# EDGAR Filing Document

**Accession Number:** 0000225604
**File Stem:** 0002071691-26-006487
**Filing Date:** 2026-3
**Character Count:** 75972
**Document Hash:** 15938abed682d527a1d3d73d4ebe9fc0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-006487.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0002071691-26-006487

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST III
- **CENTRAL INDEX KEY:** 0000225604

**ORGANIZATION NAME:**
- **EIN:** 046414785
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02794
- **FILM NUMBER:** 26789749

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SERIES TRUST III /MA
- **DATE OF NAME CHANGE:** 19940411

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASSACHUSETTS FINANCIAL HIGH INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Global High Yield Fund (Series ID: S000002428)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000006484 | A            | MHOAX           |
| C000006485 | B            | MHOBX           |
| C000006486 | C            | MHOCX           |
| C000006487 | I            | MHOIX           |
| C000064677 | R1           | MHORX           |
| C000064678 | R2           | MHOSX           |
| C000064679 | R3           | MHOTX           |
| C000064680 | R4           | MHOUX           |
| C000064681 | R6           | MHOVX           |

## 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 III

- **b. Investment Company Act file number:** 811-02794

- **c. CIK number of Registrant:** 0000225604

- **d. LEI of Registrant:** 549300V6TTODTL97GD50

- **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 High Yield Fund

- **b. EDGAR series identifier (if any):** S000002428

- **c. LEI of Series:** IAJ1R15XQSLN6MYDI525

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $213164982.02

**Total Liabilities:** $7622062.85

**Net Assets:** $205542919.17

**Delayed Delivery Securities:** $3342100.44

**Cash Not Reported:** $45176.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7.26340480 | **1-Year:** -237.27077100 | **5-Year:** -1070.22222900 | **10-Year:** -1276.95746230 | **30-Year:** -385.34097290

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

- **3-Month:** -283.54839790 | **1-Year:** -4899.52262820 | **5-Year:** -10501.64955000 | **10-Year:** -1954.03612740 | **30-Year:** -12.97531220

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006485 | 0.33%                | 0.51%                | 0.70%                |
| Class ID C000064678 | 0.37%                | 0.55%                | 0.75%                |
| Class ID C000064679 | 0.39%                | 0.57%                | 0.77%                |
| Class ID C000006486 | 0.33%                | 0.51%                | 0.71%                |
| Class ID C000006487 | 0.41%                | 0.77%                | 0.61%                |
| Class ID C000064681 | 0.42%                | 0.60%                | 0.80%                |
| Class ID C000064680 | 0.41%                | 0.59%                | 0.79%                |
| Class ID C000006484 | 0.39%                | 0.57%                | 0.77%                |
| Class ID C000064677 | 0.33%                | 0.51%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-248830.96              | $224293.26                                 |
| Month 2  | $-71874.57               | $569846.52                                 |
| Month 3  | $136766.34               | $629175.57                                 |

**Designated Index Information**

- **Index Name:** BofaML Global HY Constrained

- **Index Identifier:** MLGHYC

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Termocandelaria Power SA                                                  | Termocandelaria Power SA                                                  | CUSIP: N/A<br>LEI: 549300YDORW43JL6G659       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $414928.00    | 0.20%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                          | IHS Holding Ltd.                                                          | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    785000 | PA      | $780832.56    | 0.38%             | 2028-11-29      | Fixed         | 6.25%                 | 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      | $1144.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                                    | Neopharmed Gentili SpA                                                    | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |    596000 | PA      | $735927.63    | 0.36%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corp.                                           | Central American Bottling Corp.                                           | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    916000 | PA      | $911119.92    | 0.44%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ambipar Lux Sarl                                                          | Ambipar Lux Sarl                                                          | CUSIP: N/A<br>LEI: 9845008C0E14F9BDEK55       | Long             | DBT              | CORP              | LU        |    385000 | PA      | $55820.00     | 0.03%             | 2033-02-05      | Fixed         | 10.88%                | 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      | $1396.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Subordinated Trust                                             | Industrial Subordinated Trust 2 0                                         | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |    529000 | PA      | $536538.25    | 0.26%             | 2036-04-15      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    280000 | PA      | $336533.01    | 0.16%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PLT VII Finance Sarl                                                      | PLT VII Finance Sarl                                                      | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $123116.01    | 0.06%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IIFL Finance Ltd.                                                         | IIFL Finance Ltd.                                                         | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |    554000 | PA      | $577518.24    | 0.28%             | 2028-07-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                              | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    670000 | PA      | $842038.53    | 0.41%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  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        |   5538312 | NS      | $5539420.06   | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Summer BidCo BV                                                           | Summer BidCo BV                                                           | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118756.68    | 0.06%             | 2029-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                      | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $714615.08    | 0.35%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                             | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |    200000 | PA      | $242813.47    | 0.12%             | 2026-10-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                       | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    640000 | PA      | $575757.31    | 0.28%             | 2050-01-23      | Fixed         | 7.69%                 | 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        |    754000 | PA      | $823406.45    | 0.40%             | 2039-01-08      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                     | Capstone Copper Corp.                                                     | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $430034.62    | 0.21%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ipoteka-Bank ATIB                                                         | Ipoteka-Bank ATIB                                                         | CUSIP: N/A<br>LEI: 213800UWVX5JSNXJS434       | Long             | DBT              | CORP              | UZ        |    500000 | PA      | $509759.42    | 0.25%             | 2030-10-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet SA                                              | SAN Miguel Industrias Pet SA                                              | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    640000 | PA      | $616825.60    | 0.30%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                        | Aegea Finance Sarl                                                        | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $692903.15    | 0.34%             | 2036-01-20      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                       | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    363000 | PA      | $442089.39    | 0.22%             | 2031-02-15      | Fixed         | 6.88%                 | 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      | $3741.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                      | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    886000 | PA      | $907474.96    | 0.44%             | 2028-02-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                  | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    260000 | PA      | $291572.03    | 0.14%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                    | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |    350000 | PA      | $500844.81    | 0.24%             | 2029-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Sorik Marapi Geothermal Power PT                                          | Sorik Marapi Geothermal Power PT                                          | CUSIP: N/A<br>LEI: 254900OW9VKG09S8C597       | Long             | DBT              | CORP              | ID        |    480150 | PA      | $493532.81    | 0.24%             | 2031-08-05      | Fixed         | 7.75%                 | 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      | $1743.02      | 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      | $-8764.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                       | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    442000 | PA      | $444211.33    | 0.22%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                    | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $286197.04    | 0.14%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                     | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |    750000 | PA      | $777592.43    | 0.38%             | 2030-07-21      | Fixed         | 7.55%                 | 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      | $-433040.50   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $513250.00    | 0.25%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                   | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $898687.28    | 0.44%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                   | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    342000 | PA      | $286425.00    | 0.14%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    671000 | PA      | $678896.66    | 0.33%             | 2030-01-23      | Fixed         | 8.12%                 | 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      | $-24442.77    | -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      | $3281.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl                                                        | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    574000 | PA      | $621441.10    | 0.30%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd.                                  | Montego Bay Airport Revenue Finance Ltd.                                  | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    288000 | PA      | $287769.60    | 0.14%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    224000 | PA      | $274133.18    | 0.13%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                     | Kingston Airport Revenue Finance Ltd.                                     | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    735000 | PA      | $749464.80    | 0.36%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    394000 | PA      | $488257.72    | 0.24%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                       | Intrum Investments And Financing AB, Series 1                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |    681779 | PA      | $733306.32    | 0.36%             | 2028-09-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                          | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $436521.35    | 0.21%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                  | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $382000.61    | 0.19%             | 2030-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petra Diamonds US Treasury plc                                            | Petra Diamonds US Treasury plc                                            | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |    359667 | PA      | $218713.16    | 0.11%             | 2030-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Wolf Midstream Canada LP                                                  | Wolf Midstream Canada LP                                                  | CUSIP: 977734AA0<br>LEI: 2549001Q852MSO20OC46 | Long             | DBT              | CORP              | CA        |    813000 | PA      | $622445.20    | 0.30%             | 2029-07-18      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Arqiva Broadcast Finance plc                                              | Arqiva Broadcast Finance plc                                              | CUSIP: N/A<br>LEI: 5493007PMKIGKNYH2S25       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $411078.80    | 0.20%             | 2030-07-01      | Fixed         | 8.62%                 | 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      | $-70273.69    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                             | Cheplapharm Arzneimittel GmbH                                             | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |    541000 | PA      | $642646.64    | 0.31%             | 2032-02-15      | Fixed         | 6.75%                 | 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      | $-3845.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $122016.24    | 0.06%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    100000 | PA      | $120430.77    | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flos B&b Italia SpA                                                       | Flos B&b Italia SpA                                                       | CUSIP: N/A<br>LEI: 815600907387ED411436       | Long             | DBT              | CORP              | IT        |    120000 | PA      | $149449.85    | 0.07%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    456000 | PA      | $563688.48    | 0.27%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                         | MC Brazil Downstream Trading SARL                                         | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    690500 | PA      | $613667.81    | 0.30%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |    411000 | PA      | $406759.69    | 0.20%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                             | SCC Power plc                                                             | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    460939 | PA      | $78359.63     | 0.04%             | 2032-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                     | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |    443000 | PA      | $532369.70    | 0.26%             | 2031-10-31      | Fixed         | 6.50%                 | 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      | $4510.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg SARL                                              | Acu Petroleo Luxembourg SARL                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    383855 | PA      | $395258.84    | 0.19%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                  | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $206619.09    | 0.10%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                          | Grupo Nutresa SA                                                          | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    896000 | PA      | $954218.11    | 0.46%             | 2030-05-12      | Fixed         | 8.00%                 | 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      | $-5767.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                               | Biocon Biologics Global plc                                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $456910.80    | 0.22%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                       | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |    425000 | PA      | $505662.90    | 0.25%             | 2031-02-05      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                         | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |    383000 | PA      | $540413.77    | 0.26%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                    | Banco GNB Sudameris SA                                                    | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | CO        |    425000 | PA      | $422212.63    | 0.21%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                          | Telecommunications co Telekom Srbija AD Belgrade                          | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | NUSS              | RS        |    897000 | PA      | $900209.02    | 0.44%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                           | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    537000 | PA      | $665945.95    | 0.32%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                         | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $243421.79    | 0.12%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                     | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |    150000 | PA      | $180260.62    | 0.09%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                     | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    731000 | PA      | $783807.45    | 0.38%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Maxeda DIY Holding BV                                                     | Maxeda DIY Holding BV                                                     | CUSIP: N/A<br>LEI: 724500KEZU4CPEQLGZ87       | Long             | DBT              | CORP              | NL        |    472000 | PA      | $435923.59    | 0.21%             | 2026-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                               | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $896005.81    | 0.44%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ephios Subco 3 Sarl                                                       | Ephios Subco 3 Sarl                                                       | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $126398.00    | 0.06%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation Sarl                                                  | Nova Securitisation Sarl                                                  | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    811000 | PA      | $803052.20    | 0.39%             | 2031-02-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                          | Maxam Prill Sarl                                                          | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |    353000 | PA      | $434378.90    | 0.21%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLT VII Finance Sarl                                                      | PLT VII Finance Sarl                                                      | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |    548000 | PA      | $674675.72    | 0.33%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                    | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    638000 | PA      | $791639.06    | 0.39%             | 2031-01-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Endeavour Mining plc                                                      | Endeavour Mining plc                                                      | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    591000 | PA      | $610062.59    | 0.30%             | 2030-05-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Arcor SAIC                                                                | Arcor SAIC                                                                | CUSIP: N/A<br>LEI: 529900B2ROYOJG45VO88       | Long             | DBT              | CORP              | AR        |    100000 | PA      | $103362.00    | 0.05%             | 2033-07-31      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Aegis Lux 1a Sarl                                                         | Aegis Lux 1a Sarl                                                         | CUSIP: N/A<br>LEI: 529900WB6L9XYCR8YT98       | Long             | DBT              | CORP              | LU        |    421000 | PA      | $505280.77    | 0.25%             | 2031-10-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                        | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    560000 | PA      | $807483.35    | 0.39%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Odido Group Holding BV                                                    | Odido Group Holding BV                                                    | CUSIP: N/A<br>LEI: 724500FOAL1MNGOJKP07       | Long             | DBT              | CORP              | NL        |    852000 | PA      | $1018387.47   | 0.50%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                       | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    389000 | PA      | $399010.14    | 0.19%             | 2030-01-23      | Fixed         | 6.84%                 | 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      | $381.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Currenta Group Holdings Sarl                                              | Currenta Group Holdings Sarl                                              | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    504000 | PA      | $612539.96    | 0.30%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                              | Bulgarian Energy Holding EAD                                              | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |    970000 | PA      | $1111034.22   | 0.54%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |    151000 | PA      | $190831.58    | 0.09%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5880.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCC Power plc                                                             | SCC Power plc                                                             | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    850966 | PA      | $518881.52    | 0.25%             | 2028-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                           | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    294000 | PA      | $293397.82    | 0.14%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                                   | Grupo Antolin Irausa SA                                                   | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |    267000 | PA      | $232693.04    | 0.11%             | 2030-01-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                       | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    460000 | PA      | $536256.50    | 0.26%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Terraform Global Operating LP                                             | Terraform Global Operating LP                                             | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172800.43    | 0.08%             | 2026-03-01      | Fixed         | 6.12%                 | 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      | $-4067.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                     | ReNew Wind Energy AP2                                                     | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    529000 | PA      | $511068.73    | 0.25%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                       | Energuate Trust 2 0                                                       | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    601000 | PA      | $600613.51    | 0.29%             | 2035-09-15      | Fixed         | 6.35%                 | 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      | $-9297.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |    414000 | PA      | $604045.11    | 0.29%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                             | Cia de Minas Buenaventura SAA                                             | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    525000 | PA      | $546407.05    | 0.27%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    384018 | PA      | $441175.27    | 0.21%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |    499000 | PA      | $591569.47    | 0.29%             | 2031-06-15      | Fixed         | 5.25%                 | 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      | $229.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                     | 888 Acquisitions Ltd.                                                     | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |    470000 | PA      | $580325.94    | 0.28%             | 2030-05-15      | Fixed         | 10.75%                | 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      | $10008.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $291809.23    | 0.14%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |    718000 | PA      | $851013.21    | 0.41%             | 2034-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                        | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |    112500 | PA      | $139936.55    | 0.07%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                              | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    872000 | PA      | $926857.84    | 0.45%             | 2055-06-10      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                                                  | Termocandelaria Power SA                                                  | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    376000 | PA      | $390032.32    | 0.19%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                            | Mong Duong Finance Holdings BV                                            | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    544039 | PA      | $542799.80    | 0.26%             | 2029-05-07      | Fixed         | 5.12%                 | 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      | $-7495.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp.                                               | Baffinland Iron Mines Corp.                                               | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    140000 | PA      | $121867.66    | 0.06%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Flos B&b Italia SpA                                                       | Flos B&b Italia SpA                                                       | CUSIP: N/A<br>LEI: 815600907387ED411436       | Long             | DBT              | CORP              | IT        |    326400 | PA      | $406503.60    | 0.20%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                      | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $205156.99    | 0.10%             | 2030-03-02      | Fixed         | 6.38%                 | 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      | $-6161.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                         | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    450000 | PA      | $547699.04    | 0.27%             | 2031-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                            | SNF Group SACA                                                            | CUSIP: N/A<br>LEI: 969500F7036FEDYPRV54       | Long             | DBT              | CORP              | FR        |    456000 | PA      | $530609.67    | 0.26%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    698000 | PA      | $816490.44    | 0.40%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    550000 | PA      | $661480.30    | 0.32%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co., Series USD                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $216375.92    | 0.11%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                               | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    189000 | PA      | $229384.78    | 0.11%             | 2032-07-15      | Fixed         | 5.25%                 | 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      | $-2935.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                | Trident Energy Finance plc                                                | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |    448000 | PA      | $466075.75    | 0.23%             | 2029-11-30      | Fixed         | 12.50%                | 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      | $4695.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                   | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119856.53    | 0.06%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                    | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |    691000 | PA      | $820125.90    | 0.40%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    399000 | PA      | $528815.69    | 0.26%             | 2029-01-31      | Fixed         | 4.00%                 | 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      | $-11802.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                                    | Neopharmed Gentili SpA                                                    | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123477.79    | 0.06%             | 2030-04-08      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                       | Ephios Subco 3 SARL                                                       | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |    388000 | PA      | $490424.21    | 0.24%             | 2031-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                   | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |    835000 | PA      | $1000802.06   | 0.49%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Arcor SAIC                                                                | Arcor SAIC                                                                | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |    726000 | PA      | $750408.12    | 0.37%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Itelyum Regeneration Spa                                                  | Itelyum Regeneration Spa                                                  | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    432000 | PA      | $519574.32    | 0.25%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Punch Finance plc                                                         | Punch Finance plc                                                         | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $141100.20    | 0.07%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                      | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |   1102433 | PA      | $1106752.33   | 0.54%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Artemis Gold, Inc.                                                        | Artemis Gold, Inc.                                                        | CUSIP: 04302LAB6<br>LEI: 529900GXBX7DGL5YMO49 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $539321.41    | 0.26%             | 2031-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Sheet Ingot GmbH                                                  | Novelis Sheet Ingot GmbH                                                  | CUSIP: N/A<br>LEI: 9845005E95899E77AY49       | Long             | DBT              | CORP              | DE        |    460000 | PA      | $537453.55    | 0.26%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Eroski S Coop                                                             | Eroski S Coop                                                             | CUSIP: N/A<br>LEI: 959800J76YJMWZP6S661       | Long             | DBT              | CORP              | ES        |    431000 | PA      | $534435.14    | 0.26%             | 2031-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MFS High Yield Pooled Portfolio                                           | MFS High Yield Pooled Portfolio                                           | CUSIP: 552984668<br>LEI: 549300B758U8480GXX22 | Long             |  | RF                | US        |  15924757 | NS      | $135041935.97 | 65.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    617400 | PA      | $616161.19    | 0.30%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                               | SierraCol Energy Andina LLC                                               | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589000 | PA      | $589488.87    | 0.29%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                  | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112143.08    | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                          | Dometic Group AB                                                          | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |    512000 | PA      | $613673.68    | 0.30%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                          | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    310000 | PA      | $386633.20    | 0.19%             | 2031-05-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                           | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |    250000 | PA      | $310030.70    | 0.15%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Laboratoire Eimer SELAS                                                   | Laboratoire Eimer SELAS                                                   | CUSIP: N/A<br>LEI: 969500DCZL54LLTFEM37       | Long             | DBT              | CORP              | FR        |    594000 | PA      | $656594.92    | 0.32%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     53514 | OU      | $63432.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                             | British Pound                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         1 | OU      | $0.89         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                 | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    534000 | PA      | $656474.54    | 0.32%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                                           | Summer BidCo BV                                                           | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    586126 | PA      | $696063.81    | 0.34%             | 2029-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                       | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1163000 | PA      | $1014048.43   | 0.49%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings Sarl                                              | Currenta Group Holdings Sarl                                              | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121535.71    | 0.06%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                                           | Summer BidCo BV, Series PIYC                                              | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    545000 | PA      | $654575.46    | 0.32%             | 2031-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Azure Power Energy Ltd.                                                   | Azure Power Energy Ltd.                                                   | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |    367210 | PA      | $365851.21    | 0.18%             | 2026-08-19      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Petra Diamonds Ltd.                                                       | Petra Diamonds Ltd.                                                       | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             | EC               | CORP              | BM        |     24457 | NS      | $5019.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                    | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    100000 | PA      | $124081.36    | 0.06%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer