | EUR | &nbsp;&nbsp; 7535110 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (27314)<br>|
| USD | &nbsp;&nbsp; 630966 | EUR | &nbsp;&nbsp; 533342 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (696)<br>|
| USD | &nbsp;&nbsp; 8638596 | EUR | &nbsp;&nbsp; 7355041 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (72328)<br>|
| USD | &nbsp;&nbsp; 2625035 | EUR | &nbsp;&nbsp; 2231632 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (17993)<br>|
| USD | &nbsp;&nbsp; 1209490 | EUR | &nbsp;&nbsp; 1031807 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; (12528)<br>|
| USD | &nbsp;&nbsp; 252359107 | EUR | &nbsp;&nbsp; 215632829 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (3025092)<br>|
| USD | &nbsp;&nbsp; 57078231 | GBP | &nbsp;&nbsp; 42433970 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (116460)<br>|
| USD | &nbsp;&nbsp; 2069966 | GBP | &nbsp;&nbsp; 1546535 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (14533)<br>|
| USD | &nbsp;&nbsp; 654426 | GBP | &nbsp;&nbsp; 487049 | Morgan Stanley Capital Services LLC | 4/17/2026 | &nbsp;&nbsp; (2045)<br>|
| USD | &nbsp;&nbsp; 351569 | GBP | &nbsp;&nbsp; 262319 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (1998)<br>|
| USD | &nbsp;&nbsp; 10415075 | IDR | &nbsp;&nbsp; 175702319011 | Merrill Lynch International | 4/30/2026 | &nbsp;&nbsp; (48349)<br>|
| USD | &nbsp;&nbsp; 36675861 | JPY | &nbsp;&nbsp; 5784656095 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (518720)<br>|
| USD | &nbsp;&nbsp; 54773923 | KRW | &nbsp;&nbsp; 79689485138 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; (704940)<br>|
| USD | &nbsp;&nbsp; 5596617 | MXN | &nbsp;&nbsp; 97409537 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (36035)<br>|
| USD | &nbsp;&nbsp; 10317222 | NOK | &nbsp;&nbsp; 104026208 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (620271)<br>|
| USD | &nbsp;&nbsp; 1773367 | NZD | &nbsp;&nbsp; 3074970 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (74473)<br>|
| USD | &nbsp;&nbsp; 5906692 | NZD | &nbsp;&nbsp; 10187203 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (215099)<br>|
| USD | &nbsp;&nbsp; 10437930 | SGD | &nbsp;&nbsp; 13377251 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (173771)<br>|
| USD | &nbsp;&nbsp; 10392937 | THB | &nbsp;&nbsp; 323272296 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (37157)<br>|
| USD | &nbsp;&nbsp; 3219654 | THB | &nbsp;&nbsp; 100025000 | Chase Manhattan Bank | 4/17/2026 | &nbsp;&nbsp; (7564)<br>|
| USD | &nbsp;&nbsp; 2402380 | TRY | &nbsp;&nbsp; 110323307 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (16008)<br>|
| USD | &nbsp;&nbsp; 2071860 | ZAR | &nbsp;&nbsp; 33628798 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (32763)<br>|
| USD | &nbsp;&nbsp; 10461769 | ZAR | &nbsp;&nbsp; 172510392 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (334609)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(8491120)<br>|

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  | **Futures Contracts**  |
| **Description** | **Long/** <br>**Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value/Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Australian Bond 3 yr  | &nbsp;&nbsp; Short | &nbsp;&nbsp; AUD | &nbsp;&nbsp; 585 | $43699288 | March – 2026 | &nbsp;&nbsp; $1543 |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 62 | 5583432 | June – 2026 | &nbsp;&nbsp; 18905 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  | **Futures Contracts - continued**  |
| **Description** | **Long/**<br> **Short**<br>| **Currency** | **Contracts** | &nbsp;&nbsp; **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Expiration**<br> **Date**<br>| **Value/Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** | **Asset Derivatives - continued** |
| ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** |  |  |
| Canadian Treasury Bond 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 152 | $12850438 | June – 2026 | &nbsp;&nbsp; $46348 |
| Euro-BTP 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 65 | 9435371 | March – 2026 | &nbsp;&nbsp; 190313 |
| Euro-Schatz 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 193 | 24408063 | March – 2026 | &nbsp;&nbsp; 71359 |
| Long Gilt 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 17 | 2146213 | June – 2026 | &nbsp;&nbsp; 18267 |
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 57 | 6752719 | June – 2026 | &nbsp;&nbsp; 53706 |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 472 | 53719500 | June – 2026 | &nbsp;&nbsp; 395514 |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 571 | 119495133 | June – 2026 | &nbsp;&nbsp; 140705 |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 481 | 52977641 | June – 2026 | &nbsp;&nbsp; 287775 |
|  |  |  |  |  |  | &nbsp;&nbsp; $1224435 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  | ***Interest Rate Futures***  |  |  |
| Euro-Bobl 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 22 | $3053396 | March – 2026 | &nbsp;&nbsp; $(12532)<br>|
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 251 | 38623822 | March – 2026 | &nbsp;&nbsp; (411013)<br>|
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 76 | 10224810 | March – 2026 | &nbsp;&nbsp; (275465)<br>|
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 302 | 35253781 | June – 2026 | &nbsp;&nbsp; (371567)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(1070577)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  | **Cleared Swap Agreements**  |
| **Maturity** <br>**Date** | **Maturity** <br>**Date** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Counterparty** | &nbsp;&nbsp; **Cash Flows** <br>**to Receive/** <br>**Frequency**<br>| &nbsp;&nbsp; **Cash Flows** <br>**to Pay/** <br>**Frequency**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Net** <br>**Unamortized** <br>**Upfront** <br>**Payments** <br>**(Receipts)**<br>| **Value** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 11/18/29 | CNY | 206200000  | centrally cleared | 1.645% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $142721 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $142721 |
| 11/26/30 | CNY | 77500000  | centrally cleared | 1.577% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; 14186 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14186 |
|  |  |  |  |  |  | &nbsp;&nbsp; $156907 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $156907 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 12/13/29 | CNY | 79700000  | centrally cleared | 1.49% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $(13427)<br>| &nbsp;&nbsp; $149 | &nbsp;&nbsp; $(13278)<br>|
| ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  |  |  |  |
| 2/12/28 | USD | 135540000  | centrally cleared | CPI-U / At Maturity  | 2.478% / At Maturity  | &nbsp;&nbsp; $(166710)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(166710)<br>|
| 10/14/28 | USD | 79900000  | centrally cleared | CPI-U / Annually  | 2.74% / Annually  | &nbsp;&nbsp; (789345)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (789345)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(956055)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(956055)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(969482)<br>| &nbsp;&nbsp; $149 | &nbsp;&nbsp; $(969333)<br>|

---

At February 28, 2026, the fund had cash collateral of $3,079,000 and other liquid securities collateral with an aggregate value of $10,028,825 to cover any collateral or margin obligations for certain derivative contracts.

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

------

**Supplemental Information**

2/28/26 (unaudited)

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

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

**(1) Investment Concentration**

The fund may invest up to 35% of its total assets in the securities of issuers in any particular industry if, at the time of investment, that industry represents more than 20% of the global bond market, as a whole, as measured by an index determined by MFS to be an appropriate measure of the global bond market. At February 28, 2026, the fund did not have more than 25% of its assets invested in any

one industry.

**(2) Investment Valuations**

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

Under the fund's valuation policy and procedures, debt instruments and floating rate loans, including restricted debt instruments, are

generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at

issuance of 60 days or less may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally

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

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

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

third-party pricing service, which for cleared swaps includes an evaluation of any trading activity at the clearinghouses. Open-end investment

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

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

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

asset value per share.

------

*Supplemental Information (unaudited) – continued*

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk). Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of February 28, 2026 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $34385102 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $34385102 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 456449547 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 456449547 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7357146 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7357146 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 231664101 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 231664101 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86779176 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 86779176 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15159730 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15159730 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29790713 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 29790713 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 171647472 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 171647472 |
| Purchased Options | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 322187 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 322187 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 14794642 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 14794642 |
| Total | &nbsp;&nbsp;&nbsp; $14794642 | &nbsp;&nbsp;&nbsp; $1033555174 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $1048349816 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $1224435 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $1224435 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (1070577)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1070577)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2361898 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2361898 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (8491120)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (8491120)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 156907 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 156907 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (969333)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (969333)<br>|

---

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

**(3) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. The following were affiliated issuers for the period ended February 28, 2026:

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | **Beginning** <br>**Value**<br>| **Purchases** | **Sales** <br>**Proceeds**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation or** <br>**Depreciation**<br>| **Ending** <br>**Value**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $10489323 | &nbsp;&nbsp; $156259079 | &nbsp;&nbsp; $151950830 | &nbsp;&nbsp; $(849)<br>| &nbsp;&nbsp; $(2081)<br>| &nbsp;&nbsp; $14794642<br>|

---

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

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| MFS Institutional Money Market Portfolio  | &nbsp;&nbsp; $155726 | &nbsp;&nbsp; $— |

---

------

*Supplemental Information (unaudited) – continued*

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

**(4) Issuer Country Weightings**

Issuer country weighting percentages of portfolio holdings based on net assets, as of February 28, 2026, are as follows:

---

| | |
|:---|:---|
| United States | 40.8% |
| China | 9.8% |
| United Kingdom | 6.2% |
| Italy | 5.7% |
| South Korea | 4.7% |
| Canada | 3.9% |
| France | 3.9% |
| Japan | 3.7% |
| Germany | (3.6)% |
| Other Countries | 24.9% |

---

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04492

- **c. CIK number of Registrant:** 0000783740

- **d. LEI of Registrant:** 5493001MUVNRNUPJY164

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

- **a. Name of Series:** MFS Global Opportunistic Bond Fund

- **b. EDGAR series identifier (if any):** S000028956

- **c. LEI of Series:** XE280U8NKIY4V6K1JN70

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

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1070294572.06

**Total Liabilities:** $19194593.45

**Net Assets:** $1051099978.61

**Delayed Delivery Securities:** $3603474.14

**Cash Not Reported:** $71063.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -813.42467130 | **1-Year:** -14642.52268420 | **5-Year:** -83054.76069140 | **10-Year:** -114910.92401940 | **30-Year:** -30241.39718410

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

- **3-Month:** -975.60946380 | **1-Year:** -14376.47552770 | **5-Year:** -16783.09275060 | **10-Year:** -10156.13234490 | **30-Year:** -3088.59385680

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088935 | -0.06%               | 0.54%                | 1.15%                |
| Class ID C000088936 | -0.13%               | 0.36%                | 1.21%                |
| Class ID C000088937 | -0.13%               | 0.36%                | 1.21%                |
| Class ID C000088938 | -0.04%               | 0.57%                | 1.17%                |
| Class ID C000088939 | -0.13%               | 0.48%                | 1.21%                |
| Class ID C000088940 | -0.21%               | 0.52%                | 1.25%                |
| Class ID C000088941 | -0.07%               | 0.55%                | 1.15%                |
| Class ID C000088942 | -0.04%               | 0.57%                | 1.29%                |
| Class ID C000120923 | -0.04%               | 0.57%                | 1.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1331745.76             | $2809010.96                                |
| Month 2  | $728008.17               | $5471950.72                                |
| Month 3  | $-1222202.00             | $10618781.05                               |

**Designated Index Information**

- **Index Name:** BarCap Global Aggregate

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Transmission Co. LLC                                                          | AEP Transmission Co. LLC                                                                       | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      749000 | PA      | $782721.97    | 0.07%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1891000 | PA      | $2001529.14   | 0.19%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $745932.59    | 0.07%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                         | Corebridge Global Funding                                                                      | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      978000 | PA      | $985246.43    | 0.09%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      768000 | PA      | $782511.55    | 0.07%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      290000 | PA      | $299013.33    | 0.03%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                               | Abbott Laboratories                                                                            | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $1143344.47   | 0.11%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      488000 | PA      | $489276.31    | 0.05%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      611000 | PA      | $600051.75    | 0.06%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                      | AbbVie, Inc.                                                                                   | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1039341.43   | 0.10%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                          | Abu Dhabi Developmental Holding Co. PJSC                                                       | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1958000 | PA      | $2074197.45   | 0.20%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                       | Acadia Healthcare Co., Inc.                                                                    | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     2048000 | PA      | $2114248.70   | 0.20%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                                                        | ACREC Ltd., Series 2021-FL1, Class C                                                           | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2557500 | PA      | $2558089.25   | 0.24%             | 2036-10-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                                                      | Acushnet Co.                                                                                   | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     2551000 | PA      | $2596321.07   | 0.25%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                 | Algonquin Power & Utilities Corp.                                                              | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      341000 | PA      | $342145.16    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      752000 | PA      | $775061.82    | 0.07%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                               | American Transmission Systems, Inc.                                                            | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      864000 | PA      | $790654.50    | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                  | AmeriTex HoldCo Intermediate LLC                                                               | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1972000 | PA      | $2064729.36   | 0.20%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                              | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     2174414 | PA      | $2182163.79   | 0.21%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2024-12, Class A1                                             | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     2505661 | PA      | $2530391.85   | 0.24%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                          | Angel Oak Mortgage Trust, Series 2025-1, Class A2                                              | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |     1068142 | PA      | $1078365.36   | 0.10%             | 2070-01-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      697000 | PA      | $701918.65    | 0.07%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                              | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      554000 | PA      | $532957.26    | 0.05%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                             | Elevance Health, Inc.                                                                          | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      495000 | PA      | $515273.46    | 0.05%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                      | Antero Midstream Partners LP                                                                   | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2701581.12   | 0.26%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                    | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class D                       | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $2399986.08   | 0.23%             | 2037-01-15      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class C                                                         | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      533500 | PA      | $527964.62    | 0.05%             | 2037-01-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                                                       | AREIT Trust, Series 2022-CRE6, Class D                                                         | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      569500 | PA      | $559384.31    | 0.05%             | 2037-01-20      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                           | Arrow Electronics, Inc.                                                                        | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      597000 | PA      | $540532.67    | 0.05%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      616000 | PA      | $598914.70    | 0.06%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      347000 | PA      | $382653.70    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                          | Arthur J Gallagher & Co.                                                                       | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      166000 | PA      | $169650.46    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                           | Asurion LLC and Asurion Co-Issuer, Inc.                                                        | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2324000 | PA      | $2440915.79   | 0.23%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1002000 | PA      | $1002062.10   | 0.10%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                      | Avolon Holdings Funding Ltd.                                                                   | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      583000 | PA      | $584395.62    | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                               | Azorra Finance Ltd.                                                                            | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     2391000 | PA      | $2511209.68   | 0.24%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2020-C7, Class XA                                                 | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1374621 | PA      | $57539.04     | 0.01%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                              | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                                 | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14325822 | PA      | $862331.37    | 0.08%             | 2054-02-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                          | Azule Energy Finance plc                                                                       | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1038000 | PA      | $1048940.25   | 0.10%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Trust                                                                       | BBCMS Trust, Series 2021-C10, Class XA                                                         | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8729198 | PA      | $415312.56    | 0.04%             | 2054-07-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                               | LBM Acquisition LLC                                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1105512.48   | 0.11%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1490000 | PA      | $1341825.65   | 0.13%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BMP                                                                               | BMP, Series 2024-MF23, Class C                                                                 | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      941760 | PA      | $942642.90    | 0.09%             | 2041-06-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMP                                                                               | BMP, Series 2024-MF23, Class D                                                                 | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      754553 | PA      | $755260.39    | 0.07%             | 2041-06-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                    | BNP Paribas SA                                                                                 | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      724000 | PA      | $727821.27    | 0.07%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                      | Bacardi Ltd.                                                                                   | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1330000 | PA      | $1353040.29   | 0.13%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                      | Bain Capital Credit CLO Ltd., Series 2021-7A, Class BR                                         | CUSIP: 05682NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3802743 | PA      | $3803195.53   | 0.36%             | 2035-01-22      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                              | Baldwin Insurance Group Holdings LLC                                                           | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2357708.00   | 0.22%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      874000 | PA      | $809255.45    | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      268000 | PA      | $274578.39    | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                             | Bank of America Corp.                                                                          | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1410955.67   | 0.13%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                       | Bank Gospodarstwa Krajowego                                                                    | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1494000 | PA      | $1601613.30   | 0.15%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN35, Class XA                                                               | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9331886 | PA      | $366383.82    | 0.03%             | 2064-06-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN34, Class XA                                                               | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11235130 | PA      | $397214.64    | 0.04%             | 2063-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BANK                                                                              | BANK, Series 2021-BN32, Class XA                                                               | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7721661 | PA      | $213812.79    | 0.02%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                        | Baxter International, Inc.                                                                     | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      251000 | PA      | $252591.33    | 0.02%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                        | Baxter International, Inc.                                                                     | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      318000 | PA      | $323367.24    | 0.03%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico         | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico                      | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      597000 | PA      | $656895.22    | 0.06%             | 2039-01-08      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                       | Beach Acquisition Bidco LLC                                                                    | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     2329447 | PA      | $2574045.32   | 0.24%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2020-B18, Class XA                                            | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10033782 | PA      | $521110.51    | 0.05%             | 2053-07-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B24, Class XA                                            | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6333935 | PA      | $248168.63    | 0.02%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B26, Class XA                                            | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19178916 | PA      | $592918.10    | 0.06%             | 2054-06-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B28, Class XA                                            | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20331545 | PA      | $960992.86    | 0.09%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                          | Benchmark Mortgage Trust, Series 2021-B27, Class XA                                            | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19618999 | PA      | $891118.47    | 0.08%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      185000 | PA      | $156975.74    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      508000 | PA      | $465658.20    | 0.04%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bermuda                                                                           | Bermuda Government Bond                                                                        | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     2566000 | PA      | $2613471.00   | 0.25%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $1076330.98   | 0.10%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                  | Boeing Co. (The)                                                                               | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      278000 | PA      | $303873.72    | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                         | Booz Allen Hamilton, Inc.                                                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      826000 | PA      | $837909.71    | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                    | Boston Gas Co.                                                                                 | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $1138740.54   | 0.11%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                              | Boston Properties LP                                                                           | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      380000 | PA      | $376995.36    | 0.04%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                               | Province of British Columbia                                                                   | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1117000 | PA      | $634226.38    | 0.06%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      550000 | PA      | $557428.09    | 0.05%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      518000 | PA      | $535359.80    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                    | Broadcom, Inc.                                                                                 | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      602000 | PA      | $618175.66    | 0.06%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP                                                                                 | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      510000 | PA      | $393825.96    | 0.04%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP                                                                                 | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     1252000 | PA      | $931264.78    | 0.09%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                  | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1250427.35   | 0.12%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2024-2A, Class A                                           | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      745414 | PA      | $756268.26    | 0.07%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2024-1A, Class A                                           | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      960119 | PA      | $993409.47    | 0.09%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                       | Business Jet Securities LLC, Series 2024-1A, Class B                                           | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56947 | PA      | $59335.68     | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                                  | CCO Holdings LLC                                                                               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2892000 | PA      | $2646626.81   | 0.25%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                           | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      375063 | PA      | $317844.22    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                    | Community Health Systems, Inc.                                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2294000 | PA      | $2204149.02   | 0.21%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      266000 | PA      | $267161.28    | 0.03%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada                                                                            | Canada Government Bond                                                                         | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6365000 | PA      | $3921284.23   | 0.37%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                         | Carlyle Group, Inc. (The)                                                                      | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     1128000 | PA      | $1114316.40   | 0.11%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                       | Carvana Co.                                                                                    | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2216049 | PA      | $2430413.89   | 0.23%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cathedral Lake VI Ltd.                                                            | Cathedral Lake VI Ltd., Series 2021-6A, Class BR                                               | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |     1783838 | PA      | $1783759.51   | 0.17%             | 2034-04-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corp.                                                   | Central American Bottling Corp.                                                                | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      960000 | PA      | $949933.44    | 0.09%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      609000 | PA      | $636141.77    | 0.06%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                              | Charter Communications Operating LLC                                                           | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      508000 | PA      | $482360.26    | 0.05%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                       | Cheniere Energy Partners LP                                                                    | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      968000 | PA      | $1004522.62   | 0.10%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                         | Chesapeake Funding II LLC, Series 2023-1A, Class A1                                            | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      244084 | PA      | $245199.30    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                 | Chile Electricity Lux Mpc II Sarl                                                              | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      494618 | PA      | $510885.00    | 0.05%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Republic of Chile                                                                              | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1000000 | PA      | $914850.00    | 0.09%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                            | Citadel Securities Global Holdings LLC                                                         | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      521000 | PA      | $536008.97    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                     | Clearway Energy Operating LLC                                                                  | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     2853000 | PA      | $2702771.58   | 0.26%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                          | COLT Mortgage Loan Trust, Series 2024-1, Class A1                                              | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      683449 | PA      | $687154.60    | 0.07%             | 2069-02-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                              | Columbia Pipelines Operating Co. LLC                                                           | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      785000 | PA      | $856100.94    | 0.08%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                                     | Comcast Corp.                                                                                  | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      764000 | PA      | $782301.18    | 0.07%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                    | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1696000 | PA      | $1568370.47   | 0.15%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                          | CompoSecure Holdings LLC                                                                       | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2313000 | PA      | $2301435.00   | 0.22%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                          | Comstock Resources, Inc.                                                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     2059000 | PA      | $2051039.91   | 0.20%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                                   | Concentra Health Services, Inc.                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2286673.17   | 0.22%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                        | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      978000 | PA      | $833033.08    | 0.08%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                 | Corp. Nacional del Cobre de Chile                                                              | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      628000 | PA      | $643072.00    | 0.06%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                 | Corp. Financiera de Desarrollo SA                                                              | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | USGA              | PE        |      615000 | PA      | $637044.68    | 0.06%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      841000 | PA      | $840379.33    | 0.08%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                        | COPT Defense Properties LP                                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      235000 | PA      | $217023.28    | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                             | Cousins Properties LP                                                                          | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      457000 | PA      | $478739.02    | 0.05%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                   | Danske Bank A/S                                                                                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      771000 | PA      | $761804.20    | 0.07%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                   | Dealer Tire LLC                                                                                | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1941000 | PA      | $1921609.66   | 0.18%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      545000 | PA      | $555065.98    | 0.05%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                                | Development Bank of Kazakhstan JSC                                                             | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      656000 | PA      | $673290.19    | 0.06%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      926000 | PA      | $946365.88    | 0.09%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                       | Dick's Sporting Goods, Inc.                                                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $864292.09    | 0.08%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                           | Duke Energy Florida LLC                                                                        | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      869000 | PA      | $943251.26    | 0.09%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                         | ELM Trust, Series 2024-ELM, Class B10                                                          | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580784 | PA      | $1587892.47   | 0.15%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                                                         | ELM Trust, Series 2024-ELM, Class C10                                                          | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194910 | PA      | $195661.63    | 0.02%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                                                         | ELM Trust, Series 2024-ELM, Class D10                                                          | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100172.10    | 0.01%             | 2039-06-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                          | Eagle Funding Luxco Sarl                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      769000 | PA      | $782372.91    | 0.07%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                   | Eastern Energy Gas Holdings LLC                                                                | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1013537.80   | 0.10%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                               | Eldorado Gold Corp.                                                                            | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     1547000 | PA      | $1551996.81   | 0.15%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                    | Element Fleet Management Corp.                                                                 | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      732000 | PA      | $735513.97    | 0.07%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                    | Element Fleet Management Corp.                                                                 | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      473000 | PA      | $499048.85    | 0.05%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Empire Communities Corp.                                                          | Empire Communities Corp.                                                                       | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     1812000 | PA      | $1871286.83   | 0.18%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Empire District Bondco LLC                                                        | Empire District Bondco LLC, Series A-1                                                         | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1210429 | PA      | $1226926.31   | 0.12%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                     | Empresa Nacional del Petroleo                                                                  | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     1041000 | PA      | $1094439.74   | 0.10%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                                            | Encompass Health Corp.                                                                         | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     2658000 | PA      | $2644027.96   | 0.25%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      738000 | PA      | $712476.22    | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                               | Energuate Trust 2 0                                                                            | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     1020000 | PA      | $1039411.62   | 0.10%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1165000 | PA      | $1061502.50   | 0.10%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      299000 | PA      | $283522.00    | 0.03%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                            | Engie Energia Chile SA                                                                         | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      239000 | PA      | $256479.98    | 0.02%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2025-4, Class A2                                        | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1239000 | PA      | $1242378.88   | 0.12%             | 2028-08-20      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2024-3, Class A2                                        | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239788 | PA      | $240510.43    | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                    | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                                        | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334278 | PA      | $335581.30    | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class B                                                           | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      606933 | PA      | $620716.93    | 0.06%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class C                                                           | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151515 | PA      | $155068.19    | 0.01%             | 2041-07-05      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust                                                                         | EQT Trust, Series 2024-EXTR, Class D                                                           | CUSIP: 29439DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $153470.25    | 0.01%             | 2041-07-05      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                 | Eversource Energy                                                                              | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      544000 | PA      | $564681.85    | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                      | Fortescue Treasury Pty. Ltd.                                                                   | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2244000 | PA      | $2311112.83   | 0.22%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                  | Fair Isaac Corp.                                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     2836000 | PA      | $2866561.27   | 0.27%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      872000 | PA      | $904066.29    | 0.09%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      801000 | PA      | $835395.72    | 0.08%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128M9BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      192525 | PA      | $198804.36    | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3128MJM64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162702 | PA      | $165123.22    | 0.02%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132A94L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26153 | PA      | $27117.20     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      456008 | PA      | $458710.94    | 0.04%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DM5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      651227 | PA      | $564774.41    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      274704 | PA      | $239763.86    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DP3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      466997 | PA      | $454102.08    | 0.04%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DQYM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68223 | PA      | $59166.50     | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DQYN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      156524 | PA      | $136226.56    | 0.01%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DSBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65260 | PA      | $63702.02     | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      680796 | PA      | $593781.92    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107645 | PA      | $89560.92     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72500 | PA      | $63210.56     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      314994 | PA      | $274536.74    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4186798 | PA      | $3794645.32   | 0.36%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98536 | PA      | $89306.92     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1264686 | PA      | $1276807.40   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25446 | PA      | $25964.05     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      125864 | PA      | $113992.87    | 0.01%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      774768 | PA      | $791472.05    | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139521 | PA      | $126343.86    | 0.01%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      579288 | PA      | $595987.16    | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1055546 | PA      | $1061414.17   | 0.10%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22848 | PA      | $22680.35     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC                                                                                          | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      278907 | PA      | $282830.20    | 0.03%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75591 | PA      | $69621.81     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      215198 | PA      | $196404.73    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      523923 | PA      | $456145.15    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BF4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      429308 | PA      | $425829.13    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BHQL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      376772 | PA      | $381039.89    | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133BSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225006 | PA      | $235058.49    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133CAS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32872 | PA      | $33968.66     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133CDEF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34055 | PA      | $34992.06     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133CFHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      178791 | PA      | $187304.22    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133D1G29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67579 | PA      | $66868.69     | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      172781 | PA      | $143542.58    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69467 | PA      | $61358.17     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      197449 | PA      | $174139.19    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 3133KRT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      469707 | PA      | $479719.60    | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2020-67, Class IH                                                                 | CUSIP: 3136BBP30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1043618 | PA      | $140393.40    | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2020-65, Class EI                                                                 | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1364774 | PA      | $261060.45    | 0.02%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2021-1, Class IH                                                                  | CUSIP: 3136BDV96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      620091 | PA      | $88574.79     | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-33, Class PF                                                                 | CUSIP: 3136BSEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1341826 | PA      | $1349184.12   | 0.13%             | 2053-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-88, Class FC                                                                 | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1107770 | PA      | $1120332.17   | 0.11%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2024-99, Class FE                                                                 | CUSIP: 3136BUMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1735221 | PA      | $1756203.08   | 0.17%             | 2055-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | FNMA, Series 2025-86, Class FA                                                                 | CUSIP: 3136BXPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3003667 | PA      | $3030579.20   | 0.29%             | 2055-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K059, Class XAM                 | CUSIP: 3137BSRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    62189000 | PA      | $91722.56     | 0.01%             | 2026-09-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class XAM                 | CUSIP: 3137F4D82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    46151000 | PA      | $273306.22    | 0.03%             | 2028-02-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM                 | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1901519 | PA      | $90948.70     | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5034, Class IJ                                                                   | CUSIP: 3137F6JS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1840339 | PA      | $307335.03    | 0.03%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K122, Class XAM                 | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3948102 | PA      | $181093.91    | 0.02%             | 2030-11-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class XAM                 | CUSIP: 3137FEZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    46683000 | PA      | $144745.31    | 0.01%             | 2028-04-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K077, Class XAM                 | CUSIP: 3137FG7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    47225000 | PA      | $157075.07    | 0.01%             | 2028-05-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 4851, Class MS                                                                   | CUSIP: 3137FKAV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      742707 | PA      | $108627.46    | 0.01%             | 2057-08-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM                 | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1517000 | PA      | $18983.13     | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM                 | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2395024 | PA      | $157927.64    | 0.02%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM                 | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2589254 | PA      | $177733.90    | 0.02%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM                 | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7523890 | PA      | $519768.38    | 0.05%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM                 | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3408930 | PA      | $216765.34    | 0.02%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM                 | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3170959 | PA      | $164275.02    | 0.02%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM                 | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2931170 | PA      | $185605.49    | 0.02%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1                  | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15563931 | PA      | $189369.47    | 0.02%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K128, Class X1                  | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20261390 | PA      | $427326.91    | 0.04%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K131, Class XAM                 | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5068698 | PA      | $233171.77    | 0.02%             | 2031-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K133, Class XAM                 | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21590988 | PA      | $577191.88    | 0.05%             | 2031-09-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K136, Class XAM                 | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5486706 | PA      | $152590.23    | 0.01%             | 2031-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K-152, Class XAM                | CUSIP: 3137H9MC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    33028344 | PA      | $407358.38    | 0.04%             | 2032-11-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5438, Class FE                                                                   | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2086818 | PA      | $2107725.83   | 0.20%             | 2054-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K-165, Class XAM                | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5029953 | PA      | $341879.37    | 0.03%             | 2034-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5481, Class FC                                                                   | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1944374 | PA      | $1970914.13   | 0.19%             | 2054-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC Multifamily Structured Pass-Through Certificates, Series K538, Class X1                  | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4837510 | PA      | $100305.28    | 0.01%             | 2030-01-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5548                                                                             | CUSIP: 3137HLJW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      635969 | PA      | $102131.47    | 0.01%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                             | FHLMC, Series 5575, Class MB                                                                   | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      882306 | PA      | $921007.89    | 0.09%             | 2055-09-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13549 | PA      | $13518.62     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237981 | PA      | $239909.15    | 0.02%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ENSU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211882 | PA      | $214622.38    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138EPUM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202862 | PA      | $205486.75    | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221854 | PA      | $224721.75    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40238 | PA      | $40092.28     | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9615 | PA      | $9558.93      | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138WDKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20190 | PA      | $20017.56     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3138WFPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402727 | PA      | $388486.83    | 0.04%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26753 | PA      | $26698.71     | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118568 | PA      | $114213.25    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41272 | PA      | $36665.14     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43789 | PA      | $38944.80     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1688974 | PA      | $1471299.22   | 0.14%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      722791 | PA      | $655188.02    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140MKJB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58146 | PA      | $52674.38     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2071818 | PA      | $2113745.20   | 0.20%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52640 | PA      | $53588.21     | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107214 | PA      | $103408.25    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      528474 | PA      | $458326.07    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83080 | PA      | $72707.56     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      373178 | PA      | $323646.37    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QMAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100301 | PA      | $90777.98     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73404 | PA      | $64079.40     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XB3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2512 | PA      | $2552.30      | 0.00%             | 2031-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XBTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      246411 | PA      | $204259.02    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69783 | PA      | $61762.40     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123195 | PA      | $112694.34    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151106 | PA      | $138016.62    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      908108 | PA      | $757256.58    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XHSX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      897808 | PA      | $815605.44    | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XKH78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33358 | PA      | $31669.09     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 3140XNLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60382 | PA      | $54685.67     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112942 | PA      | $114437.73    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11981 | PA      | $11935.81     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102611 | PA      | $85406.66     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317734 | PA      | $264362.46    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88530 | PA      | $73631.47     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      494019 | PA      | $433196.02    | 0.04%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465470 | PA      | $473681.33    | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      602693 | PA      | $500982.80    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40242 | PA      | $35098.61     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1082490 | PA      | $943794.13    | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41395 | PA      | $36091.98     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      727357 | PA      | $707494.43    | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      339851 | PA      | $296307.05    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2413360 | PA      | $2346969.02   | 0.22%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21024 | PA      | $20462.85     | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23786 | PA      | $24267.54     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      556221 | PA      | $540861.86    | 0.05%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296434 | PA      | $305537.13    | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      766552 | PA      | $758492.09    | 0.07%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229139 | PA      | $234514.02    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                              | UMBS                                                                                           | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19505 | PA      | $19493.99     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                        | UMBS                                                                                           | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      788135 | PA      | $826953.82    | 0.08%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                        | Ferguson Enterprises, Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      956000 | PA      | $971205.56    | 0.09%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                        | Fertitta Entertainment LLC                                                                     | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1547000 | PA      | $1459006.33   | 0.14%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                            | Fiesta Purchaser, Inc.                                                                         | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2188839.04   | 0.21%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                      | Fiserv, Inc.                                                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      678000 | PA      | $536494.98    | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                         | Florida Power & Light Co.                                                                      | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      710000 | PA      | $459551.36    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                               | Flowers Foods, Inc.                                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      465000 | PA      | $460686.14    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                               | Flowers Foods, Inc.                                                                            | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      229000 | PA      | $200293.41    | 0.02%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                              | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1439000 | PA      | $1434875.93   | 0.14%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      514000 | PA      | $529482.92    | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      539000 | PA      | $554286.08    | 0.05%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      483000 | PA      | $492186.21    | 0.05%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORT CRE Issuer LLC                                                               | FORT CRE Issuer LLC, Series 2022-FL3, Class AS                                                 | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662641 | PA      | $661979.88    | 0.06%             | 2039-02-23      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1279109 | PA      | $1129482.45   | 0.11%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1513802 | PA      | $1389279.34   | 0.13%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      163484 | PA      | $144361.86    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      672757 | PA      | $570041.35    | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1286880 | PA      | $1090397.83   | 0.10%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      250738 | PA      | $230139.79    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1009349 | PA      | $1018642.94   | 0.10%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      102435 | PA      | $99467.51     | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      311408 | PA      | $276166.91    | 0.03%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      457442 | PA      | $420733.33    | 0.04%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      282442 | PA      | $274695.34    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      469018 | PA      | $455085.18    | 0.04%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA II, 30 Year                                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36711 | PA      | $37094.13     | 0.00%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      356530 | PA      | $363134.45    | 0.03%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      377031 | PA      | $379778.71    | 0.04%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      659678 | PA      | $674924.20    | 0.06%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105862 | PA      | $107595.51    | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1339239 | PA      | $1257465.88   | 0.12%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA                                                                                           | CUSIP: 3618N5XL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      644734 | PA      | $605365.09    | 0.06%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                 | Georgia Power Co.                                                                              | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      507000 | PA      | $523585.70    | 0.05%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      769000 | PA      | $781519.37    | 0.07%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      794000 | PA      | $802230.61    | 0.08%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                   | Goldman Sachs Group, Inc. (The)                                                                | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      821000 | PA      | $826774.55    | 0.08%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2025-98, Class SW                                                                 | CUSIP: 38381NMU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1211918 | PA      | $1244027.58   | 0.12%             | 2055-06-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2025-115, Class GS                                                                | CUSIP: 38381PBA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1901783 | PA      | $96651.68     | 0.01%             | 2055-07-20      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2025-177, Class FA                                                                | CUSIP: 38383BF49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1446536 | PA      | $1449945.27   | 0.14%             | 2065-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2023-146, Class FD                                                                | CUSIP: 38384DAZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1008534 | PA      | $1021532.23   | 0.10%             | 2053-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2023-149, Class YF                                                                | CUSIP: 38384DGD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1004491 | PA      | $1016234.66   | 0.10%             | 2053-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2023-135, Class FG                                                                | CUSIP: 38384EHJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1482328 | PA      | $1512292.30   | 0.14%             | 2053-09-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2023-189, Class FG                                                                | CUSIP: 38384GMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1638743 | PA      | $1654407.41   | 0.16%             | 2053-12-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2024-164, Class FM                                                                | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      916298 | PA      | $921170.17    | 0.09%             | 2054-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2025-63, Class FL                                                                 | CUSIP: 38385E2Z6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1724721 | PA      | $1747026.57   | 0.17%             | 2055-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2025-97, Class SC                                                                 | CUSIP: 38385G5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      967560 | PA      | $971563.14    | 0.09%             | 2055-06-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                              | GNMA, Series 2025-89, Class MD                                                                 | CUSIP: 38385GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      867531 | PA      | $890154.86    | 0.08%             | 2055-05-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                               | Graphic Packaging International LLC                                                            | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1097000 | PA      | $1092586.18   | 0.10%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                   | Gruma SAB de CV                                                                                | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      426000 | PA      | $436011.03    | 0.04%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                             | Republic of Guatemala                                                                          | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1545000 | PA      | $1620102.45   | 0.15%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      430000 | PA      | $419379.59    | 0.04%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      507000 | PA      | $488123.29    | 0.05%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                         | HCA, Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129789.01    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                 | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      718000 | PA      | $740851.42    | 0.07%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co., Inc.                                                       | Hawaiian Electric Co., Inc.                                                                    | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     2337000 | PA      | $2382026.98   | 0.23%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                               | Highwoods Realty LP                                                                            | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      851000 | PA      | $856106.43    | 0.08%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                            | Home Depot, Inc. (The)                                                                         | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1158000 | PA      | $861116.37    | 0.08%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, Series 2020 | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $708475.36    | 0.07%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                            | HUB International Ltd.                                                                         | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2129000 | PA      | $2195966.12   | 0.21%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Humana, Inc.                                                                      | Humana, Inc.                                                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      404000 | PA      | $416352.40    | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                      | Humana, Inc.                                                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1094920.07   | 0.10%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                                        | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1460000 | PA      | $1536577.18   | 0.15%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                               | Huntington Ingalls Industries, Inc.                                                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      639000 | PA      | $683530.30    | 0.07%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      825000 | PA      | $887099.57    | 0.08%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      248000 | PA      | $250672.17    | 0.02%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                           | Hyundai Capital America                                                                        | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      288000 | PA      | $290767.23    | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                          | Icon Investments Six DAC                                                                       | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      524000 | PA      | $528684.48    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                          | Icon Investments Six DAC                                                                       | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      323000 | PA      | $330729.98    | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                 | Indian Railway Finance Corp. Ltd.                                                              | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1850000 | PA      | $1724578.57   | 0.16%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                       | Intel Corp.                                                                                    | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      560000 | PA      | $531854.74    | 0.05%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp.                                                 | Iowa Student Loan Liquidity Corp.                                                              | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |      460000 | PA      | $451942.78    | 0.04%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                   | State of Israel Government Bond                                                                | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2092000 | PA      | $2083174.56   | 0.20%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                            | JBS NV                                                                                         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      542000 | PA      | $512947.93    | 0.05%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                            | JBS NV                                                                                         | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      419000 | PA      | $442736.35    | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                   | JH North America Holdings, Inc.                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      406000 | PA      | $414652.67    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                   | JH North America Holdings, Inc.                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      404000 | PA      | $414647.02    | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1125500.29   | 0.11%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      352000 | PA      | $251438.13    | 0.02%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      739000 | PA      | $771818.57    | 0.07%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1319000 | PA      | $1387387.49   | 0.13%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                                 | Jane Street Group                                                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2258000 | PA      | $2271482.52   | 0.22%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                               | Japan Tobacco, Inc.                                                                            | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      859000 | PA      | $897027.84    | 0.09%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                                            | JBS NV                                                                                         | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      697000 | PA      | $715254.15    | 0.07%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                   | Jefferies Financial Group, Inc.                                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      903000 | PA      | $888096.04    | 0.08%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-332.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13526.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146668.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13552.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-459.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5867.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6461.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-79.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10322.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-620271.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-74473.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9576.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19621.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13103.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $50100.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9588.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21193.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-704940.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6328.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $37651.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-213658.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11538.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-408159.54   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $152472.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $353.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $69923.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7648.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-552.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49250.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-428847.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7410.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35059.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-518720.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-126539.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $81634.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66923.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-334608.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7563.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2814393.73  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53668.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                  | Jersey Central Power & Light Co.                                                               | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      294000 | PA      | $268637.41    | 0.03%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8859.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-116460.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-735903.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23947.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $138559.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75849.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34835.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7463.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2044.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3407.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3964.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14532.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $83550.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11225.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9113.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1916.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-173770.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9677.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6604.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $191530.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146161.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $189236.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7243.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13786.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5317.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2850.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4588.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2701.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2184.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4643.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $435.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1052.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $779.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3472.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-309.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18514.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $319927.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24185.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10376.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-724.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7492.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4209.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8695.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16518.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32558.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12102.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $27761.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13996.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23807.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-296600.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9103.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28040.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36387.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17476.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8234.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22958.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1661.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37157.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2396.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8299.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $269.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-931.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $178.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-47865.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-499.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-609.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3292.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $64441.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16007.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5515.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23146.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14380.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5327.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18598.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11834.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31636.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4006.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3376.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2711.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14008.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16142.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32612.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48349.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $116882.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-613.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30333.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3347.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8982.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5204.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22180.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1440.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11849.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32762.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26381.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28339.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5986.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1465.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1472.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $342.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-81.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3977.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | Forward Foreign Currency Contract                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1684.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                         | KREF Ltd., Series 2021-FL2, Class B                                                            | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     2155000 | PA      | $2150153.41   | 0.20%             | 2039-02-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                             | KeHE Distributors LLC                                                                          | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2185000 | PA      | $2292696.47   | 0.22%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                             | Kraft Heinz Foods Co.                                                                          | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      845000 | PA      | $693575.32    | 0.07%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                  | Kroger Co. (The)                                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      698000 | PA      | $674758.94    | 0.06%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                        | L'Oreal SA                                                                                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      563000 | PA      | $585482.37    | 0.06%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1333000 | PA      | $1314877.67   | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      385000 | PA      | $390649.54    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137903.12    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                                 | Lseg US Fin Corp.                                                                              | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      755000 | PA      | $778714.60    | 0.07%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                             | Las Vegas Sands Corp.                                                                          | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1198847.84   | 0.11%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                              | LXP Industrial Trust                                                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      581000 | PA      | $538776.35    | 0.05%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                   | Eli Lilly & Co.                                                                                | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      507000 | PA      | $510735.73    | 0.05%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                              | LoanCore Issuer Ltd., Series 2021-CRE5, Class B                                                | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1395500 | PA      | $1393803.63   | 0.13%             | 2036-07-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $308693.18    | 0.03%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                        | Low Income Investment Fund, Series 2019                                                        | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      555000 | PA      | $539915.42    | 0.05%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      369000 | PA      | $371703.69    | 0.04%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                    | M&T Bank Corp.                                                                                 | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1272093.79   | 0.12%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                          | MF1 Ltd., Series 2022-FL8, Class C                                                             | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1130366 | PA      | $1124736.78   | 0.11%             | 2037-02-19      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                          | MFS Institutional Money Market Portfolio, Class A                                              | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |    14765619 | NS      | $14767095.58  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 LLC                                                                           | MF1 LLC, Series 2024-FL14, Class B                                                             | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      848223 | PA      | $849262.07    | 0.08%             | 2039-03-19      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                | Macquarie Airfinance Holdings Ltd.                                                             | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      390000 | PA      | $420806.90    | 0.04%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                | Macquarie Airfinance Holdings Ltd.                                                             | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      366000 | PA      | $373965.83    | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                          | Marathon Petroleum Corp.                                                                       | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      512000 | PA      | $539298.39    | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      380000 | PA      | $390637.96    | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      998000 | PA      | $1033391.54   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                        | Mars, Inc.                                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      915000 | PA      | $927859.03    | 0.09%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      521000 | PA      | $536035.86    | 0.05%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                       | Marsh & McLennan Cos., Inc.                                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      546000 | PA      | $523191.17    | 0.05%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      825000 | PA      | $734720.58    | 0.07%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                     | Massachusetts Educational Financing Authority                                                  | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     2075000 | PA      | $2061447.97   | 0.20%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                              | Massachusetts Housing Finance Agency                                                           | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     1575000 | PA      | $1627698.40   | 0.15%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                 | Merck & Co., Inc.                                                                              | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1011000 | PA      | $1020206.95   | 0.10%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                        | Michigan Finance Authority                                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     1040000 | PA      | $905409.13    | 0.09%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      515000 | PA      | $320655.35    | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                   | Microsoft Corp.                                                                                | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      607000 | PA      | $351427.68    | 0.03%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                     | Berkshire Hathaway Energy Co.                                                                  | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      222000 | PA      | $215725.24    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                              | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      912000 | PA      | $934145.18    | 0.09%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                       | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5581677 | PA      | $238671.95    | 0.02%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                    | Morgan Stanley Capital I Trust, Series 2021-L6, Class XA                                       | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15509699 | PA      | $571541.70    | 0.05%             | 2054-06-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1644648.18   | 0.16%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1324000 | PA      | $1382823.51   | 0.13%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                              | Muthoot Finance Ltd.                                                                           | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      546000 | PA      | $557567.70    | 0.05%             | 2028-02-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                      | NBN Co. Ltd.                                                                                   | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |      724000 | PA      | $756413.46    | 0.07%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1128000 | PA      | $1166174.66   | 0.11%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                          | New Hampshire Business Finance Authority, Series 2024 A                                        | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      780000 | PA      | $835280.16    | 0.08%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| New Flyer Holdings, Inc.                                                          | New Flyer Holdings, Inc.                                                                       | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1928000 | PA      | $2081123.69   | 0.20%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                               | Newell Brands, Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1913000 | PA      | $1918867.17   | 0.18%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| News Corp.                                                                        | News Corp.                                                                                     | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1127769.56   | 0.11%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                      | Northern Star Resources Ltd.                                                                   | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      926000 | PA      | $993091.10    | 0.09%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co.                                                         | Northern States Power Co.                                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      721000 | PA      | $740612.48    | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                      | Northwestern Mutual Life Insurance Co. (The)                                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      850000 | PA      | $917130.88    | 0.09%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| nVent Finance SARL                                                                | nVent Finance SARL                                                                             | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $317036.80    | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA                                                                                         | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      677000 | PA      | $638515.94    | 0.06%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                            | OCP SA                                                                                         | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1038000 | PA      | $1124286.50   | 0.11%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM2, Class A1                                                          | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     1481505 | PA      | $1491740.69   | 0.14%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM3, Class A1                                                          | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |      316677 | PA      | $319509.92    | 0.03%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM8, Class A1                                                          | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |     1053450 | PA      | $1066963.13   | 0.10%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2025-NQM18, Class A1                                                         | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |      744824 | PA      | $750156.48    | 0.07%             | 2065-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                | Chord Energy Corp.                                                                             | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2048000 | PA      | $2092032.74   | 0.20%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                         | OBX Trust, Series 2024-NQM1, Class A1                                                          | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      654906 | PA      | $659179.71    | 0.06%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                        | Occidental Petroleum Corp.                                                                     | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      777000 | PA      | $846350.36    | 0.08%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                            | Oklahoma Development Finance Authority                                                         | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |      742000 | PA      | $740647.19    | 0.07%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                   | Oncor Electric Delivery Co. LLC                                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      657000 | PA      | $684194.56    | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                              | Ontario Teachers' Cadillac Fairview Properties Trust                                           | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      878000 | PA      | $797077.65    | 0.08%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                   | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      443000 | PA      | $309038.06    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                   | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      625000 | PA      | $623719.79    | 0.06%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                   | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      558000 | PA      | $559881.05    | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | Oracle Corp.                                                                                   | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      496000 | PA      | $496277.80    | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                        | PG&E Corp.                                                                                     | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2857363.94   | 0.27%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      774000 | PA      | $821486.29    | 0.08%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                          | PNC Financial Services Group, Inc. (The)                                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      791000 | PA      | $832503.66    | 0.08%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                      | PPL Electric Utilities Corp.                                                                   | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      917000 | PA      | $883397.06    | 0.08%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                    | PSEG Power LLC                                                                                 | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1058796.70   | 0.10%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                                    | PMT Loan Trust, Series 2025-INV10, Class A36                                                   | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1353576 | PA      | $1362133.65   | 0.13%             | 2056-10-01      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      245000 | PA      | $257308.86    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                      | Pacific Gas and Electric Co.                                                                   | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      220000 | PA      | $239697.75    | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                            | Republic of Paraguay                                                                           | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      725000 | PA      | $778645.54    | 0.07%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                                                     | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      312000 | PA      | $318631.60    | 0.03%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                     | Paychex, Inc.                                                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      770000 | PA      | $789675.79    | 0.08%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                                            | Pembina Pipeline Corp.                                                                         | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |     1162000 | PA      | $828295.03    | 0.08%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                                            | Pembina Pipeline Corp.                                                                         | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      706000 | PA      | $556689.58    | 0.05%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                 | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     2437000 | PA      | $2439700.20   | 0.23%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                                                  | Republic of Peru                                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1561000 | PA      | $1611498.35   | 0.15%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                      | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     1084000 | PA      | $1083889.37   | 0.10%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1388000 | PA      | $1267330.13   | 0.12%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                               | Petroleos Mexicanos                                                                            | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      748000 | PA      | $875724.74    | 0.08%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                             | Petronas Capital Ltd.                                                                          | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1740000 | PA      | $1833471.90   | 0.17%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                     | Pioneer Natural Resources Co.                                                                  | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      596000 | PA      | $548544.82    | 0.05%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                   | Plains All American Pipeline LP                                                                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      734000 | PA      | $766578.63    | 0.07%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                   | Plains All American Pipeline LP                                                                | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      426000 | PA      | $436726.39    | 0.04%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                             | Prestige Brands, Inc.                                                                          | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2679161.20   | 0.25%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                      | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                        | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1959731 | PA      | $1438933.89   | 0.14%             | 2041-11-15      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                           | Quikrete Holdings, Inc.                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2362000 | PA      | $2454821.88   | 0.23%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                           | RHP Hotel Properties LP                                                                        | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2261000 | PA      | $2321682.98   | 0.22%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      669000 | PA      | $693701.04    | 0.07%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                               | Regal Rexnord Corp.                                                                            | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      256000 | PA      | $278355.39    | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    93420000 | PA      | $2770654.27   | 0.26%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   125763733 | PA      | $3432298.47   | 0.33%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                         | Rio Tinto Finance USA plc                                                                      | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      773000 | PA      | $803398.33    | 0.08%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                          | RB Global Holdings, Inc.                                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     2106000 | PA      | $2189534.49   | 0.21%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                              | Roche Holdings, Inc.                                                                           | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      493000 | PA      | $524592.87    | 0.05%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                              | Roche Holdings, Inc.                                                                           | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      733000 | PA      | $791394.61    | 0.08%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      494000 | PA      | $511754.46    | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                                   | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      595000 | PA      | $613324.03    | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                      | Royal Caribbean Cruises Ltd.                                                                   | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      326000 | PA      | $332967.65    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                 | SMBC Aviation Capital Finance DAC                                                              | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1509000 | PA      | $1535089.21   | 0.15%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STWD Ltd.                                                                         | STWD Ltd., Series 2021-FL2, Class B                                                            | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1223000 | PA      | $1220927.87   | 0.12%             | 2038-04-18      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| STWD Ltd.                                                                         | STWD Ltd., Series 2021-FL2, Class C                                                            | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      238000 | PA      | $237604.78    | 0.02%             | 2038-04-18      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                     | Sammons Financial Group, Inc.                                                                  | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      872000 | PA      | $948077.07    | 0.09%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                               | Santos Finance Ltd.                                                                            | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      670000 | PA      | $685103.51    | 0.07%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                           | Kingdom of Saudi Arabia                                                                        | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3134000 | PA      | $3147976.98   | 0.30%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                             | Saudi Arabian Oil Co.                                                                          | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     1196000 | PA      | $1197614.60   | 0.11%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                        | Charles Schwab Corp. (The)                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1076322.85   | 0.10%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                                | Republic of Serbia                                                                             | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      665000 | PA      | $702168.53    | 0.07%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                              | Shriram Finance Ltd.                                                                           | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     1323000 | PA      | $1358475.19   | 0.13%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                     | Six Flags Entertainment Corp.                                                                  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1447765.14   | 0.14%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                     | Six Flags Entertainment Corp.                                                                  | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $774557.70    | 0.07%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                          | Republic of South Africa                                                                       | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1926000 | PA      | $2072185.69   | 0.20%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                          | Republic of South Africa                                                                       | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $200097.00    | 0.02%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Spire, Inc.                                                                       | Spire, Inc.                                                                                    | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $1022631.43   | 0.10%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                                       | Spire, Inc.                                                                                    | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     1309000 | PA      | $1319548.81   | 0.13%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                                | Republic of Poland                                                                             | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1476000 | PA      | $1548121.46   | 0.15%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                 | Store Capital LLC                                                                              | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1260109.03   | 0.12%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                 | Store Capital LLC                                                                              | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       62000 | PA      | $55465.42     | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                         | Sunoco LP                                                                                      | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2627000 | PA      | $2775646.17   | 0.26%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                                      | TCW CLO Ltd., Series 2020-1A, Class BR3                                                        | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3150000 | PA      | $3134785.50   | 0.30%             | 2034-04-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      657000 | PA      | $651949.25    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      796000 | PA      | $821096.57    | 0.08%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      247000 | PA      | $264038.09    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                                  | TRTX Issuer Ltd., Series 2025-FL7, Class AS                                                    | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1297029 | PA      | $1297029.00   | 0.12%             | 2043-06-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                      | Tallgrass Energy Partners LP                                                                   | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1807000 | PA      | $1873344.01   | 0.18%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                      | Tallgrass Energy Partners LP                                                                   | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1096560.17   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      241000 | PA      | $234045.72    | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                             | Targa Resources Corp.                                                                          | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      695000 | PA      | $602308.86    | 0.06%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                    | Thermo Fisher Scientific, Inc.                                                                 | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $1018383.99   | 0.10%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                   | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                                     | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11566261 | PA      | $395982.52    | 0.04%             | 2054-11-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                                                             | Toledo Hospital (The), Series AGMC                                                             | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      560000 | PA      | $568946.95    | 0.05%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Toll Road Investors Partnership II LP                                             | Toll Road Investors Partnership II LP                                                          | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1754000 | PA      | $1665558.29   | 0.16%             | 2027-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                   | TransDigm, Inc.                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2802000 | PA      | $2878161.16   | 0.27%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1182000 | PA      | $1075580.84   | 0.10%             | 2031-02-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1447000 | PA      | $1309177.19   | 0.12%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      270000 | PA      | $281065.43    | 0.03%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp.                                                               | Union Pacific Corp.                                                                            | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $933183.96    | 0.09%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | United Mexican States                                                                          | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      975000 | PA      | $987041.25    | 0.09%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17144000 | PA      | $15846815.36  | 1.51%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4179000 | PA      | $4246582.29   | 0.40%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Bonds                                                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      408000 | PA      | $424383.75    | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6150000 | PA      | $6307833.97   | 0.60%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7521000 | PA      | $7559486.39   | 0.72%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                          | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      913000 | PA      | $943462.01    | 0.09%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                    | Univision Communications, Inc.                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2181000 | PA      | $2232048.49   | 0.21%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                      | Oriental Republic of Uruguay                                                                   | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   147528000 | PA      | $4043544.71   | 0.38%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank ATB                                        | Uzbek Industrial and Construction Bank ATB                                                     | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      992000 | PA      | $1082084.39   | 0.10%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                          | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1539127.50   | 0.15%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                          | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1078311.39   | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                             | Veritiv Operating Co.                                                                          | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1530057.10   | 0.15%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                        | Verus Securitization Trust, Series 2024-1, Class A1                                            | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      736531 | PA      | $740551.46    | 0.07%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd.                                                                    | Videotron Ltd.                                                                                 | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      965000 | PA      | $943564.79    | 0.09%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                               | Viking Cruises Ltd.                                                                            | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      977000 | PA      | $996696.32    | 0.09%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                                | Viking Ocean Cruises Ship VII Ltd.                                                             | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1775000 | PA      | $1773542.90   | 0.17%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                                      | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      834000 | PA      | $838771.66    | 0.08%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                         | Vistra Operations Co. LLC                                                                      | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      834000 | PA      | $839773.78    | 0.08%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                                     | Volvo Financial Equipment LLC, Series 2024-1A, Class A2                                        | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      461331 | PA      | $461747.28    | 0.04%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                           | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      779000 | PA      | $761835.35    | 0.07%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                              | Vulcan Materials Co.                                                                           | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      438000 | PA      | $441725.05    | 0.04%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                   | WEA Finance LLC                                                                                | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     1043000 | PA      | $1030703.57   | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                             | WMG Acquisition Corp.                                                                          | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1035145.46   | 0.10%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WSP Global, Inc.                                                                  | WSP Global, Inc.                                                                               | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |     1092000 | PA      | $868692.58    | 0.08%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                             | Walker & Dunlop, Inc.                                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2001536.18   | 0.19%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      743000 | PA      | $697726.22    | 0.07%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      554000 | PA      | $551136.72    | 0.05%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                 | Wells Fargo & Co.                                                                              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      365000 | PA      | $378676.26    | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                               | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9099642 | PA      | $497854.17    | 0.05%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                             | Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class XA                               | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15214226 | PA      | $891608.39    | 0.08%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      670000 | PA      | $710494.96    | 0.07%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                         | Westinghouse Air Brake Technologies Corp.                                                      | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      635000 | PA      | $668257.85    | 0.06%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                         | XPLR Infrastructure Operating Partners LP                                                      | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     1866000 | PA      | $1975814.83   | 0.19%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      515000 | PA      | $518829.10    | 0.05%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                 | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       87000 | PA      | $90937.33     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                                      | Glencore Finance Canada Ltd.                                                                   | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $65124.79     | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Australian Dollar                                                                 | Australian Dollar                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         247 | OU      | $176.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON International Finance BV                                                     | E.ON International Finance BV                                                                  | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1384866.49   | 0.13%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      430000 | PA      | $579954.95    | 0.06%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                     | Enel Finance International NV                                                                  | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      930000 | PA      | $1251737.24   | 0.12%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                          | Republic of South Africa                                                                       | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   241589000 | PA      | $15376553.05  | 1.46%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arqiva Financing plc                                                              | Arqiva Financing plc                                                                           | CUSIP: N/A<br>LEI: 213800HHECW72RW2QH41       | Long             | DBT              | CORP              | GB        |      485333 | PA      | $633102.47    | 0.06%             | 2032-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Iceland                                                               | Iceland Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   415500000 | PA      | $3371693.80   | 0.32%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                              | Republic of Paraguay                                                                           | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     2000000 | PA      | $1939888.82   | 0.18%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                   | ESB Finance DAC                                                                                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      690000 | PA      | $772682.08    | 0.07%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   991000000 | PA      | $5192810.81   | 0.49%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     7255000 | PA      | $5323336.17   | 0.51%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                         | Commonwealth of Australia                                                                      | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    32013000 | PA      | $17572479.75  | 1.67%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd.                                          | Star Energy Geothermal Wayang Windu Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |      510000 | PA      | $524751.07    | 0.05%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                   | Fairfax Financial Holdings Ltd.                                                                | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1284000 | PA      | $957608.62    | 0.09%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Bonos de la Tesoreria de la Republica en pesos                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  6745000000 | PA      | $7677872.48   | 0.73%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                                    | Mong Duong Finance Holdings BV                                                                 | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |           1 | PA      | $0.50         | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 15314110000 | PA      | $10236818.98  | 0.97%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1826000 | PA      | $1522030.88   | 0.14%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                                 | New Zealand Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     5963000 | PA      | $3193962.04   | 0.30%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                             | EP Infrastructure A/S                                                                          | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |     1413000 | PA      | $1629011.76   | 0.15%             | 2028-10-09      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2094050000 | PA      | $7110101.96   | 0.68%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                  | Transurban Finance Co. Pty. Ltd.                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |     1150000 | PA      | $1433194.43   | 0.14%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    16003000 | PA      | $16014495.09  | 1.52%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    65610000 | PA      | $10208841.45  | 0.97%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                  | Adani Transmission Step-One Ltd.                                                               | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |      864500 | PA      | $787747.62    | 0.07%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                     | BAT International Finance plc                                                                  | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     1110000 | PA      | $1359417.13   | 0.13%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                         | Republic of Cote d'Ivoire                                                                      | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1521000 | PA      | $1810045.36   | 0.17%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                   | Belfius Bank SA                                                                                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $475210.69    | 0.05%             | 2038-04-29      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                          | ORLEN SA                                                                                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |     1790000 | PA      | $1905420.54   | 0.18%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                     | EnBW International Finance BV                                                                  | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      650000 | PA      | $818240.90    | 0.08%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                      | ams-OSRAM AG                                                                                   | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     1814000 | PA      | $2274248.37   | 0.22%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                           | APA Infrastructure Ltd.                                                                        | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     1050000 | PA      | $1087383.96   | 0.10%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                   | ContourGlobal Power Holdings SA                                                                | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      550000 | PA      | $666539.06    | 0.06%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                                              | Sage Group plc (The)                                                                           | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      614000 | PA      | $704770.59    | 0.07%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                 | Exxon Mobil Corp.                                                                              | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     1010000 | PA      | $893164.86    | 0.08%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1102000000 | PA      | $3847844.01   | 0.37%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    33000000 | PA      | $4818407.22   | 0.46%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                                                 | New Zealand Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     6576000 | PA      | $4083187.87   | 0.39%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid North America, Inc.                                                 | National Grid North America, Inc.                                                              | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      840000 | PA      | $1011315.03   | 0.10%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 24350000000 | PA      | $15562865.52  | 1.48%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                    | Bruce Power LP, Series 21-1                                                                    | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      208000 | PA      | $151091.82    | 0.01%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| AA Bond Co. Ltd.                                                                  | AA Bond Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      488000 | PA      | $663096.91    | 0.06%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                                  | Dua Capital Ltd.                                                                               | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |     2465000 | PA      | $2303286.14   | 0.22%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                | Sultanate of Oman Government Bond                                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     2550000 | PA      | $2917573.42   | 0.28%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Iceland                                                               | Iceland Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   460500000 | PA      | $3605244.39   | 0.34%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                           | Hungary Government Bond                                                                        | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1534000 | PA      | $1575182.78   | 0.15%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                                   | Amber Finco plc                                                                                | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |     1650000 | PA      | $2035022.75   | 0.19%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      860000 | PA      | $1018756.69   | 0.10%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   701000000 | PA      | $3446263.50   | 0.33%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SPP-Distribucia A/S                                                               | SPP-Distribucia A/S                                                                            | CUSIP: N/A<br>LEI: 213800AGL5LRVQNANS48       | Long             | DBT              | CORP              | SK        |     1830000 | PA      | $1899099.45   | 0.18%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                               | NatWest Markets plc                                                                            | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1072177.29   | 0.10%             | 2031-01-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                         | Republic of Cote d'Ivoire                                                                      | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      747000 | PA      | $815744.39    | 0.08%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                 | Republic of Chile                                                                              | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      452000 | PA      | $396584.80    | 0.04%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Romania                                                                           | Romania Government Bond                                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2014000 | PA      | $2133334.41   | 0.20%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance plc                                                | Severn Trent Utilities Finance plc                                                             | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      680000 | PA      | $800278.83    | 0.08%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     9185000 | PA      | $10932754.67  | 1.04%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                      | UBS Group AG                                                                                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      890000 | PA      | $1054132.61   | 0.10%             | 2031-02-13      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Arqiva Broadcast Finance plc                                                      | Arqiva Broadcast Finance plc                                                                   | CUSIP: N/A<br>LEI: 5493007PMKIGKNYH2S25       | Long             | DBT              | CORP              | GB        |     1818000 | PA      | $2043439.74   | 0.19%             | 2030-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                             | BP Capital Markets BV                                                                          | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      760000 | PA      | $583572.47    | 0.06%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                             | EP Infrastructure A/S                                                                          | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      485000 | PA      | $577724.67    | 0.05%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services plc                                             | Tesco Corporate Treasury Services plc                                                          | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      460000 | PA      | $548760.59    | 0.05%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                      | Alliander NV                                                                                   | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |      620000 | PA      | $731899.71    | 0.07%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                             | Aeroporti di Roma SpA                                                                          | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      870000 | PA      | $1047080.37   | 0.10%             | 2032-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                | Credit Agricole SA                                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $945697.79    | 0.09%             | 2038-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                          | Lloyds Banking Group plc                                                                       | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      690000 | PA      | $818441.02    | 0.08%             | 2037-02-12      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                             | EP Infrastructure A/S                                                                          | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |     1361000 | PA      | $1609872.53   | 0.15%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   103790000 | PA      | $15107088.15  | 1.44%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Hammerson plc                                                                     | Hammerson plc                                                                                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |     1462000 | PA      | $1724092.58   | 0.16%             | 2032-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Odido Group Holding BV                                                            | Odido Group Holding BV                                                                         | CUSIP: N/A<br>LEI: 724500FOAL1MNGOJKP07       | Long             | DBT              | CORP              | NL        |     1950000 | PA      | $2298692.73   | 0.22%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                 | Autoroutes du Sud de la France SA                                                              | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $712274.39    | 0.07%             | 2034-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                             | 888 Acquisitions Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |     1850000 | PA      | $2309240.79   | 0.22%             | 2030-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    10596000 | PA      | $13237617.95  | 1.26%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Multiversity SpA                                                                  | Multiversity SpA                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |     1625000 | PA      | $1991195.62   | 0.19%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                                   | Landsbankinn HF                                                                                | CUSIP: N/A<br>LEI: 549300TLZPT6JELDWM92       | Long             | DBT              | NUSS              | IS        |      885000 | PA      | $1068210.10   | 0.10%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                               | Kingdom of Thailand                                                                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   128600000 | PA      | $4729895.96   | 0.45%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                         | Arkema SA                                                                                      | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $819084.16    | 0.08%             | 2034-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     4330000 | PA      | $5155693.03   | 0.49%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1278000000 | PA      | $6750285.28   | 0.64%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                   | BMS Ireland Capital Funding DAC                                                                | CUSIP: 05594KAB2<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      670000 | PA      | $795459.94    | 0.08%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                                  | Smiths Group plc                                                                               | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | DBT              | CORP              | GB        |      930000 | PA      | $1098630.34   | 0.10%             | 2033-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission plc                                          | Scottish Hydro Electric Transmission plc                                                       | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |      930000 | PA      | $1097483.62   | 0.10%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                               | MVM Energetika Zrt.                                                                            | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     1460000 | PA      | $1555716.37   | 0.15%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                     | AIB Group plc                                                                                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      680000 | PA      | $822782.26    | 0.08%             | 2033-03-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                    | Alphabet, Inc.                                                                                 | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      324000 | PA      | $359077.39    | 0.03%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services plc                                             | Tesco Corporate Treasury Services plc                                                          | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $1049055.02   | 0.10%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |   103660000 | PA      | $16359368.48  | 1.56%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                                       | Powszechna Kasa Oszczednosci Bank Polski SA                                                    | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | DBT              | CORP              | PL        |      750000 | PA      | $891740.65    | 0.08%             | 2027-09-12      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                     | Veralto Corp.                                                                                  | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      649000 | PA      | $798043.13    | 0.08%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                            | Eurofins Scientific SE                                                                         | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      230000 | PA      | $274905.93    | 0.03%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5843882 | PA      | $7935124.50   | 0.75%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                           | Romania Government Bond                                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1386000 | PA      | $1518193.20   | 0.14%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                          | Electricite de France SA                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $722104.13    | 0.07%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                                    | Czech Republic                                                                                 | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    29030000 | PA      | $1338873.73   | 0.13%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                  | Deutsche Bank AG                                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $947800.12    | 0.09%             | 2031-02-07      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BUPA Finance plc                                                                  | BUPA Finance plc                                                                               | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $327904.28    | 0.03%             | 2045-11-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                         | Pluxee NV                                                                                      | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $836425.83    | 0.08%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     6990000 | PA      | $6979642.01   | 0.66%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                               | Deutsche Telekom AG                                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      450000 | PA      | $496796.52    | 0.05%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                            | Republic of Costa Rica                                                                         | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     2404000 | PA      | $2737675.20   | 0.26%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $714281.65    | 0.07%             | 2036-01-27      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                    | Commerzbank AG                                                                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $477743.35    | 0.05%             | 2035-10-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Informa plc                                                                       | Informa plc                                                                                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      490000 | PA      | $579736.09    | 0.06%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                    | Commerzbank AG                                                                                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $716420.06    | 0.07%             | 2034-06-06      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                 | Iliad Holding SAS                                                                              | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      650000 | PA      | $817686.08    | 0.08%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| El Corte Ingles SA                                                                | El Corte Ingles SA                                                                             | CUSIP: N/A<br>LEI: 95980020140005374753       | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1060669.11   | 0.10%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                                 | Iliad Holding SAS                                                                              | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |     1293000 | PA      | $1626566.31   | 0.15%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| mBank SA                                                                          | mBank SA                                                                                       | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      700000 | PA      | $854666.29    | 0.08%             | 2030-09-27      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      690000 | PA      | $694119.66    | 0.07%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                             | Mex Bonos Desarr Fix Rt                                                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    76600000 | PA      | $4241154.57   | 0.40%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4393000 | PA      | $5322173.12   | 0.51%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                        | Liberty Mutual Group, Inc.                                                                     | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1206611.81   | 0.11%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     1430000 | PA      | $1694011.21   | 0.16%             | 2030-07-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                         | Thales SA                                                                                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $752802.89    | 0.07%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                     | P3 Group Sarl                                                                                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      730000 | PA      | $864580.29    | 0.08%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                            | BP Capital Markets plc                                                                         | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      880000 | PA      | $1221065.14   | 0.12%             | 2029-11-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                        | Visa, Inc.                                                                                     | CUSIP: 92826CAX0<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      430000 | PA      | $508263.22    | 0.05%             | 2044-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                                   | Landsbankinn HF                                                                                | CUSIP: N/A<br>LEI: 549300TLZPT6JELDWM92       | Long             | DBT              | NUSS              | IS        |      490000 | PA      | $579447.48    | 0.06%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                        | People's Republic of China                                                                     | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    27300000 | PA      | $3994018.03   | 0.38%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                                   | Amber Finco plc                                                                                | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      478000 | PA      | $589539.92    | 0.06%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                          | Shurgard Luxembourg Sarl                                                                       | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $836021.13    | 0.08%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aviva plc                                                                         | Aviva plc                                                                                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     1090000 | PA      | $1335388.44   | 0.13%             | 2056-08-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     3954000 | PA      | $4705217.93   | 0.45%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                                    | Brazilian Real                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      400000 | PA      | $469707.68    | 0.04%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                     | UniCredit SpA                                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1559353.54   | 0.15%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                      | Klepierre SA                                                                                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $591576.90    | 0.06%             | 2037-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                            | Booking Holdings, Inc.                                                                         | CUSIP: 09857LBE7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      810000 | PA      | $949702.30    | 0.09%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                              | Samarco Mineracao SA                                                                           | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     1690155 | PA      | $1695854.20   | 0.16%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                     | Notas do Tesouro Nacional                                                                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   111969000 | PA      | $18242588.58  | 1.74%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1830080.06   | 0.17%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                               | Kingdom of Thailand                                                                            | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    82600000 | PA      | $2832595.94   | 0.27%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                                | Pinnacle Bidco plc                                                                             | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |     1619000 | PA      | $2296394.37   | 0.22%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                                           | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      810000 | PA      | $953935.27    | 0.09%             | 2036-01-23      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                             | Navoi Mining & Metallurgical Combinat                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | UZ        |     1418000 | PA      | $1469192.14   | 0.14%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                            | Booking Holdings, Inc.                                                                         | CUSIP: 09857LBJ6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      470000 | PA      | $561644.46    | 0.05%             | 2038-05-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                          | Shurgard Luxembourg Sarl                                                                       | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |     1100000 | PA      | $1287926.77   | 0.12%             | 2034-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                                  | Bonos and Obligaciones del Estado                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4373000 | PA      | $5242628.67   | 0.50%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                   | ContourGlobal Power Holdings SA                                                                | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     1372000 | PA      | $1662711.99   | 0.16%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                                                 | Nestle Finance International Ltd.                                                              | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      590000 | PA      | $660903.78    | 0.06%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                  | Bonos de la Tesoreria                                                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    29090000 | PA      | $9279454.82   | 0.88%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |   206200000 | PA      | $142721.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    79700000 | PA      | $-13427.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CN        |    77500000 | PA      | $14185.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                                  | Maxam Prill Sarl                                                                               | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |     1590000 | PA      | $1936404.92   | 0.18%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                      | Elia Transmission Belgium SA                                                                   | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1059943.43   | 0.10%             | 2035-10-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                                 | Republic of Korea                                                                              | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 34500000000 | PA      | $23178876.20  | 2.21%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                  | Transurban Finance Co. Pty. Ltd.                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      280000 | PA      | $336461.98    | 0.03%             | 2037-11-26      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                         | Mapfre SA                                                                                      | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $951351.32    | 0.09%             | 2032-01-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                        | Smurfit Kappa Treasury ULC                                                                     | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      250000 | PA      | $299298.16    | 0.03%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance plc                                                | Severn Trent Utilities Finance plc                                                             | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      710000 | PA      | $851437.13    | 0.08%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                           | Vier Gas Transport GmbH                                                                        | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1074048.88   | 0.10%             | 2033-09-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hammerson plc                                                                     | Hammerson plc                                                                                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      785000 | PA      | $1078395.23   | 0.10%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4412000 | PA      | $5346521.22   | 0.51%             | 2046-05-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Bulgaria                                                              | Bulgaria Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     1192000 | PA      | $1204014.69   | 0.11%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                           | Vier Gas Transport GmbH                                                                        | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1195063.29   | 0.11%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                              | Experian Finance plc                                                                           | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |     1010000 | PA      | $1180191.99   | 0.11%             | 2034-10-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                  | Unicaja Banco SA                                                                               | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $599973.13    | 0.06%             | 2031-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                                 | Hellenic Republic                                                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    12680000 | PA      | $15522550.51  | 1.48%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Assa Abloy AB                                                                     | Assa Abloy AB                                                                                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |      590000 | PA      | $705603.15    | 0.07%             | 2032-09-09      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings plc                                                      | Omnicom Finance Holdings plc                                                                   | CUSIP: 68217VAC1<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1416363.12   | 0.13%             | 2034-05-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     1210000 | PA      | $1428935.35   | 0.14%             | 2035-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      670000 | PA      | $808696.34    | 0.08%             | 2035-07-30      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CEZ A/S                                                                           | CEZ A/S                                                                                        | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | NUSS              | CZ        |      760000 | PA      | $918313.02    | 0.09%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                              | U.K. Treasury                                                                                  | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5100000 | PA      | $7008179.51   | 0.67%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                                    | Edge Finco plc                                                                                 | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     1814000 | PA      | $2618924.20   | 0.25%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     3792000 | PA      | $4595788.28   | 0.44%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| America Movil BV                                                                  | America Movil BV                                                                               | CUSIP: N/A<br>LEI: 724500AVF7ZU7L61BL70       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1185589.59   | 0.11%             | 2030-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                             | Japan Government Bond                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1224000000 | PA      | $7752744.60   | 0.74%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                                              | Sage Group plc (The)                                                                           | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $283425.97    | 0.03%             | 2033-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                     | EnBW International Finance BV                                                                  | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      630000 | PA      | $757899.04    | 0.07%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                               | Lseg Netherlands BV                                                                            | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      770000 | PA      | $903122.98    | 0.09%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                              | Experian Finance plc                                                                           | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      720000 | PA      | $855393.53    | 0.08%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                                  | Maxam Prill Sarl                                                                               | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      450000 | PA      | $548039.12    | 0.05%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                 | CNH Industrial NV                                                                              | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | DBT              | CORP              | NL        |     1330000 | PA      | $1570100.00   | 0.15%             | 2035-09-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                 | NatWest Group plc                                                                              | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     1680000 | PA      | $1994676.07   | 0.19%             | 2034-09-03      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                        | Anheuser-Busch InBev SA/NV                                                                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      230000 | PA      | $267795.71    | 0.03%             | 2045-05-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                              | Fastighets AB Balder                                                                           | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      410000 | PA      | $493075.88    | 0.05%             | 2032-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                  | Terna - Rete Elettrica Nazionale                                                               | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     2180000 | PA      | $2577028.57   | 0.25%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                               | Erste Group Bank AG                                                                            | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      600000 | PA      | $710837.33    | 0.07%             | 2036-04-21      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                             | Thermo Fisher Scientific Finance I BV                                                          | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      680000 | PA      | $813513.51    | 0.08%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      350000 | PA      | $421182.28    | 0.04%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                 | NTT Finance Corp.                                                                              | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      262000 | PA      | $317666.18    | 0.03%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Mondi Finance plc                                                                 | Mondi Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $949716.93    | 0.09%             | 2033-05-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                             | CUSIP: 87264AEB7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      730000 | PA      | $862950.98    | 0.08%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                               | Swisscom Finance BV                                                                            | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |     1360000 | PA      | $1604868.26   | 0.15%             | 2037-11-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                             | Heathrow Funding Ltd.                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      560000 | PA      | $761011.50    | 0.07%             | 2034-02-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| mBank SA                                                                          | mBank SA                                                                                       | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | DBT              | CORP              | PL        |      100000 | PA      | $119054.23    | 0.01%             | 2032-03-03      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                      | NBN Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | NUSS              | AU        |     1420000 | PA      | $1707968.95   | 0.16%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                         | Ford Motor Credit Co. LLC                                                                      | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      590000 | PA      | $699047.20    | 0.07%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                      | CaixaBank SA                                                                                   | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $590046.08    | 0.06%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| French Republic                                                                   | French Republic                                                                                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4500000 | PA      | $5438113.13   | 0.52%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Aena SME SA                                                                       | Aena SME SA                                                                                    | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $592678.74    | 0.06%             | 2036-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                                                   | Summer BidCo BV                                                                                | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |     1511000 | PA      | $1806465.29   | 0.17%             | 2031-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Linde plc                                                                         | Linde plc                                                                                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      400000 | PA      | $474850.29    | 0.05%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                       | Bundesrepublik Deutschland                                                                     | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2325000 | PA      | $2744140.37   | 0.26%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                       | Heineken NV                                                                                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     1180000 | PA      | $1406669.28   | 0.13%             | 2034-05-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                     | E.ON International Finance BV                                                                  | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     1590000 | PA      | $1878305.59   | 0.18%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                             | Magnum Icc Finance BV                                                                          | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      620000 | PA      | $730692.09    | 0.07%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                             | Magnum Icc Finance BV                                                                          | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $948660.59    | 0.09%             | 2034-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                              | Volkswagen Bank GmbH                                                                           | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $479207.33    | 0.05%             | 2032-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                             | Aeroporti di Roma SpA                                                                          | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      590000 | PA      | $701213.23    | 0.07%             | 2034-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                            | Booking Holdings, Inc.                                                                         | CUSIP: 09857LBL1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      930000 | PA      | $1097934.53   | 0.10%             | 2030-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1252899.62   | 0.12%             | 2031-11-07      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                         | BHP Billiton Finance Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |     1360000 | PA      | $1613561.10   | 0.15%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                          | Engie SA                                                                                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1071277.55   | 0.10%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                              | Fastighets AB Balder                                                                           | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      600000 | PA      | $711582.47    | 0.07%             | 2031-08-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                           | BPCE SA                                                                                        | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $715211.31    | 0.07%             | 2039-02-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                       | Imperial Brands Finance plc                                                                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      680000 | PA      | $806546.26    | 0.08%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                                 | Buoni Poliennali del Tesoro                                                                    | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     5724000 | PA      | $6847717.52   | 0.65%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                             | Gruppo San Donato SpA                                                                          | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |     1933000 | PA      | $2324802.79   | 0.22%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Oil Co. of the Azerbaijan Republic                                          | State Oil Co. of the Azerbaijan Republic                                                       | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |     1481000 | PA      | $1602547.12   | 0.15%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ceska sporitelna A/S                                                              | Ceska sporitelna A/S                                                                           | CUSIP: N/A<br>LEI: 9KOGW2C2FCIOJQ7FF485       | Long             | DBT              | CORP              | CZ        |      600000 | PA      | $712580.78    | 0.07%             | 2033-02-11      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                       | Nationwide Building Society                                                                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $930520.71    | 0.09%             | 2037-02-03      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK plc                                                                | Crh Finance UK plc                                                                             | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $1045019.76   | 0.10%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                       | Federal Republic of Nigeria                                                                    | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1168000 | PA      | $1222701.86   | 0.12%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                                   | Canadian Dollar                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |           0 | OU      | $0.23         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Canada 10 Year Bond                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          62 | NC      | $18888.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Credit Index Swaption                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    91320000 | PA      | $322187.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Repub. Kronas                                                               | Czech Repub. Kronas                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Euro-Schatz                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         193 | NC      | $71840.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                              | EURO                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       13472 | OU      | $15918.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 5 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         481 | NC      | $287774.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Long Gilt                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          17 | NC      | $18264.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                                     | British Pound                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |       12241 | OU      | $16497.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesian Rupiah                                                                 | Indonesian Rupiah                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |         694 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Euro-BTP                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          65 | NC      | $191419.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                                      | Japanese Yen                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |           8 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                                                   | South Korea Won                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |        1751 | OU      | $1.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                                                 | New Mexican Pesos                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |           0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                                | New Zealand Dollar                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |          49 | OU      | $29.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Euro-Bobl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -22 | NC      | $-12521.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Euro-Bund                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -251 | NC      | $-415433.83   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    79900000 | PA      | $-789345.15   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | IRS                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   135540000 | PA      | $-343809.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 2 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         571 | NC      | $140704.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Note                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         401 | NC      | $386902.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | Euro-Buxl                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -76 | NC      | $-277765.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury Long Bond                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          57 | NC      | $53705.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                               | U.S. Treasury 10 Year Ultra Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -302 | NC      | $-371567.21   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Multiversity SpA                                                                  | Multiversity SpA                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      431000 | PA      | $528126.34    | 0.05%             | 2031-05-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Canada 5 Year Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         152 | NC      | $46256.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                               | FIS Fabbrica Italiana Sintetici SpA                                                            | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |     1600000 | PA      | $1908203.44   | 0.18%             | 2031-02-05      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                               | Australia 3 Year Bond                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -585 | NC      | $-2855.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| South African Rand                                                                | South African Rand                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |    10569519 | OU      | $663758.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer