# EDGAR Filing Document

**Accession Number:** 0000851170
**File Stem:** 0001410368-26-040086
**Filing Date:** 2026-4
**Character Count:** 653736
**Document Hash:** 6464bf51843a09b59979cfae99152e40
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040086.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001410368-26-040086

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20261130

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05822
- **FILM NUMBER:** 26892069

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

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

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

## Nport-Ex

MCR-Q1

![](img1908c0e51.gif)

**Quarterly Report**

February 28, 2026

MFS<sup>®</sup> Charter Income Trust

![](img80ff2bef2.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 – 130.5%  | Bonds – 130.5%  | Bonds – 130.5%  |
| Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% | Aerospace & Defense – 2.3% |
| Axon Enterprise, Inc., 6.125%, 3/15/2030 (n) | $811000 | &nbsp;&nbsp;&nbsp; $835838 |
| Axon Enterprise, Inc., 6.25%, 3/15/2033 (n) | 229000 | &nbsp;&nbsp;&nbsp; 237363 |
| Boeing Co., 6.388%, 5/01/2031  | 26000 | &nbsp;&nbsp;&nbsp; 28420 |
| Boeing Co., 5.805%, 5/01/2050  | 73000 | &nbsp;&nbsp;&nbsp; 73295 |
| Bombardier, Inc., 7.5%, 2/01/2029 (n) | 266000 | &nbsp;&nbsp;&nbsp; 276531 |
| Bombardier, Inc., 8.75%, 11/15/2030 (n) | 120000 | &nbsp;&nbsp;&nbsp; 128561 |
| Bombardier, Inc., 7.25%, 7/01/2031 (n) | 311000 | &nbsp;&nbsp;&nbsp; 330877 |
| Bombardier, Inc., 7%, 6/01/2032 (n) | 244000 | &nbsp;&nbsp;&nbsp; 257028 |
| Bombardier, Inc., 6.75%, 6/15/2033 (n) | 481000 | &nbsp;&nbsp;&nbsp; 506850 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035  | 67000 | &nbsp;&nbsp;&nbsp; 71669 |
| TransDigm, Inc., 6.375%, 3/01/2029 (n) | 680000 | &nbsp;&nbsp;&nbsp; 698483 |
| TransDigm, Inc., 6.875%, 12/15/2030 (n) | 1124000 | &nbsp;&nbsp;&nbsp; 1169806 |
| TransDigm, Inc., 6.375%, 5/31/2033 (n) | 1062000 | &nbsp;&nbsp;&nbsp; 1083912 |
| TransDigm, Inc., 6.125%, 7/31/2034 (n) | 860000 | &nbsp;&nbsp;&nbsp; 873533 |
|  |  | &nbsp;&nbsp;&nbsp; $6572166 |
| Asset-Backed & Securitized – 2.3% | Asset-Backed & Securitized – 2.3% | Asset-Backed & Securitized – 2.3% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 0.991%, 11/15/2054 (i) | $3688736 | &nbsp;&nbsp;&nbsp; $126288 |
| AA Bond Co. Ltd., 5.5%, 7/31/2032  | 100000 | &nbsp;&nbsp;&nbsp; 135881 |
| ACREC 2021-FL1 Ltd., "C", FLR, 5.931% ((SOFR - 1mo. + 0.11448%) + 2.15%), 10/16/2036 (n) | $229500 | &nbsp;&nbsp;&nbsp; 229553 |
| Angel Oak Mortgage Trust, 2024-12, "A1", 5.653%, 10/25/2069 (n) | 159451 | &nbsp;&nbsp;&nbsp; 161025 |
| Angel Oak Mortgage Trust, 2025-1, "A2", 5.844%, 1/25/2070 (n) | 79122 | &nbsp;&nbsp;&nbsp; 79879 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "D", FLR, 6.658% (SOFR - 30 day + 3%), 1/15/2037 (n) | 208000 | &nbsp;&nbsp;&nbsp; 207999 |
| AREIT 2022-CRE6 Trust, "C", FLR, 5.81% (SOFR - 30 day + 2.15%), 1/20/2037 (n) | 100000 | &nbsp;&nbsp;&nbsp; 98962 |
| AREIT 2022-CRE6 Trust, "D", FLR, 6.509% (SOFR - 30 day + 2.85%), 1/20/2037 (n) | 100000 | &nbsp;&nbsp;&nbsp; 98224 |
| ARI Fleet Lease Trust, 2023-B, "A2", 6.05%, 7/15/2032 (n) | 24947 | &nbsp;&nbsp;&nbsp; 25109 |
| Bayview Financial Revolving Mortgage Loan Trust, FLR, 5.382% ((SOFR - 1mo. + 0.11448%) + 1.6%), 12/28/2040 (n) | 49408 | &nbsp;&nbsp;&nbsp; 116068 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.592%, 4/15/2053 (i) | 1896662 | &nbsp;&nbsp;&nbsp; 79391 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.191%, 7/15/2054 (i) | 887339 | &nbsp;&nbsp;&nbsp; 42217 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.538%, 2/15/2054 (i) | 2159026 | &nbsp;&nbsp;&nbsp; 129961 |
| Benchmark 2020-B18 Mortgage Trust, "XA", 1.737%, 7/15/2053 (i) | 2627895 | &nbsp;&nbsp;&nbsp; 136481 |
| Benchmark 2021-B23 Mortgage Trust, "XA", 1.254%, 2/15/2054 (i) | 3557190 | &nbsp;&nbsp;&nbsp; 157327 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.128%, 3/15/2054 (i) | 1972804 | &nbsp;&nbsp;&nbsp; 77296 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.843%, 6/15/2054 (i) | 5347606 | &nbsp;&nbsp;&nbsp; 165322 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.232%, 7/15/2054 (i) | 6729783 | &nbsp;&nbsp;&nbsp; 305675 |
| Benchmark 2021-B28 Mortgage Trust, "XA", 1.237%, 8/15/2054 (i) | 2264978 | &nbsp;&nbsp;&nbsp; 107057 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.638%, 7/15/2055 (i) | 8919664 | &nbsp;&nbsp;&nbsp; 342615 |
| BMP Commercial Mortgage Trust, 2024-MF23, "C", FLR, 5.5% (SOFR - 1mo. + 1.8413%), 6/15/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100094 |
| BMP Commercial Mortgage Trust, 2024-MF23, "D", FLR, 6.05% (SOFR - 1mo. + 2.3905%), 6/15/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100094 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | 56947 | &nbsp;&nbsp;&nbsp; 58921 |
| 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) | 157260 | &nbsp;&nbsp;&nbsp; 159550 |
| BX Trust, 2024-PURE, "A", FLR, 4.192% (CORRA + 1.9%), 11/15/2041 (n) | 147723 | &nbsp;&nbsp;&nbsp; 108466 |
| Cathedral Lake VI Ltd., FLR, 5.518% (SOFR - 3mo. + 1.85%), 4/25/2034 (n) | $126020 | &nbsp;&nbsp;&nbsp; 126014 |
| CF Hippolyta Issuer LLC, 2020-1, "A1", 1.69%, 7/15/2060 (n) | 88463 | &nbsp;&nbsp;&nbsp; 74967 |
| CF Hippolyta Issuer LLC, 2020-1, "B1", 2.28%, 7/15/2060 (n) | 89945 | &nbsp;&nbsp;&nbsp; 58043 |
| Chesapeake Funding II LLC, 2023-1A, "A1", 5.65%, 5/15/2035 (n) | 28421 | &nbsp;&nbsp;&nbsp; 28551 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.757%, 4/15/2054 (i) | 1559775 | &nbsp;&nbsp;&nbsp; 43190 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN34, "XA", 0.957%, 6/15/2063 (i) | 986659 | &nbsp;&nbsp;&nbsp; 34883 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN35, "XA", 1.024%, 6/15/2064 (i) | 1281114 | &nbsp;&nbsp;&nbsp; 50298 |
| Crest Ltd., CDO, 7% (0.001% Cash or 7% PIK), 1/28/2040 (a)(d)(p) | 4586320 | &nbsp;&nbsp;&nbsp; 46 |
| ELM Trust, 2024-ELM, "B10", 6.195%, 6/10/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100450 |
| ELM Trust, 2024-ELM, "C10", 5.777%, 6/10/2039 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100386 |
| 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  | 133682 | &nbsp;&nbsp;&nbsp; 135504 |
| Enterprise Fleet Financing 2024-3 LLC, "A2", 5.31%, 4/20/2027 (n) | 18370 | &nbsp;&nbsp;&nbsp; 18425 |

---

------

*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 |
| Enterprise Fleet Financing 2025-1 LLC, "A2", 4.65%, 10/20/2027 (n) | $38690 | &nbsp;&nbsp;&nbsp; $38840 |
| EQT Trust, 2024-EXTR, "B", 5.655%, 7/05/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 102271 |
| EQT Trust, 2024-EXTR, "C", 6.046%, 7/05/2041 (n) | 100000 | &nbsp;&nbsp;&nbsp; 102345 |
| Fortress CBO Investments Ltd., 2022-FL3, "AS", FLR, 5.915% (SOFR - 30 day + 2.25%), 2/23/2039 (n) | 76266 | &nbsp;&nbsp;&nbsp; 76189 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 5.774% ((SOFR - 1mo. + 0.11448%) + 2.0%), 7/15/2036 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99878 |
| M&T Bank Auto Receivables Trust, 2025-1A, "A2A", 4.63%, 5/15/2028 (n) | 99465 | &nbsp;&nbsp;&nbsp; 99684 |
| MF1 2022-FL8 Ltd., "C", FLR, 5.867% (SOFR - 30 day + 2.2%), 2/19/2037 (n) | 110841 | &nbsp;&nbsp;&nbsp; 110289 |
| MF1 2024-FL14 LLC, "B", FLR, 6.349% (SOFR - 1mo. + 2.689%), 3/19/2039 (n) | 349917 | &nbsp;&nbsp;&nbsp; 350346 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.26%, 5/15/2054 (i) | 1007759 | &nbsp;&nbsp;&nbsp; 43092 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.141%, 6/15/2054 (i) | 2783814 | &nbsp;&nbsp;&nbsp; 102585 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | 71929 | &nbsp;&nbsp;&nbsp; 72398 |
| OBX Trust, 2024-NQM1, "A2", 6.253%, 11/25/2063 (n) | 56850 | &nbsp;&nbsp;&nbsp; 57243 |
| PMT Loan Trust, 2025-INV10, "A36", FLR, 5.017% (SOFR - 1mo. + 1.35%), 10/01/2056 (n) | 96684 | &nbsp;&nbsp;&nbsp; 97295 |
| Starwood Commercial Mortgage, 2021-FL2, "B", FLR, 5.581% ((SOFR - 1mo. + 0.11448%) + 1.8%), 4/18/2038 (n) | 190000 | &nbsp;&nbsp;&nbsp; 189678 |
| Starwood Commercial Mortgage, 2021-FL2, "C", FLR, 5.88% ((SOFR - 1mo. + 0.11448%) + 2.1%), 4/18/2038 (n) | 100000 | &nbsp;&nbsp;&nbsp; 99834 |
| TCW Gem Ltd., 2020-1A, "BR3", FLR, 5.268% (SOFR - 3mo. + 1.6%), 4/20/2034 (n) | 235000 | &nbsp;&nbsp;&nbsp; 233865 |
| TPG Real Estate Finance, 2025-FL7, "AS", FLR, 5.364% (SOFR - 1mo. + 1.7%), 6/18/2043 (n) | 100000 | &nbsp;&nbsp;&nbsp; 100000 |
| Verus Securitization Trust, 2024-1, "A1", 5.712%, 1/25/2069 (n) | 81250 | &nbsp;&nbsp;&nbsp; 81693 |
| Volvo Financial Equipment LLC, 2024-1A, "A2", 4.56%, 5/17/2027 (n) | 26069 | &nbsp;&nbsp;&nbsp; 26093 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.49%, 8/15/2054 (i) | 1913739 | &nbsp;&nbsp;&nbsp; 112152 |
|  |  | &nbsp;&nbsp;&nbsp; $6475490 |
| Automotive – 2.1% | Automotive – 2.1% | Automotive – 2.1% |
| Allison Transmission, Inc., 3.75%, 1/30/2031 (n) | $1183000 | &nbsp;&nbsp;&nbsp; $1125337 |
| Allison Transmission, Inc., 5.875%, 12/01/2033 (n) | 116000 | &nbsp;&nbsp;&nbsp; 118462 |
| American Axle & Manufacturing, Inc., 6.375%, 10/15/2032 (n) | 290000 | &nbsp;&nbsp;&nbsp; 295141 |
| American Axle & Manufacturing, Inc., 7.75%, 10/15/2033 (n) | 517000 | &nbsp;&nbsp;&nbsp; 525448 |
| Clarios Global LP/Clarios US Finance Co., 6.75%, 2/15/2030 (n) | 381000 | &nbsp;&nbsp;&nbsp; 399082 |
| Clarios Global LP/Clarios US Finance Co., 4.75%, 6/15/2031 (n) | 332000 | &nbsp;&nbsp;&nbsp; 400295 |
| Clarios Global LP/Clarios US Finance Co., 6.75%, 9/15/2032 (n) | $175000 | &nbsp;&nbsp;&nbsp; 181654 |
| Dealer Tire LLC/DT Issuer LLC, 8%, 2/01/2028 (n) | 702000 | &nbsp;&nbsp;&nbsp; 694987 |
| Ford Motor Co., 6.1%, 8/19/2032  | 29000 | &nbsp;&nbsp;&nbsp; 30355 |
| Ford Motor Credit Co. LLC, 3.305%, 5/17/2029  | 100000 | &nbsp;&nbsp;&nbsp; 118483 |
| Hyundai Capital America, 5.25%, 1/08/2027 (n) | $19000 | &nbsp;&nbsp;&nbsp; 19205 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 53000 | &nbsp;&nbsp;&nbsp; 56989 |
| Hyundai Capital America, 4.5%, 9/18/2030 (n) | 20000 | &nbsp;&nbsp;&nbsp; 20192 |
| J.B. Poindexter & Co., Inc., 8.75%, 12/15/2031 (n) | 342000 | &nbsp;&nbsp;&nbsp; 354093 |
| New Flyer Holdings, Inc., 9.25%, 7/01/2030 (n) | 771000 | &nbsp;&nbsp;&nbsp; 832234 |
| Volkswagen Bank GmbH, 3.75%, 12/10/2032  | 100000 | &nbsp;&nbsp;&nbsp; 119802 |
| Wabash National Corp., 4.5%, 10/15/2028 (n) | $651000 | &nbsp;&nbsp;&nbsp; 599681 |
|  |  | &nbsp;&nbsp;&nbsp; $5891440 |
| Broadcasting – 2.0% | Broadcasting – 2.0% | Broadcasting – 2.0% |
| Arqiva Broadcast Finance PLC, 8.625%, 7/01/2030  | 100000 | &nbsp;&nbsp;&nbsp; $112400 |
| Dotdash Meredith, Inc., 7.625%, 6/15/2032 (n) | $530000 | &nbsp;&nbsp;&nbsp; 490298 |
| Gray Media, Inc., 9.625%, 7/15/2032 (n) | 463000 | &nbsp;&nbsp;&nbsp; 481051 |
| Gray Media, Inc., 7.25%, 8/15/2033 (n) | 348000 | &nbsp;&nbsp;&nbsp; 359346 |
| Omnicom Group, Inc., 3.85%, 5/02/2034 (w) | 100000 | &nbsp;&nbsp;&nbsp; 118030 |
| Prosus N.V., 3.061%, 7/13/2031 (n) | $329000 | &nbsp;&nbsp;&nbsp; 303418 |
| Scripps Escrow II, Inc., 3.875%, 1/15/2029 (n) | 260000 | &nbsp;&nbsp;&nbsp; 245255 |
| Sinclair Television Group, Inc., 8.125%, 2/15/2033 (n) | 630000 | &nbsp;&nbsp;&nbsp; 655987 |
| Stagwell Global LLC, 5.625%, 8/15/2029 (n) | 685000 | &nbsp;&nbsp;&nbsp; 631392 |
| Univision Communications, Inc., 8%, 8/15/2028 (n) | 347000 | &nbsp;&nbsp;&nbsp; 356439 |
| Univision Communications, Inc., 8.5%, 7/31/2031 (n) | 945000 | &nbsp;&nbsp;&nbsp; 967119 |
| Versant Media Group, Inc., 7.25%, 1/30/2031 (n) | 347000 | &nbsp;&nbsp;&nbsp; 355114 |
| WarnerMedia Holdings, Inc., 5.05%, 3/15/2042  | 630000 | &nbsp;&nbsp;&nbsp; 442575 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | 85000 | &nbsp;&nbsp;&nbsp; 81586 |
|  |  | &nbsp;&nbsp;&nbsp; $5600010 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Brokerage & Asset Managers – 1.5% | Brokerage & Asset Managers – 1.5% | Brokerage & Asset Managers – 1.5% |
| Aretec Escrow Issuer 2, Inc., 10%, 8/15/2030 (n) | $418000 | &nbsp;&nbsp;&nbsp; $444720 |
| Aretec Escrow Issuer, Inc., 7.5%, 4/01/2029 (n) | 302000 | &nbsp;&nbsp;&nbsp; 298630 |
| Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036  | 73000 | &nbsp;&nbsp;&nbsp; 73022 |
| Hightower Holding LLC, 6.75%, 4/15/2029 (n) | 447000 | &nbsp;&nbsp;&nbsp; 443210 |
| Hightower Holding LLC, 9.125%, 1/31/2030 (n) | 271000 | &nbsp;&nbsp;&nbsp; 280292 |
| Jane Street Group/JSG Finance, Inc., 6.125%, 11/01/2032 (n) | 1552000 | &nbsp;&nbsp;&nbsp; 1561267 |
| Jefferies Financial Group, Inc., 5.5%, 2/15/2036  | 62000 | &nbsp;&nbsp;&nbsp; 60977 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | 102000 | &nbsp;&nbsp;&nbsp; 100613 |
| LPL Holdings, Inc., 5.75%, 6/15/2035  | 18000 | &nbsp;&nbsp;&nbsp; 18387 |
| LSEG Netherlands B.V., 3%, 11/06/2031  | 100000 | &nbsp;&nbsp;&nbsp; 117289 |
| Osaic Holdings, Inc., 8%, 8/01/2033 (n) | $846000 | &nbsp;&nbsp;&nbsp; 842815 |
| The Carlyle Group, Inc., 5.05%, 9/19/2035  | 79000 | &nbsp;&nbsp;&nbsp; 78042 |
|  |  | &nbsp;&nbsp;&nbsp; $4319264 |
| Building – 2.5% | Building – 2.5% | Building – 2.5% |
| AmeriTex Holdco Intermediate LLC, 7.625%, 8/15/2033 (n) | $767000 | &nbsp;&nbsp;&nbsp; $803067 |
| Cornerstone Building Brands, Inc., 6.125%, 1/15/2029 (n) | 519000 | &nbsp;&nbsp;&nbsp; 259032 |
| Cornerstone Building Brands, Inc., 9.5%, 8/15/2029 (n) | 275000 | &nbsp;&nbsp;&nbsp; 199889 |
| CRH Finance (U.K.) PLC, 4.125%, 12/02/2029  | 100000 | &nbsp;&nbsp;&nbsp; 133977 |
| Ferguson Enterprises, Inc., 5%, 10/03/2034  | $85000 | &nbsp;&nbsp;&nbsp; 86352 |
| JH North America Holdings, Inc., 5.875%, 1/31/2031 (n) | 27000 | &nbsp;&nbsp;&nbsp; 27575 |
| JH North America Holdings, Inc., 6.125%, 7/31/2032 (n) | 27000 | &nbsp;&nbsp;&nbsp; 27712 |
| Knife River Corp., 7.75%, 5/01/2031 (n) | 446000 | &nbsp;&nbsp;&nbsp; 464966 |
| LBM Acquisition LLC, 6.25%, 1/15/2029 (n) | 447000 | &nbsp;&nbsp;&nbsp; 340803 |
| LBM Acquisition LLC, 9.5%, 6/15/2031 (n) | 523000 | &nbsp;&nbsp;&nbsp; 487802 |
| Miter Brands Acquisition Holdco, Inc., 6.75%, 4/01/2032 (n) | 194000 | &nbsp;&nbsp;&nbsp; 195610 |
| MIWD Holdco II LLC/MIWD Finance Co., 5.5%, 2/01/2030 (n) | 580000 | &nbsp;&nbsp;&nbsp; 543518 |
| New Enterprise Stone & Lime Co., Inc., 9.75%, 7/15/2028 (n) | 229000 | &nbsp;&nbsp;&nbsp; 230718 |
| Patrick Industries, Inc., 6.375%, 11/01/2032 (n) | 888000 | &nbsp;&nbsp;&nbsp; 912084 |
| Quikrete Holdings, Inc., 6.375%, 3/01/2032 (n) | 1498000 | &nbsp;&nbsp;&nbsp; 1556868 |
| Vulcan Materials Co., 3.5%, 6/01/2030  | 38000 | &nbsp;&nbsp;&nbsp; 37163 |
| Vulcan Materials Co., 5.7%, 12/01/2054  | 32000 | &nbsp;&nbsp;&nbsp; 32272 |
| White Cap Supply Holding Co., 7.375%, 11/15/2030 (n) | 681000 | &nbsp;&nbsp;&nbsp; 691445 |
|  |  | &nbsp;&nbsp;&nbsp; $7030853 |
| Business Services – 2.4% | Business Services – 2.4% | Business Services – 2.4% |
| ams-OSRAM AG, 10.5%, 3/30/2029  | 421000 | &nbsp;&nbsp;&nbsp; $527816 |
| athenahealth, Inc., 6.5%, 2/15/2030 (n) | $712000 | &nbsp;&nbsp;&nbsp; 669469 |
| Black Pearl Compute LLC, 6.125%, 2/15/2031 (n) | 788000 | &nbsp;&nbsp;&nbsp; 806480 |
| CACI International, Inc., 6.375%, 6/15/2033 (n) | 830000 | &nbsp;&nbsp;&nbsp; 854478 |
| CACI International, Inc., "A", 6.375%, 6/15/2033 (n)(w) | 225000 | &nbsp;&nbsp;&nbsp; 231636 |
| Fiserv, Inc., 4.4%, 7/01/2049  | 48000 | &nbsp;&nbsp;&nbsp; 37982 |
| ION Platform Finance US, Inc., 7.875%, 9/30/2032 (n) | 579000 | &nbsp;&nbsp;&nbsp; 464253 |
| Iron Mountain, Inc., 5.625%, 7/15/2032 (n) | 923000 | &nbsp;&nbsp;&nbsp; 920778 |
| Iron Mountain, Inc., 6.25%, 1/15/2033 (n) | 406000 | &nbsp;&nbsp;&nbsp; 414854 |
| Paychex, Inc., 5.1%, 4/15/2030  | 24000 | &nbsp;&nbsp;&nbsp; 24510 |
| Paychex, Inc., 5.35%, 4/15/2032  | 58000 | &nbsp;&nbsp;&nbsp; 59482 |
| SV RNO Property Owner 1 LLC, 5.875%, 3/01/2031 (n) | 858000 | &nbsp;&nbsp;&nbsp; 861844 |
| Wulf Compute LLC, 7.75%, 10/15/2030 (n) | 863000 | &nbsp;&nbsp;&nbsp; 913929 |
|  |  | &nbsp;&nbsp;&nbsp; $6787511 |
| Cable TV – 3.3% | Cable TV – 3.3% | Cable TV – 3.3% |
| Cable One, Inc., 4%, 11/15/2030 (n) | $469000 | &nbsp;&nbsp;&nbsp; $324678 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/01/2030 (n) | 1861000 | &nbsp;&nbsp;&nbsp; 1799146 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 8/15/2030 (n) | 1237000 | &nbsp;&nbsp;&nbsp; 1179885 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 5/01/2032  | 533000 | &nbsp;&nbsp;&nbsp; 487777 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.1%, 6/01/2029  | 18000 | &nbsp;&nbsp;&nbsp; 18865 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035  | 37000 | &nbsp;&nbsp;&nbsp; 38649 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.484%, 10/23/2045  | 35000 | &nbsp;&nbsp;&nbsp; 33234 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Cable TV – continued | Cable TV – continued | Cable TV – continued |
| Comcast Corp., 6.05%, 5/15/2055  | $52000 | &nbsp;&nbsp;&nbsp; $53246 |
| CSC Holdings LLC, 5.375%, 2/01/2028 (n) | 800000 | &nbsp;&nbsp;&nbsp; 575434 |
| CSC Holdings LLC, 5.75%, 1/15/2030 (n) | 425000 | &nbsp;&nbsp;&nbsp; 164205 |
| CSC Holdings LLC, 4.125%, 12/01/2030 (n) | 250000 | &nbsp;&nbsp;&nbsp; 152518 |
| DIRECTV Financing LLC, 8.875%, 2/01/2030 (n) | 256000 | &nbsp;&nbsp;&nbsp; 256295 |
| DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 10%, 2/15/2031 (n) | 176000 | &nbsp;&nbsp;&nbsp; 180008 |
| DISH DBS Corp., 5.125%, 6/01/2029  | 599000 | &nbsp;&nbsp;&nbsp; 534927 |
| DISH Network Corp., 11.75%, 11/15/2027 (n) | 494000 | &nbsp;&nbsp;&nbsp; 511426 |
| EchoStar Corp., 10.75%, 11/30/2029  | 613224 | &nbsp;&nbsp;&nbsp; 669606 |
| EchoStar Corp., 6.75% (6.75% Cash or 6.75% PIK) to 5/30/2027, 6.75% Cash to 11/30/2030 (p) | 526569 | &nbsp;&nbsp;&nbsp; 533285 |
| Summer BidCo B.V., 8.875%, 1/31/2031 (n)(p) | 100000 | &nbsp;&nbsp;&nbsp; 119554 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | $57000 | &nbsp;&nbsp;&nbsp; 55734 |
| Virgin Media Finance PLC, 5%, 7/15/2030 (n) | 562000 | &nbsp;&nbsp;&nbsp; 470865 |
| Ziggo Bond Finance B.V., 5.125%, 2/28/2030 (n) | 1190000 | &nbsp;&nbsp;&nbsp; 1032534 |
|  |  | &nbsp;&nbsp;&nbsp; $9191871 |
| Chemicals – 2.3% | Chemicals – 2.3% | Chemicals – 2.3% |
| Cerdia Finanz GmbH, 9.375%, 10/03/2031 (n) | $474000 | &nbsp;&nbsp;&nbsp; $483480 |
| Chemours Co., 4.625%, 11/15/2029 (n) | 874000 | &nbsp;&nbsp;&nbsp; 827862 |
| Consolidated Energy Finance S.A., 6.5%, 5/15/2026 (n) | 150000 | &nbsp;&nbsp;&nbsp; 148936 |
| Consolidated Energy Finance S.A., 5.625%, 10/15/2028 (n) | 606000 | &nbsp;&nbsp;&nbsp; 509040 |
| F.I.S. Fabbrica Italiana Sintetici S.p.A., 5.25%, 2/05/2031 (n) | 100000 | &nbsp;&nbsp;&nbsp; 119263 |
| FMC Corp., 8.45% to 11/01/2030, FLR (CMT - 5yr. + 4.366%) to 11/01/2055  | $286000 | &nbsp;&nbsp;&nbsp; 188124 |
| Maxam Prill S.à r.l., 6%, 7/15/2030 (n) | 726000 | &nbsp;&nbsp;&nbsp; 884170 |
| Qnity Electronics, Inc., 5.75%, 8/15/2032 (n) | $519000 | &nbsp;&nbsp;&nbsp; 531023 |
| Qnity Electronics, Inc., 6.25%, 8/15/2033 (n) | 282000 | &nbsp;&nbsp;&nbsp; 292801 |
| SCIH Salt Holdings, Inc., 6.625%, 5/01/2029 (n) | 778000 | &nbsp;&nbsp;&nbsp; 776055 |
| SNF Group SACA, 3.375%, 3/15/2030 (n) | 805000 | &nbsp;&nbsp;&nbsp; 760692 |
| W.R. Grace Holdings LLC, 7%, 8/01/2033 (n) | 801000 | &nbsp;&nbsp;&nbsp; 815538 |
|  |  | &nbsp;&nbsp;&nbsp; $6336984 |
| Computer Software – 2.1% | Computer Software – 2.1% | Computer Software – 2.1% |
| Amentum Escrow Corp., 7.25%, 8/01/2032 (n) | $614000 | &nbsp;&nbsp;&nbsp; $643370 |
| APLD ComputeCo LLC, 9.25%, 12/15/2030 (n) | 344000 | &nbsp;&nbsp;&nbsp; 361060 |
| Cloud Software Group, Inc., 9%, 9/30/2029 (n) | 175000 | &nbsp;&nbsp;&nbsp; 171369 |
| Cloud Software Group, Inc., 8.25%, 6/30/2032 (n) | 768000 | &nbsp;&nbsp;&nbsp; 768643 |
| Cloud Software Group, Inc., 6.625%, 8/15/2033 (n) | 465000 | &nbsp;&nbsp;&nbsp; 438865 |
| CoreWeave, Inc., 9.25%, 6/01/2030 (n) | 201000 | &nbsp;&nbsp;&nbsp; 196869 |
| Fair Isaac Corp., 6%, 5/15/2033 (n) | 1207000 | &nbsp;&nbsp;&nbsp; 1220007 |
| Flash Compute LLC, 7.25%, 12/31/2030 (n) | 460000 | &nbsp;&nbsp;&nbsp; 470865 |
| Microsoft Corp., 2.525%, 6/01/2050  | 71000 | &nbsp;&nbsp;&nbsp; 44207 |
| Neptune Bidco U.S., Inc., 9.29%, 4/15/2029 (n) | 718000 | &nbsp;&nbsp;&nbsp; 719407 |
| Neptune Bidco U.S., Inc., 10.375%, 5/15/2031 (n) | 230000 | &nbsp;&nbsp;&nbsp; 232140 |
| Neptune Bidco U.S., Inc., 9.5%, 2/15/2033 (n) | 233000 | &nbsp;&nbsp;&nbsp; 228058 |
| Oracle Corp., 4.95%, 2/04/2031  | 43000 | &nbsp;&nbsp;&nbsp; 42912 |
| Oracle Corp., 5.35%, 5/04/2033  | 38000 | &nbsp;&nbsp;&nbsp; 38128 |
| Oracle Corp., 5.7%, 2/04/2036  | 34000 | &nbsp;&nbsp;&nbsp; 34019 |
| Oracle Corp., 4%, 7/15/2046  | 31000 | &nbsp;&nbsp;&nbsp; 21626 |
| Sage Group PLC, 3.821%, 2/25/2033  | 100000 | &nbsp;&nbsp;&nbsp; 118094 |
|  |  | &nbsp;&nbsp;&nbsp; $5749639 |
| Computer Software - Systems – 0.5% | Computer Software - Systems – 0.5% | Computer Software - Systems – 0.5% |
| SS&C Technologies Holdings, Inc., 6.5%, 6/01/2032 (n) | $212000 | &nbsp;&nbsp;&nbsp; $216081 |
| Virtusa Corp., 7.125%, 12/15/2028 (n) | 394000 | &nbsp;&nbsp;&nbsp; 345093 |
| Zebra Technologies Corp., "A", 6.5%, 6/01/2032 (n) | 734000 | &nbsp;&nbsp;&nbsp; 752329 |
|  |  | &nbsp;&nbsp;&nbsp; $1313503 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Conglomerates – 1.2% | Conglomerates – 1.2% | Conglomerates – 1.2% |
| Amsted Industries, Inc., 6.375%, 3/15/2033 (n) | $460000 | &nbsp;&nbsp;&nbsp; $478050 |
| Columbia Pipelines Holding Co. LLC, 7.125%, 2/01/2033 (n) | 515000 | &nbsp;&nbsp;&nbsp; 529451 |
| CompoSecure Holdings LLC, 5.625%, 2/01/2033 (n) | 668000 | &nbsp;&nbsp;&nbsp; 664660 |
| Emerald Debt Merger, 6.625%, 12/15/2030 (n) | 646000 | &nbsp;&nbsp;&nbsp; 668607 |
| nVent Finance S.à r.l., 5.65%, 5/15/2033  | 23000 | &nbsp;&nbsp;&nbsp; 24306 |
| Regal Rexnord Corp., 6.05%, 4/15/2028  | 75000 | &nbsp;&nbsp;&nbsp; 77769 |
| Smiths Group PLC, 3.625%, 11/13/2033  | 100000 | &nbsp;&nbsp;&nbsp; 118132 |
| SPX Flow, Inc., 8.75%, 4/01/2030 (n) | $712000 | &nbsp;&nbsp;&nbsp; 729055 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034  | 45000 | &nbsp;&nbsp;&nbsp; 47720 |
| Westinghouse Air Brake Technologies Corp., 5.5%, 5/29/2035  | 43000 | &nbsp;&nbsp;&nbsp; 45252 |
|  |  | &nbsp;&nbsp;&nbsp; $3383002 |
| Construction – 0.9% | Construction – 0.9% | Construction – 0.9% |
| Empire Communities Corp., 9.75%, 5/01/2029 (n) | $695000 | &nbsp;&nbsp;&nbsp; $717740 |
| Mattamy Group Corp., 4.625%, 3/01/2030 (n) | 421000 | &nbsp;&nbsp;&nbsp; 411011 |
| Mattamy Group Corp., 6%, 12/15/2033 (n) | 364000 | &nbsp;&nbsp;&nbsp; 358280 |
| New Home Co., 8.5%, 11/01/2030 (n) | 597000 | &nbsp;&nbsp;&nbsp; 621667 |
| Weekley Homes LLC/Weekley Finance Corp., 4.875%, 9/15/2028 (n) | 506000 | &nbsp;&nbsp;&nbsp; 499440 |
|  |  | &nbsp;&nbsp;&nbsp; $2608138 |
| Consumer Products – 2.1% | Consumer Products – 2.1% | Consumer Products – 2.1% |
| Acushnet Co., 5.625%, 12/01/2033 (n) | $897000 | &nbsp;&nbsp;&nbsp; $912936 |
| Amer Sports Co., 6.75%, 2/16/2031 (n) | 507000 | &nbsp;&nbsp;&nbsp; 529002 |
| CD&R Smokey Buyer, Inc./Radio Systems Corp., 9.5%, 10/15/2029 (n) | 525000 | &nbsp;&nbsp;&nbsp; 430929 |
| Champ Acquisition Corp., 8.375%, 12/01/2031 (n) | 545000 | &nbsp;&nbsp;&nbsp; 579567 |
| Energizer Holdings, Inc., 4.375%, 3/31/2029 (n) | 473000 | &nbsp;&nbsp;&nbsp; 459470 |
| Energizer Holdings, Inc., 6%, 9/15/2033 (n) | 229000 | &nbsp;&nbsp;&nbsp; 223569 |
| MajorDrive Holdings IV LLC, 6.375%, 6/01/2029 (n) | 260000 | &nbsp;&nbsp;&nbsp; 192586 |
| Newell Brands, Inc., 6.375%, 5/15/2030  | 779000 | &nbsp;&nbsp;&nbsp; 781389 |
| Newell Brands, Inc., 6.625%, 5/15/2032  | 370000 | &nbsp;&nbsp;&nbsp; 369982 |
| Prestige Consumer Healthcare, Inc., 5.125%, 1/15/2028 (n) | 515000 | &nbsp;&nbsp;&nbsp; 514626 |
| Prestige Consumer Healthcare, Inc., 3.75%, 4/01/2031 (n) | 778000 | &nbsp;&nbsp;&nbsp; 727535 |
| Unilever Capital Corp., 2.875%, 10/31/2032  | 100000 | &nbsp;&nbsp;&nbsp; 117097 |
|  |  | &nbsp;&nbsp;&nbsp; $5838688 |
| Consumer Services – 2.1% | Consumer Services – 2.1% | Consumer Services – 2.1% |
| Allied Universal Holdco LLC, 6.875%, 6/15/2030 (n) | $298000 | &nbsp;&nbsp;&nbsp; $310174 |
| Allied Universal Holdco LLC, 7.875%, 2/15/2031 (n) | 548000 | &nbsp;&nbsp;&nbsp; 578967 |
| Amber Finco PLC, 6.625%, 7/15/2029 (n) | 100000 | &nbsp;&nbsp;&nbsp; 123335 |
| Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.75%, 4/15/2030 (n) | $107000 | &nbsp;&nbsp;&nbsp; 115294 |
| Arches Buyer, Inc., 6.125%, 12/01/2028 (n) | 713000 | &nbsp;&nbsp;&nbsp; 672904 |
| Booking Holdings, Inc., 3%, 11/07/2030  | 100000 | &nbsp;&nbsp;&nbsp; 118057 |
| Garda World Security Corp., 6.5%, 1/15/2031 (n) | $290000 | &nbsp;&nbsp;&nbsp; 297936 |
| Garda World Security Corp., 8.375%, 11/15/2032 (n) | 713000 | &nbsp;&nbsp;&nbsp; 730252 |
| Pluxee N.V., 3.75%, 9/04/2032  | 100000 | &nbsp;&nbsp;&nbsp; 119489 |
| Raven Acquisition Holdings LLC, 6.875%, 11/15/2031 (n) | $775000 | &nbsp;&nbsp;&nbsp; 745972 |
| Service Corp. International, 5.75%, 10/15/2032  | 1216000 | &nbsp;&nbsp;&nbsp; 1239723 |
| TriNet Group, Inc., 3.5%, 3/01/2029 (n) | 533000 | &nbsp;&nbsp;&nbsp; 478355 |
| TriNet Group, Inc., 7.125%, 8/15/2031 (n) | 226000 | &nbsp;&nbsp;&nbsp; 219255 |
|  |  | &nbsp;&nbsp;&nbsp; $5749713 |
| Containers – 0.8% | Containers – 0.8% | Containers – 0.8% |
| Ball Corp., 6%, 6/15/2029  | $442000 | &nbsp;&nbsp;&nbsp; $455719 |
| Ball Corp., 2.875%, 8/15/2030  | 944000 | &nbsp;&nbsp;&nbsp; 878006 |
| Clydesdale Acquisition Holdings, Inc., 8.75%, 4/15/2030 (n) | 695000 | &nbsp;&nbsp;&nbsp; 691936 |
| Crown Americas LLC, 5.875%, 6/01/2033 (n) | 287000 | &nbsp;&nbsp;&nbsp; 294872 |
|  |  | &nbsp;&nbsp;&nbsp; $2320533 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Electrical Equipment – 0.0% | Electrical Equipment – 0.0% | Electrical Equipment – 0.0% |
| Arrow Electronics, Inc., 2.95%, 2/15/2032  | $48000 | &nbsp;&nbsp;&nbsp; $43460 |
| Electronics – 0.1% | Electronics – 0.1% | Electronics – 0.1% |
| Broadcom, Inc., 4.55%, 2/15/2032  | $38000 | &nbsp;&nbsp;&nbsp; $38513 |
| Broadcom, Inc., 5.2%, 7/15/2035  | 40000 | &nbsp;&nbsp;&nbsp; 41341 |
| Broadcom, Inc., 5.7%, 1/15/2056  | 42000 | &nbsp;&nbsp;&nbsp; 43129 |
| Intel Corp., 5.7%, 2/10/2053  | 45000 | &nbsp;&nbsp;&nbsp; 42738 |
|  |  | &nbsp;&nbsp;&nbsp; $165721 |
| Emerging Market Quasi-Sovereign – 4.4% | Emerging Market Quasi-Sovereign – 4.4% | Emerging Market Quasi-Sovereign – 4.4% |
| Abu Dhabi Developmental Holding Co. PJSC, 5.5%, 5/08/2034 (n) | $855000 | &nbsp;&nbsp;&nbsp; $905740 |
| Abu Dhabi Developmental Holding Co. PJSC, 5.25%, 10/02/2054  | 862000 | &nbsp;&nbsp;&nbsp; 835644 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.75%, 7/09/2034 (n) | 909000 | &nbsp;&nbsp;&nbsp; 974476 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | 195501 | &nbsp;&nbsp;&nbsp; 201931 |
| Codelco, Inc. (Republic of Chile), 5.529%, 1/30/2037 (n) | 400000 | &nbsp;&nbsp;&nbsp; 409600 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | 400000 | &nbsp;&nbsp;&nbsp; 414338 |
| Development Bank of Kazakhstan JSC, 5.25%, 10/23/2029 (n) | 200000 | &nbsp;&nbsp;&nbsp; 205271 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.25%, 11/06/2029  | 318000 | &nbsp;&nbsp;&nbsp; 325038 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.95%, 7/30/2034 (n) | 635000 | &nbsp;&nbsp;&nbsp; 667598 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028  | 624000 | &nbsp;&nbsp;&nbsp; 644310 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031  | 800000 | &nbsp;&nbsp;&nbsp; 745764 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.7%, 10/17/2028  | 547000 | &nbsp;&nbsp;&nbsp; 566748 |
| OCP S.A. (Kingdom of Morocco), 6.75%, 5/02/2034 (n) | 493000 | &nbsp;&nbsp;&nbsp; 533982 |
| OCP S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | 650000 | &nbsp;&nbsp;&nbsp; 542695 |
| Petroleos Mexicanos, 5.95%, 1/28/2031  | 100000 | &nbsp;&nbsp;&nbsp; 98001 |
| Petroleos Mexicanos, 6.75%, 9/21/2047  | 866000 | &nbsp;&nbsp;&nbsp; 720257 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.34%, 4/03/2035 (n) | 669000 | &nbsp;&nbsp;&nbsp; 704938 |
| PT Perusahaan Listrik Negara (Republic of Indonesia), 5.45%, 2/03/2036 (n) | 495000 | &nbsp;&nbsp;&nbsp; 494949 |
| Saudi Arabian Oil Co., 5%, 2/02/2036 (n) | 526000 | &nbsp;&nbsp;&nbsp; 526710 |
| Saudi Arabian Oil Co., 6.375%, 6/02/2055 (n) | 516000 | &nbsp;&nbsp;&nbsp; 543793 |
| State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030  | 500000 | &nbsp;&nbsp;&nbsp; 541035 |
| Uzbek Industrial & Construction Bank ATB (Republic of Uzbekistan), 8.95%, 7/24/2029 (n) | 597000 | &nbsp;&nbsp;&nbsp; 651214 |
|  |  | &nbsp;&nbsp;&nbsp; $12254032 |
| Emerging Market Sovereign – 12.1% | Emerging Market Sovereign – 12.1% | Emerging Market Sovereign – 12.1% |
| Czech Republic, 3.5%, 5/30/2035  | 2000000 | &nbsp;&nbsp;&nbsp; $92241 |
| Dominican Republic, 5.5%, 2/22/2029 (n) | $761000 | &nbsp;&nbsp;&nbsp; 774432 |
| Eagle Funding LuxCo S.à r.l. (United Mexican States), 5.5%, 8/17/2030 (n) | 250000 | &nbsp;&nbsp;&nbsp; 254347 |
| Federal Republic of Nigeria, 7.875%, 2/16/2032  | 326000 | &nbsp;&nbsp;&nbsp; 341268 |
| Federative Republic of Brazil, 10%, 1/01/2035  | 17504000 | &nbsp;&nbsp;&nbsp; 2851845 |
| Hellenic Republic (Republic of Greece), 3.625%, 6/15/2035 (n) | 866000 | &nbsp;&nbsp;&nbsp; 1060136 |
| Hellenic Republic (Republic of Greece), 3.375%, 6/16/2036 (n) | 296000 | &nbsp;&nbsp;&nbsp; 352445 |
| Hellenic Republic (Republic of Greece), 4.125%, 6/15/2054  | 272000 | &nbsp;&nbsp;&nbsp; 323677 |
| Kingdom of Saudi Arabia, 4.875%, 1/12/2036 (n) | $1052000 | &nbsp;&nbsp;&nbsp; 1056692 |
| Kingdom of Thailand, 3.45%, 6/17/2043  | 8800000 | &nbsp;&nbsp;&nbsp; 323663 |
| Kingdom of Thailand, 2.98%, 6/17/2045  | 5700000 | &nbsp;&nbsp;&nbsp; 195470 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031  | 10106000 | &nbsp;&nbsp;&nbsp; 276992 |
| Oriental Republic of Uruguay, 9.75%, 7/20/2033  | 6364000 | &nbsp;&nbsp;&nbsp; 188744 |
| Oriental Republic of Uruguay, 8%, 10/29/2035  | 8604887 | &nbsp;&nbsp;&nbsp; 234841 |
| People's Republic of China, 3.13%, 11/21/2029  | 2680000 | &nbsp;&nbsp;&nbsp; 417005 |
| People's Republic of China, 1.43%, 1/25/2030  | 6720000 | &nbsp;&nbsp;&nbsp; 978125 |
| People's Republic of China, 1.63%, 10/25/2030  | 1800000 | &nbsp;&nbsp;&nbsp; 263342 |
| People's Republic of China, 2.88%, 2/25/2033  | 8250000 | &nbsp;&nbsp;&nbsp; 1301995 |
| People's Republic of China, 1.83%, 8/25/2035  | 2100000 | &nbsp;&nbsp;&nbsp; 306626 |
| Republic of Angola, 9.375%, 5/08/2048  | $870000 | &nbsp;&nbsp;&nbsp; 787139 |
| Republic of Argentina, 4.125%, 7/09/2035  | 768494 | &nbsp;&nbsp;&nbsp; 579291 |
| Republic of Bulgaria, 5%, 3/05/2037  | 688000 | &nbsp;&nbsp;&nbsp; 694935 |
| Republic of Chile, 4.7%, 9/01/2030  | 465000000 | &nbsp;&nbsp;&nbsp; 529312 |
| Republic of Costa Rica, 7.3%, 11/13/2054  | $600000 | &nbsp;&nbsp;&nbsp; 683280 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Republic of Cote d'Ivoire, 5.25%, 3/22/2030  | 929000 | &nbsp;&nbsp;&nbsp; $1112547 |
| Republic of Cote d'Ivoire, 8.25%, 1/30/2037  | $200000 | &nbsp;&nbsp;&nbsp; 218405 |
| Republic of Guatemala, 6.05%, 8/06/2031 (n) | 430000 | &nbsp;&nbsp;&nbsp; 450902 |
| Republic of Guatemala, 6.125%, 6/01/2050 (n) | 382000 | &nbsp;&nbsp;&nbsp; 385014 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | 650000 | &nbsp;&nbsp;&nbsp; 667450 |
| Republic of Hungary, 6%, 9/26/2035 (n) | 537000 | &nbsp;&nbsp;&nbsp; 565166 |
| Republic of Korea, 1.875%, 6/10/2029  | 1057250000 | &nbsp;&nbsp;&nbsp; 706726 |
| Republic of Korea, 2.5%, 9/10/2030  | 2342000000 | &nbsp;&nbsp;&nbsp; 1573476 |
| Republic of Korea, 1.5%, 12/10/2030  | 1674000000 | &nbsp;&nbsp;&nbsp; 1069907 |
| Republic of Paraguay, 6%, 2/09/2036 (n) | $200000 | &nbsp;&nbsp;&nbsp; 214799 |
| Republic of Paraguay, 5.4%, 3/30/2050 (n) | 1150000 | &nbsp;&nbsp;&nbsp; 1082140 |
| Republic of Peru, 5.375%, 2/08/2035  | 433000 | &nbsp;&nbsp;&nbsp; 447007 |
| Republic of Peru, 6.85%, 8/12/2035  | 2023000 | &nbsp;&nbsp;&nbsp; 645319 |
| Republic of Poland, 5.375%, 2/12/2035  | $502000 | &nbsp;&nbsp;&nbsp; 526529 |
| Republic of Romania, 6.375%, 1/30/2034  | 692000 | &nbsp;&nbsp;&nbsp; 733003 |
| Republic of Romania, 7.5%, 2/10/2037  | 646000 | &nbsp;&nbsp;&nbsp; 732230 |
| Republic of Serbia, 1.65%, 3/03/2033  | 428000 | &nbsp;&nbsp;&nbsp; 436048 |
| Republic of Serbia, 6%, 6/12/2034 (n) | $329000 | &nbsp;&nbsp;&nbsp; 347389 |
| Republic of South Africa, 7.1%, 11/19/2036 (n) | 883000 | &nbsp;&nbsp;&nbsp; 950021 |
| Republic of South Africa, 8.75%, 2/28/2048  | 27655000 | &nbsp;&nbsp;&nbsp; 1760174 |
| Republic of South Africa, 7.3%, 4/20/2052  | $611000 | &nbsp;&nbsp;&nbsp; 618752 |
| Republic of Turkey, 7.625%, 5/15/2034  | 535000 | &nbsp;&nbsp;&nbsp; 574021 |
| Republic of Turkey, 6.5%, 1/03/2035  | 314000 | &nbsp;&nbsp;&nbsp; 312520 |
| Sultanate of Oman, 7%, 1/25/2051  | 800000 | &nbsp;&nbsp;&nbsp; 915317 |
| United Mexican States, 4.75%, 4/27/2032  | 727000 | &nbsp;&nbsp;&nbsp; 713841 |
| United Mexican States, 7.5%, 5/26/2033  | 10600000 | &nbsp;&nbsp;&nbsp; 586896 |
| United Mexican States, 6.125%, 2/09/2038  | $400000 | &nbsp;&nbsp;&nbsp; 404940 |
| United Mexican States, 3.771%, 5/24/2061  | 440000 | &nbsp;&nbsp;&nbsp; 275660 |
|  |  | &nbsp;&nbsp;&nbsp; $33894042 |
| Energy - Independent – 3.2% | Energy - Independent – 3.2% | Energy - Independent – 3.2% |
| Azule Energy Finance PLC, 8.25%, 1/22/2031 (n) | $623000 | &nbsp;&nbsp;&nbsp; $629566 |
| Chord Energy Corp., 6%, 10/01/2030 (n) | 316000 | &nbsp;&nbsp;&nbsp; 322794 |
| Chord Energy Corp., 6.75%, 3/15/2033 (n) | 613000 | &nbsp;&nbsp;&nbsp; 636659 |
| CNX Resources Corp., 7.25%, 3/01/2032 (n) | 707000 | &nbsp;&nbsp;&nbsp; 741357 |
| Comstock Resources, Inc., 6.75%, 3/01/2029 (n) | 1051000 | &nbsp;&nbsp;&nbsp; 1046937 |
| Gulfport Energy Corp., 6.75%, 9/01/2029 (n) | 735000 | &nbsp;&nbsp;&nbsp; 761139 |
| Kraken Oil & Gas Partners LLC, 7.625%, 8/15/2029 (n) | 410000 | &nbsp;&nbsp;&nbsp; 415685 |
| Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.875%, 12/01/2032 (n) | 771000 | &nbsp;&nbsp;&nbsp; 805894 |
| Matador Resources Co., 6.875%, 4/15/2028 (n) | 447000 | &nbsp;&nbsp;&nbsp; 456112 |
| Matador Resources Co., 6.5%, 4/15/2032 (n) | 239000 | &nbsp;&nbsp;&nbsp; 244081 |
| Matador Resources Co., 6%, 4/15/2034 (n)(w) | 279000 | &nbsp;&nbsp;&nbsp; 278663 |
| Occidental Petroleum Corp., 6.45%, 9/15/2036  | 27000 | &nbsp;&nbsp;&nbsp; 29410 |
| Permian Resources Operating LLC, 5.875%, 7/01/2029 (n) | 473000 | &nbsp;&nbsp;&nbsp; 474604 |
| Permian Resources Operating LLC, 7%, 1/15/2032 (n) | 357000 | &nbsp;&nbsp;&nbsp; 374688 |
| Permian Resources Operating LLC, 6.25%, 2/01/2033 (n) | 313000 | &nbsp;&nbsp;&nbsp; 324106 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031  | 44000 | &nbsp;&nbsp;&nbsp; 40497 |
| Santos Finance Ltd., 5.75%, 11/13/2035 (n) | 39000 | &nbsp;&nbsp;&nbsp; 39879 |
| SM Energy Co., 8.375%, 7/01/2028 (n) | 128000 | &nbsp;&nbsp;&nbsp; 132296 |
| SM Energy Co., 8.625%, 11/01/2030 (n) | 201000 | &nbsp;&nbsp;&nbsp; 212728 |
| SM Energy Co., 8.75%, 7/01/2031 (n) | 511000 | &nbsp;&nbsp;&nbsp; 536488 |
| Wildfire Intermediate Holdings LLC, 7.5%, 10/15/2029 (n) | 472000 | &nbsp;&nbsp;&nbsp; 484443 |
|  |  | &nbsp;&nbsp;&nbsp; $8988026 |
| Energy - Integrated – 0.2% | Energy - Integrated – 0.2% | Energy - Integrated – 0.2% |
| Exxon Mobil Corp., 1.408%, 6/26/2039  | 100000 | &nbsp;&nbsp;&nbsp; $88432 |
| Orlen S.A., 6%, 1/30/2035  | $549000 | &nbsp;&nbsp;&nbsp; 584400 |
|  |  | &nbsp;&nbsp;&nbsp; $672832 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Entertainment – 1.7% | Entertainment – 1.7% | Entertainment – 1.7% |
| Life Time, Inc., 6%, 11/15/2031 (n) | $459000 | &nbsp;&nbsp;&nbsp; $472774 |
| Lindblad Expeditions Holdings, Inc., 7%, 9/15/2030 (n) | 516000 | &nbsp;&nbsp;&nbsp; 541302 |
| NCL Corp. Ltd., 6.25%, 3/01/2030 (n) | 741000 | &nbsp;&nbsp;&nbsp; 758607 |
| NCL Corp. Ltd., 6.75%, 2/01/2032 (n) | 289000 | &nbsp;&nbsp;&nbsp; 297622 |
| Pinnacle Bidco PLC, 10%, 10/11/2028  | 114000 | &nbsp;&nbsp;&nbsp; 161698 |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | $37000 | &nbsp;&nbsp;&nbsp; 38139 |
| Royal Caribbean Cruises Ltd., 6%, 2/01/2033 (n) | 38000 | &nbsp;&nbsp;&nbsp; 39366 |
| Royal Caribbean Cruises Ltd., 5.375%, 1/15/2036  | 23000 | &nbsp;&nbsp;&nbsp; 23492 |
| Six Flags Entertainment Corp., 6.625%, 5/01/2032 (n) | 776000 | &nbsp;&nbsp;&nbsp; 788951 |
| Six Flags Entertainment Corp./Canada Wonderland Co., 8.625%, 1/15/2032 (n) | 360000 | &nbsp;&nbsp;&nbsp; 364498 |
| Viking Cruises Ltd. Co., 5.875%, 10/15/2033 (n) | 510000 | &nbsp;&nbsp;&nbsp; 520282 |
| Viking Ocean Cruises Ship VII Ltd., 5.625%, 2/15/2029 (n) | 899000 | &nbsp;&nbsp;&nbsp; 898262 |
|  |  | &nbsp;&nbsp;&nbsp; $4904993 |
| Financial Institutions – 5.8% | Financial Institutions – 5.8% | Financial Institutions – 5.8% |
| Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n) | $41000 | &nbsp;&nbsp;&nbsp; $41098 |
| Azorra Finance Ltd., 7.75%, 4/15/2030 (n) | 1064000 | &nbsp;&nbsp;&nbsp; 1117493 |
| Azorra Finance Ltd., 7.25%, 1/15/2031 (n) | 242000 | &nbsp;&nbsp;&nbsp; 252574 |
| Credit Acceptance Corp., 9.25%, 12/15/2028 (n) | 280000 | &nbsp;&nbsp;&nbsp; 292559 |
| Credit Acceptance Corp., 6.625%, 3/15/2030 (n) | 593000 | &nbsp;&nbsp;&nbsp; 589907 |
| CrossCountry Intermediate HoldCo LLC, 6.5%, 10/01/2030 (n) | 402000 | &nbsp;&nbsp;&nbsp; 400405 |
| CrossCountry Intermediate HoldCo LLC, 6.75%, 12/01/2032 (n) | 231000 | &nbsp;&nbsp;&nbsp; 228634 |
| Fastighets AB Balder, 3.625%, 8/25/2031  | 100000 | &nbsp;&nbsp;&nbsp; 118597 |
| Freedom Mortgage Holdings LLC, 9.25%, 2/01/2029 (n) | $552000 | &nbsp;&nbsp;&nbsp; 576553 |
| Freedom Mortgage Holdings LLC, 6.875%, 5/01/2031 (n) | 289000 | &nbsp;&nbsp;&nbsp; 278740 |
| Freedom Mortgage Holdings LLC, 9.125%, 5/15/2031 (n) | 218000 | &nbsp;&nbsp;&nbsp; 225657 |
| FTAI Aviation Ltd., 5.5%, 5/01/2028 (n) | 693000 | &nbsp;&nbsp;&nbsp; 692927 |
| FTAI Aviation Ltd., 7.875%, 12/01/2030 (n) | 442000 | &nbsp;&nbsp;&nbsp; 467693 |
| Global Aircraft Leasing Co. Ltd., 8.75%, 9/01/2027 (n) | 573000 | &nbsp;&nbsp;&nbsp; 590621 |
| goeasy Ltd., 6.875%, 2/15/2031 (n) | 515000 | &nbsp;&nbsp;&nbsp; 444215 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp., 9.75%, 1/15/2029  | 571000 | &nbsp;&nbsp;&nbsp; 564347 |
| Icahn Enterprises LP/Ichan Enterprises Finance Corp., 10%, 11/15/2029 (n) | 243000 | &nbsp;&nbsp;&nbsp; 239948 |
| Jefferson Capital Holdings LLC, 8.25%, 5/15/2030 (n) | 705000 | &nbsp;&nbsp;&nbsp; 738623 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 57000 | &nbsp;&nbsp;&nbsp; 58241 |
| Muthoot Finance Ltd., 7.125%, 2/14/2028 (n) | 231000 | &nbsp;&nbsp;&nbsp; 235894 |
| OneMain Finance Corp., 6.625%, 5/15/2029  | 600000 | &nbsp;&nbsp;&nbsp; 612526 |
| OneMain Finance Corp., 5.375%, 11/15/2029  | 373000 | &nbsp;&nbsp;&nbsp; 368770 |
| OneMain Finance Corp., 7.5%, 5/15/2031  | 354000 | &nbsp;&nbsp;&nbsp; 365510 |
| OneMain Finance Corp., 6.75%, 9/15/2033  | 399000 | &nbsp;&nbsp;&nbsp; 396013 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/2033 (n) | 1656000 | &nbsp;&nbsp;&nbsp; 1657835 |
| Phoenix Aviation Capital, 9.25%, 7/15/2030 (n) | 524000 | &nbsp;&nbsp;&nbsp; 548860 |
| Rocket Cos., Inc., 6.5%, 8/01/2029 (n) | 502000 | &nbsp;&nbsp;&nbsp; 515739 |
| Rocket Cos., Inc., 6.125%, 8/01/2030 (n) | 400000 | &nbsp;&nbsp;&nbsp; 410382 |
| Rocket Cos., Inc., 6.375%, 8/01/2033 (n) | 786000 | &nbsp;&nbsp;&nbsp; 812347 |
| Rocket Cos., Inc., 4%, 10/15/2033 (n) | 190000 | &nbsp;&nbsp;&nbsp; 174849 |
| Shriram Finance Ltd., 6.15%, 4/03/2028 (n) | 738000 | &nbsp;&nbsp;&nbsp; 757789 |
| Shurgard Luxembourg S.à r.l., 4%, 5/27/2035  | 100000 | &nbsp;&nbsp;&nbsp; 119432 |
| SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n) | $200000 | &nbsp;&nbsp;&nbsp; 203458 |
| TrueNoord Capital DAC, 8.75%, 3/01/2030 (n) | 459000 | &nbsp;&nbsp;&nbsp; 484325 |
| Walker & Dunlop, Inc., 6.625%, 4/01/2033 (n) | 679000 | &nbsp;&nbsp;&nbsp; 671132 |
|  |  | &nbsp;&nbsp;&nbsp; $16253693 |
| Food & Beverages – 2.7% | Food & Beverages – 2.7% | Food & Beverages – 2.7% |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038  | $40000 | &nbsp;&nbsp;&nbsp; $38481 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049  | 42000 | &nbsp;&nbsp;&nbsp; 42296 |
| Bacardi-Martini B.V., 5.4%, 6/15/2033 (n) | 129000 | &nbsp;&nbsp;&nbsp; 131235 |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | 755000 | &nbsp;&nbsp;&nbsp; 747083 |
| Fiesta Purchaser, Inc., 7.875%, 3/01/2031 (n) | 471000 | &nbsp;&nbsp;&nbsp; 485150 |
| Fiesta Purchaser, Inc., 9.625%, 9/15/2032 (n) | 380000 | &nbsp;&nbsp;&nbsp; 386341 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Food & Beverages – continued | Food & Beverages – continued | Food & Beverages – continued |
| Flowers Foods, Inc., 5.75%, 3/15/2035  | $32000 | &nbsp;&nbsp;&nbsp; $31703 |
| Flowers Foods, Inc., 6.2%, 3/15/2055  | 15000 | &nbsp;&nbsp;&nbsp; 13120 |
| Gruma S.A.B. de C.V., 5.39%, 12/09/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 204700 |
| Heineken N.V., 3.505%, 5/03/2034  | 100000 | &nbsp;&nbsp;&nbsp; 119209 |
| Industrial F&B Investments III, Inc., 7.75%, 2/11/2033 (n) | $115000 | &nbsp;&nbsp;&nbsp; 118028 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 3.625%, 1/15/2032  | 581000 | &nbsp;&nbsp;&nbsp; 549858 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 5.5%, 1/15/2036  | 48000 | &nbsp;&nbsp;&nbsp; 49257 |
| JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 6.5%, 12/01/2052  | 26000 | &nbsp;&nbsp;&nbsp; 27473 |
| Kraft Heinz Foods Co., 4.375%, 6/01/2046  | 58000 | &nbsp;&nbsp;&nbsp; 47606 |
| Magnum ICC Finance B.V., 4%, 11/26/2037  | 100000 | &nbsp;&nbsp;&nbsp; 117854 |
| Mars, Inc., 4.8%, 3/01/2030 (n) | $38000 | &nbsp;&nbsp;&nbsp; 39064 |
| Mars, Inc., 5.2%, 3/01/2035 (n) | 89000 | &nbsp;&nbsp;&nbsp; 92156 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | 61000 | &nbsp;&nbsp;&nbsp; 61857 |
| Nestle Finance International Ltd., 3.5%, 1/14/2045  | 40000 | &nbsp;&nbsp;&nbsp; 44807 |
| Performance Food Group Co., 6.125%, 9/15/2032 (n) | $500000 | &nbsp;&nbsp;&nbsp; 513249 |
| Performance Food Group Co., 5.625%, 3/01/2034 (n) | 359000 | &nbsp;&nbsp;&nbsp; 360201 |
| Post Holdings, Inc., 4.625%, 4/15/2030 (n) | 1158000 | &nbsp;&nbsp;&nbsp; 1133507 |
| Post Holdings, Inc., 6.25%, 10/15/2034 (n) | 471000 | &nbsp;&nbsp;&nbsp; 481046 |
| U.S. Foods Holding Corp., 4.75%, 2/15/2029 (n) | 991000 | &nbsp;&nbsp;&nbsp; 986831 |
| U.S. Foods Holding Corp., 5.75%, 4/15/2033 (n) | 251000 | &nbsp;&nbsp;&nbsp; 256027 |
| Viking Baked Goods Acquisition Corp., 8.625%, 11/01/2031 (n) | 498000 | &nbsp;&nbsp;&nbsp; 504124 |
|  |  | &nbsp;&nbsp;&nbsp; $7582263 |
| Forest & Paper Products – 0.3% | Forest & Paper Products – 0.3% | Forest & Paper Products – 0.3% |
| Graphic Packaging International LLC, 1.512%, 4/15/2026 (n) | $79000 | &nbsp;&nbsp;&nbsp; $78682 |
| Veritiv Operating Co., 10.5%, 11/30/2030 (n) | 650000 | &nbsp;&nbsp;&nbsp; 695481 |
|  |  | &nbsp;&nbsp;&nbsp; $774163 |
| Gaming & Lodging – 2.7% | Gaming & Lodging – 2.7% | Gaming & Lodging – 2.7% |
| 888 Acquisitions Ltd., 10.75%, 5/15/2030  | 100000 | &nbsp;&nbsp;&nbsp; $124824 |
| CDI Escrow Issuer, Inc., 5.75%, 4/01/2030 (n) | $1005000 | &nbsp;&nbsp;&nbsp; 1013043 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 200000 | &nbsp;&nbsp;&nbsp; 199427 |
| Hilton Domestic Operating Co., Inc., 4.875%, 1/15/2030  | 1229000 | &nbsp;&nbsp;&nbsp; 1229950 |
| Hilton Domestic Operating Co., Inc., 3.625%, 2/15/2032 (n) | 644000 | &nbsp;&nbsp;&nbsp; 600038 |
| Hilton Domestic Operating Co., Inc., 5.875%, 3/15/2033 (n) | 287000 | &nbsp;&nbsp;&nbsp; 295390 |
| Las Vegas Sands Corp., 3.9%, 8/08/2029  | 84000 | &nbsp;&nbsp;&nbsp; 82207 |
| Rivers Enterprise Lender LLC, 6.25%, 10/15/2030 (n) | 460000 | &nbsp;&nbsp;&nbsp; 470016 |
| Wyndham Hotels & Resorts, Inc., 4.375%, 8/15/2028 (n) | 814000 | &nbsp;&nbsp;&nbsp; 808248 |
| Wyndham Hotels Group LLC, 5.625%, 3/01/2033 (n) | 315000 | &nbsp;&nbsp;&nbsp; 316978 |
| Wynn Macau Ltd., 5.625%, 8/26/2028 (n) | 1388000 | &nbsp;&nbsp;&nbsp; 1386044 |
| Wynn Macau Ltd., 6.75%, 2/15/2034 (n) | 244000 | &nbsp;&nbsp;&nbsp; 247316 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.125%, 10/01/2029 (n) | 611000 | &nbsp;&nbsp;&nbsp; 614486 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.125%, 2/15/2031 (n) | 162000 | &nbsp;&nbsp;&nbsp; 174950 |
|  |  | &nbsp;&nbsp;&nbsp; $7562917 |
| Industrial – 1.0% | Industrial – 1.0% | Industrial – 1.0% |
| AECOM, 6%, 8/01/2033 (n) | $872000 | &nbsp;&nbsp;&nbsp; $890976 |
| APi Escrow Corp., 4.75%, 10/15/2029 (n) | 1087000 | &nbsp;&nbsp;&nbsp; 1070656 |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035  | 61000 | &nbsp;&nbsp;&nbsp; 61880 |
| Brundage-Bone Concrete Pumping Holdings, Inc., 7.5%, 2/01/2032 (n) | 472000 | &nbsp;&nbsp;&nbsp; 480811 |
| Multiversity S.p.A., 7.125%, 5/17/2031 (n) | 100000 | &nbsp;&nbsp;&nbsp; 122535 |
| WSP Global, Inc., 5.548%, 11/22/2030  | 75000 | &nbsp;&nbsp;&nbsp; 59663 |
|  |  | &nbsp;&nbsp;&nbsp; $2686521 |
| Insurance – 0.1% | Insurance – 0.1% | Insurance – 0.1% |
| Corebridge Financial, Inc., 4.35%, 4/05/2042  | $68000 | &nbsp;&nbsp;&nbsp; $57921 |
| Corebridge Global Funding, 4.9%, 8/21/2032 (n) | 69000 | &nbsp;&nbsp;&nbsp; 69511 |
| Mapfre S.A., 3.125%, 1/20/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118919 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | $58000 | &nbsp;&nbsp;&nbsp; 62581 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Insurance – continued | Insurance – continued | Insurance – continued |
| Sammons Financial Group, Inc., 6.875%, 4/15/2034 (n) | $62000 | &nbsp;&nbsp;&nbsp; $67409 |
|  |  | &nbsp;&nbsp;&nbsp; $376341 |
| Insurance - Health – 0.4% | Insurance - Health – 0.4% | Insurance - Health – 0.4% |
| Bupa Finance PLC, 6.625%, 11/18/2045  | 100000 | &nbsp;&nbsp;&nbsp; $136627 |
| Elevance Health, Inc., 5.375%, 6/15/2034  | $39000 | &nbsp;&nbsp;&nbsp; 40597 |
| Humana, Inc., 5.375%, 4/15/2031  | 31000 | &nbsp;&nbsp;&nbsp; 31948 |
| Humana, Inc., 5.55%, 5/01/2035  | 53000 | &nbsp;&nbsp;&nbsp; 53932 |
| Molina Healthcare, Inc., 6.5%, 2/15/2031 (n) | 916000 | &nbsp;&nbsp;&nbsp; 918927 |
| UnitedHealth Group, Inc., 5.15%, 7/15/2034  | 62000 | &nbsp;&nbsp;&nbsp; 64068 |
|  |  | &nbsp;&nbsp;&nbsp; $1246099 |
| Insurance - Property & Casualty – 3.3% | Insurance - Property & Casualty – 3.3% | Insurance - Property & Casualty – 3.3% |
| Acrisure LLC/Acrisure Finance, Inc., 7.5%, 11/06/2030 (n) | $175000 | &nbsp;&nbsp;&nbsp; $178090 |
| Acrisure LLC/Acrisure Finance, Inc., 6.75%, 7/01/2032 (n) | 795000 | &nbsp;&nbsp;&nbsp; 779695 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 5.875%, 11/01/2029 (n) | 317000 | &nbsp;&nbsp;&nbsp; 309300 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7%, 1/15/2031 (n) | 496000 | &nbsp;&nbsp;&nbsp; 505002 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.5%, 10/01/2031 (n) | 465000 | &nbsp;&nbsp;&nbsp; 467552 |
| American International Group, Inc., 5.125%, 3/27/2033  | 55000 | &nbsp;&nbsp;&nbsp; 56687 |
| AmWINS Group Benefits, Inc., 4.875%, 6/30/2029 (n) | 231000 | &nbsp;&nbsp;&nbsp; 224275 |
| Amynta Agency Borrower, Inc., 7.5%, 7/15/2033 (n) | 574000 | &nbsp;&nbsp;&nbsp; 562282 |
| Ardonagh Finco Ltd., 6.875%, 2/15/2031  | 205000 | &nbsp;&nbsp;&nbsp; 245087 |
| Ardonagh Finco Ltd., 7.75%, 2/15/2031 (n) | $200000 | &nbsp;&nbsp;&nbsp; 204791 |
| Arthur J. Gallagher & Co., 5%, 2/15/2032  | 12000 | &nbsp;&nbsp;&nbsp; 12264 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034  | 26000 | &nbsp;&nbsp;&nbsp; 28671 |
| Arthur J. Gallagher & Co., 5.75%, 3/02/2053  | 36000 | &nbsp;&nbsp;&nbsp; 35001 |
| Asurion LLC, 8%, 12/31/2032 (n) | 798000 | &nbsp;&nbsp;&nbsp; 838146 |
| Asurion LLC, 8.375%, 2/01/2034 (n) | 685000 | &nbsp;&nbsp;&nbsp; 681689 |
| Baldwin Insurance Group Holdings LLC, 7.125%, 5/15/2031 (n) | 944000 | &nbsp;&nbsp;&nbsp; 947096 |
| Broadstreet Partners, Inc., 5.875%, 4/15/2029 (n) | 229000 | &nbsp;&nbsp;&nbsp; 221786 |
| Fairfax Financial Holdings Ltd., 4.25%, 12/06/2027  | 75000 | &nbsp;&nbsp;&nbsp; 55935 |
| Fairfax Financial Holdings Ltd., 5.75%, 5/20/2035  | $55000 | &nbsp;&nbsp;&nbsp; 57362 |
| Fairfax Financial Holdings Ltd., 6.35%, 3/22/2054  | 55000 | &nbsp;&nbsp;&nbsp; 57023 |
| Hub International Ltd., 5.625%, 12/01/2029 (n) | 201000 | &nbsp;&nbsp;&nbsp; 197878 |
| Hub International Ltd., 7.25%, 6/15/2030 (n) | 850000 | &nbsp;&nbsp;&nbsp; 876736 |
| Hub International Ltd., 7.375%, 1/31/2032 (n) | 348000 | &nbsp;&nbsp;&nbsp; 354203 |
| Liberty Mutual Group, Inc., 3.875%, 9/26/2035  | 100000 | &nbsp;&nbsp;&nbsp; 117147 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031  | $35000 | &nbsp;&nbsp;&nbsp; 36010 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055  | 37000 | &nbsp;&nbsp;&nbsp; 35454 |
| Panther Escrow Issuer, 7.125%, 6/01/2031 (n) | 1138000 | &nbsp;&nbsp;&nbsp; 1157740 |
|  |  | &nbsp;&nbsp;&nbsp; $9242902 |
| Interactive Media Services – 0.3% | Interactive Media Services – 0.3% | Interactive Media Services – 0.3% |
| Snap, Inc., 6.875%, 3/01/2033 (n) | $743000 | &nbsp;&nbsp;&nbsp; $740042 |
| Snap, Inc., 6.875%, 3/15/2034 (n) | 175000 | &nbsp;&nbsp;&nbsp; 174466 |
|  |  | &nbsp;&nbsp;&nbsp; $914508 |
| International Market Quasi-Sovereign – 0.3% | International Market Quasi-Sovereign – 0.3% | International Market Quasi-Sovereign – 0.3% |
| Aena SME S.A., 3.5%, 1/22/2036  | 100000 | &nbsp;&nbsp;&nbsp; $118536 |
| Belfius Bank S.A., 4% to 4/29/2033, FLR (EUR ICE Swap Rate - 5yr. + 1.3%) to 4/29/2038  | 100000 | &nbsp;&nbsp;&nbsp; 118803 |
| EnBW International Finance B.V. (Federal Republic of Germany), 3.75%, 11/20/2035  | 40000 | &nbsp;&nbsp;&nbsp; 48120 |
| Landsbankinn hf. (Republic of Iceland), 3.625%, 11/03/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118255 |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $200000 | &nbsp;&nbsp;&nbsp; 208954 |
| NBN Co. Ltd. (Commonwealth of Australia), 3.375%, 11/29/2032  | 100000 | &nbsp;&nbsp;&nbsp; 120279 |
| Swisscom Finance B.V., 3.625%, 11/17/2037  | 100000 | &nbsp;&nbsp;&nbsp; 118005 |
|  |  | &nbsp;&nbsp;&nbsp; $850952 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| International Market Sovereign – 6.8% | International Market Sovereign – 6.8% | International Market Sovereign – 6.8% |
| Commonwealth of Australia, 2.75%, 5/21/2041  | 1987000 | &nbsp;&nbsp;&nbsp; $1090698 |
| Commonwealth of Australia, 3%, 3/21/2047  | 378000 | &nbsp;&nbsp;&nbsp; 196615 |
| Government of Bermuda, 5%, 7/15/2032 (n) | $898000 | &nbsp;&nbsp;&nbsp; 914613 |
| Government of Canada, 2.75%, 12/01/2055  | 439000 | &nbsp;&nbsp;&nbsp; 270455 |
| Government of Japan, 1.3%, 9/20/2030  | 84000000 | &nbsp;&nbsp;&nbsp; 532051 |
| Government of Japan, 0.2%, 6/20/2036  | 68000000 | &nbsp;&nbsp;&nbsp; 356318 |
| Government of Japan, 1.1%, 6/20/2043  | 48000000 | &nbsp;&nbsp;&nbsp; 235978 |
| Government of Japan, 0.4%, 3/20/2050  | 143550000 | &nbsp;&nbsp;&nbsp; 487407 |
| Government of Japan, 0.7%, 12/20/2051  | 140500000 | &nbsp;&nbsp;&nbsp; 490583 |
| Government of Japan, 2.4%, 3/20/2055  | 87500000 | &nbsp;&nbsp;&nbsp; 462167 |
| Government of New Zealand, 4.5%, 5/15/2030  | 453000 | &nbsp;&nbsp;&nbsp; 281278 |
| Government of New Zealand, 1.5%, 5/15/2031  | 951000 | &nbsp;&nbsp;&nbsp; 509384 |
| Kingdom of Spain, 3.15%, 4/30/2035 (n) | 301000 | &nbsp;&nbsp;&nbsp; 360858 |
| Kingdom of Spain, 3.9%, 7/30/2039 (n) | 730000 | &nbsp;&nbsp;&nbsp; 911992 |
| Republic of France, 2.7%, 2/25/2031 (n) | 635000 | &nbsp;&nbsp;&nbsp; 755830 |
| Republic of France, 3.5%, 11/25/2035 (n) | 305000 | &nbsp;&nbsp;&nbsp; 368583 |
| Republic of France, 4.1%, 5/25/2046 (n) | 306000 | &nbsp;&nbsp;&nbsp; 370815 |
| Republic of France, 3.25%, 5/25/2055 (n) | 647000 | &nbsp;&nbsp;&nbsp; 646041 |
| Republic of Iceland, 5%, 11/15/2028  | 32400000 | &nbsp;&nbsp;&nbsp; 253659 |
| Republic of Iceland, 6.5%, 1/24/2031  | 28900000 | &nbsp;&nbsp;&nbsp; 234517 |
| Republic of Italy, 2.85%, 2/01/2031  | 394000 | &nbsp;&nbsp;&nbsp; 471349 |
| Republic of Italy, 1.45%, 3/01/2036  | 1125000 | &nbsp;&nbsp;&nbsp; 1125808 |
| Republic of Italy, 4.1%, 4/30/2046 (n) | 522000 | &nbsp;&nbsp;&nbsp; 632648 |
| Republic of Italy, 4.3%, 10/01/2054 (n) | 2063000 | &nbsp;&nbsp;&nbsp; 2499350 |
| State of Israel, 5%, 1/13/2036  | $806000 | &nbsp;&nbsp;&nbsp; 802600 |
| United Kingdom Treasury, 4%, 10/22/2031  | 515851 | &nbsp;&nbsp;&nbsp; 700449 |
| United Kingdom Treasury, 4.5%, 3/07/2035  | 350000 | &nbsp;&nbsp;&nbsp; 480954 |
| United Kingdom Treasury, 1.25%, 10/22/2041  | 2643000 | &nbsp;&nbsp;&nbsp; 2203029 |
| United Kingdom Treasury, 1.5%, 7/22/2047  | 500000 | &nbsp;&nbsp;&nbsp; 366874 |
|  |  | &nbsp;&nbsp;&nbsp; $19012903 |
| Local Authorities – 0.1% | Local Authorities – 0.1% | Local Authorities – 0.1% |
| Alliander N.V., 3.5%, 5/06/2037  | 100000 | &nbsp;&nbsp;&nbsp; $118048 |
| Province of British Columbia, 2.95%, 6/18/2050  | 115000 | &nbsp;&nbsp;&nbsp; 65297 |
|  |  | &nbsp;&nbsp;&nbsp; $183345 |
| Machinery & Tools – 0.7% | Machinery & Tools – 0.7% | Machinery & Tools – 0.7% |
| CNH Industrial N.V., 3.875%, 9/03/2035  | 100000 | &nbsp;&nbsp;&nbsp; $118053 |
| Manitowoc Co., Inc., 9.25%, 10/01/2031 (n) | $481000 | &nbsp;&nbsp;&nbsp; 522856 |
| Ritchie Bros Holdings, Inc., 7.75%, 3/15/2031 (n) | 1343000 | &nbsp;&nbsp;&nbsp; 1396270 |
|  |  | &nbsp;&nbsp;&nbsp; $2037179 |
| Major Banks – 1.0% | Major Banks – 1.0% | Major Banks – 1.0% |
| Bank of America Corp., 5.202% to 4/25/2028, FLR (SOFR - 1 day + 1.63%) to 4/25/2029  | $18000 | &nbsp;&nbsp;&nbsp; $18442 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032  | 69000 | &nbsp;&nbsp;&nbsp; 63889 |
| Bank of America Corp., 5.464% to 5/09/2035, FLR (SOFR - 1 day + 1.64%) to 5/09/2036  | 100000 | &nbsp;&nbsp;&nbsp; 104748 |
| Ceska Sporitelna A.S., 3.657%, 2/11/2033  | 100000 | &nbsp;&nbsp;&nbsp; 118763 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | $221000 | &nbsp;&nbsp;&nbsp; 204369 |
| Crédit Agricole S.A, 3.875%, 2/16/2038  | 100000 | &nbsp;&nbsp;&nbsp; 118212 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029  | $150000 | &nbsp;&nbsp;&nbsp; 153299 |
| Este Group Bank AG, 3.75%, 4/21/2036  | 100000 | &nbsp;&nbsp;&nbsp; 118473 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030  | $38000 | &nbsp;&nbsp;&nbsp; 38619 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035  | 73000 | &nbsp;&nbsp;&nbsp; 73757 |
| Goldman Sachs Group, Inc., 5.065% to 1/21/2036, FLR (SOFR - 1 day + 1.19%) to 1/21/2037  | 56000 | &nbsp;&nbsp;&nbsp; 56394 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030  | 46000 | &nbsp;&nbsp;&nbsp; 48043 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032  | 108000 | &nbsp;&nbsp;&nbsp; 96933 |
| JPMorgan Chase & Co., 3.136% to 2/18/2031, FLR (EURIBOR - 3mo. + 0.76%) to 2/18/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118180 |
| JPMorgan Chase & Co., 5.502% to 1/24/2035, FLR (SOFR - 1 day + 1.315%) to 1/24/2036  | $54000 | &nbsp;&nbsp;&nbsp; 56800 |
| JPMorgan Chase & Co., 3.328% to 4/22/2051, FLR (SOFR - 1 day + 1.58%) to 4/22/2052  | 28000 | &nbsp;&nbsp;&nbsp; 20001 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| mBank S.A., 3.771%, 3/03/2032  | 100000 | &nbsp;&nbsp;&nbsp; $119054 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031  | $154000 | &nbsp;&nbsp;&nbsp; 150580 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034  | 134000 | &nbsp;&nbsp;&nbsp; 139953 |
| Nationwide Building Society, 3.854% to 2/03/2036, FLR (EURIBOR - 3mo. + 0.995%) to 2/03/2037  | 100000 | &nbsp;&nbsp;&nbsp; 119298 |
| NatWest Group PLC, 3.632%, 9/03/2034  | 110000 | &nbsp;&nbsp;&nbsp; 130604 |
| NatWest Markets PLC, 3.125%, 1/13/2031  | 100000 | &nbsp;&nbsp;&nbsp; 119131 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035  | $75000 | &nbsp;&nbsp;&nbsp; 79601 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036  | 27000 | &nbsp;&nbsp;&nbsp; 28417 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | 200000 | &nbsp;&nbsp;&nbsp; 180950 |
| UniCredit S.p.A., 2.875% to 7/15/2029, FLR (EURIBOR - 3mo. + 0.55%) to 7/15/2030  | 100000 | &nbsp;&nbsp;&nbsp; 118462 |
| UniCredit S.p.A., 3.725%, 6/10/2035  | 100000 | &nbsp;&nbsp;&nbsp; 119950 |
| Wells Fargo & Co., 3.526% to 3/24/2027, FLR (SOFR - 1 day + 1.51%) to 3/24/2028  | $38000 | &nbsp;&nbsp;&nbsp; 37804 |
| Wells Fargo & Co., 5.244% to 1/24/2030, FLR (SOFR - 1 day + 1.11%) to 1/24/2031  | 28000 | &nbsp;&nbsp;&nbsp; 29049 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033  | 41000 | &nbsp;&nbsp;&nbsp; 38502 |
|  |  | &nbsp;&nbsp;&nbsp; $2820277 |
| Medical & Health Technology & Services – 3.3% | Medical & Health Technology & Services – 3.3% | Medical & Health Technology & Services – 3.3% |
| Acadia Healthcare Co., Inc., 7.375%, 3/15/2033 (n) | $730000 | &nbsp;&nbsp;&nbsp; $753614 |
| Bausch & Lomb Escrow Corp., 8.375%, 10/01/2028 (n) | 519000 | &nbsp;&nbsp;&nbsp; 537814 |
| Baxter International, Inc., 4.9%, 12/15/2030  | 17000 | &nbsp;&nbsp;&nbsp; 17108 |
| Baxter International, Inc., 5.65%, 12/15/2035  | 22000 | &nbsp;&nbsp;&nbsp; 22371 |
| CHS/Community Health Systems, Inc., 6.125%, 4/01/2030 (n) | 566000 | &nbsp;&nbsp;&nbsp; 500407 |
| CHS/Community Health Systems, Inc., 5.25%, 5/15/2030 (n) | 1428000 | &nbsp;&nbsp;&nbsp; 1372068 |
| Concentra, Inc., 6.875%, 7/15/2032 (n) | 740000 | &nbsp;&nbsp;&nbsp; 772666 |
| Encompass Health Corp., 4.75%, 2/01/2030  | 877000 | &nbsp;&nbsp;&nbsp; 872390 |
| Encompass Health Corp., 4.625%, 4/01/2031  | 246000 | &nbsp;&nbsp;&nbsp; 241510 |
| Gruppo San Donato S.p.A., 6.5%, 10/31/2031  | 133000 | &nbsp;&nbsp;&nbsp; 159958 |
| HCA, Inc., 5.125%, 6/15/2039  | $29000 | &nbsp;&nbsp;&nbsp; 28284 |
| HCA, Inc., 5.7%, 11/15/2055  | 35000 | &nbsp;&nbsp;&nbsp; 33697 |
| IQVIA, Inc., 5%, 5/15/2027 (n) | 427000 | &nbsp;&nbsp;&nbsp; 426066 |
| IQVIA, Inc., 6.5%, 5/15/2030 (n) | 600000 | &nbsp;&nbsp;&nbsp; 616928 |
| IQVIA, Inc., 6.25%, 6/01/2032 (n) | 537000 | &nbsp;&nbsp;&nbsp; 552399 |
| New York Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, 2.667%, 10/01/2050  | 77000 | &nbsp;&nbsp;&nbsp; 48795 |
| Prime Healthcare Services, Inc., 9.375%, 9/01/2029 (n) | 459000 | &nbsp;&nbsp;&nbsp; 479440 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048  | 47000 | &nbsp;&nbsp;&nbsp; 47751 |
| Star Parent, Inc., 9%, 10/01/2030 (n) | 344000 | &nbsp;&nbsp;&nbsp; 349148 |
| Surgery Center Holdings, Inc., 7.25%, 4/15/2032 (n) | 687000 | &nbsp;&nbsp;&nbsp; 686166 |
| Thermo Fisher Scientific Finance I B.V., 3.628%, 12/01/2035  | 100000 | &nbsp;&nbsp;&nbsp; 119634 |
| Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032  | $70000 | &nbsp;&nbsp;&nbsp; 70791 |
| U.S. Acute Care Solutions LLC, 9.75%, 5/15/2029 (n) | 438000 | &nbsp;&nbsp;&nbsp; 438137 |
|  |  | &nbsp;&nbsp;&nbsp; $9147142 |
| Medical Equipment – 0.8% | Medical Equipment – 0.8% | Medical Equipment – 0.8% |
| Abbott Laboratories, 4.65%, 3/15/2036 (w) | $78000 | &nbsp;&nbsp;&nbsp; $78024 |
| Insulet Corp., 6.5%, 4/01/2033 (n) | 708000 | &nbsp;&nbsp;&nbsp; 736372 |
| Medline Borrower LP, 5.25%, 10/01/2029 (n) | 833000 | &nbsp;&nbsp;&nbsp; 832934 |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/01/2029 (n) | 614000 | &nbsp;&nbsp;&nbsp; 633631 |
|  |  | &nbsp;&nbsp;&nbsp; $2280961 |
| Metals & Mining – 1.8% | Metals & Mining – 1.8% | Metals & Mining – 1.8% |
| Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, 7/15/2026 (n) | $636000 | &nbsp;&nbsp;&nbsp; $590598 |
| BHP Billiton Finance Ltd., 3.643%, 9/04/2035  | 100000 | &nbsp;&nbsp;&nbsp; 118644 |
| First Quantum Minerals Ltd., 8%, 3/01/2033 (n) | $435000 | &nbsp;&nbsp;&nbsp; 464413 |
| FMG Resources (August 2006) Pty Ltd., 4.375%, 4/01/2031 (n) | 1119000 | &nbsp;&nbsp;&nbsp; 1084640 |
| FMG Resources Ltd., 5.875%, 4/15/2030 (n) | 154000 | &nbsp;&nbsp;&nbsp; 158606 |
| Mineral Resources Ltd., 9.25%, 10/01/2028 (n) | 822000 | &nbsp;&nbsp;&nbsp; 860924 |
| Mineral Resources Ltd., 7%, 4/01/2031 (n) | 175000 | &nbsp;&nbsp;&nbsp; 184055 |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2030 (a)(z) | 305656 | &nbsp;&nbsp;&nbsp; 184411 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032  | 55000 | &nbsp;&nbsp;&nbsp; 57163 |

---

------

*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., 9% PIK to 12/30/2025, (4% Cash + 5% PIK) to 12/30/2026, (5.5% Cash + 3.5% PIK) to <br> 12/30/2027, 9.25% Cash to 12/30/2029, 9.5% Cash to 6/30/2031 (p)<br>| $590350 | &nbsp;&nbsp;&nbsp; $592341 |
| Taseko Mines Ltd., 8.25%, 5/01/2030 (n) | 587000 | &nbsp;&nbsp;&nbsp; 621418 |
|  |  | &nbsp;&nbsp;&nbsp; $4917213 |
| Midstream – 5.3% | Midstream – 5.3% | Midstream – 5.3% |
| Antero Midstream Corp., 5.75%, 7/01/2034 (n) | $1341000 | &nbsp;&nbsp;&nbsp; $1361962 |
| Buckeye Partners LP, 6.75%, 2/01/2030 (n) | 475000 | &nbsp;&nbsp;&nbsp; 495859 |
| Buckeye Partners LP, 5.85%, 11/15/2043  | 202000 | &nbsp;&nbsp;&nbsp; 190321 |
| Cheniere Energy Partners, L.P., 5.55%, 10/30/2035  | 55000 | &nbsp;&nbsp;&nbsp; 57075 |
| Columbia Pipelines Operating Co. LLC, 6.036%, 11/15/2033 (n) | 18000 | &nbsp;&nbsp;&nbsp; 19502 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | 59000 | &nbsp;&nbsp;&nbsp; 64344 |
| Delek Logistics Partners LP/Delek Logistics Corp., 8.625%, 3/15/2029 (n) | 748000 | &nbsp;&nbsp;&nbsp; 781029 |
| Delek Logistics Partners LP/Delek Logistics Corp., 7.375%, 6/30/2033 (n) | 320000 | &nbsp;&nbsp;&nbsp; 330977 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054  | 78000 | &nbsp;&nbsp;&nbsp; 77053 |
| Energy Transfer LP, 5.95%, 5/15/2054  | 60000 | &nbsp;&nbsp;&nbsp; 57925 |
| Genesis Energy LP/Genesis Energy Finance Corp., 8.25%, 1/15/2029  | 606000 | &nbsp;&nbsp;&nbsp; 632631 |
| Genesis Energy LP/Genesis Energy Finance Corp., 6.75%, 3/15/2034  | 330000 | &nbsp;&nbsp;&nbsp; 333807 |
| NuStar Logistics LP, 6.375%, 10/01/2030  | 692000 | &nbsp;&nbsp;&nbsp; 728567 |
| Pembina Pipeline Corp., 5.22%, 6/28/2033  | 54000 | &nbsp;&nbsp;&nbsp; 42580 |
| Pembina Pipeline Corp., 4.81%, 3/25/2044  | 80000 | &nbsp;&nbsp;&nbsp; 57025 |
| Plains All American Pipeline LP, 5.7%, 9/15/2034  | $52000 | &nbsp;&nbsp;&nbsp; 54308 |
| Plains All American Pipeline LP, 5.6%, 1/15/2036  | 30000 | &nbsp;&nbsp;&nbsp; 30755 |
| Prairie Acquiror LP, 9%, 8/01/2029 (n) | 542000 | &nbsp;&nbsp;&nbsp; 565569 |
| Rockies Express Pipeline LLC, 6.75%, 3/15/2033 (n) | 313000 | &nbsp;&nbsp;&nbsp; 329722 |
| Rockies Express Pipeline LLC, 6.875%, 4/15/2040 (n) | 608000 | &nbsp;&nbsp;&nbsp; 626204 |
| Sunoco LP, 4.625%, 5/01/2030 (n) | 712000 | &nbsp;&nbsp;&nbsp; 696656 |
| Sunoco LP, 7.25%, 5/01/2032 (n) | 1021000 | &nbsp;&nbsp;&nbsp; 1078772 |
| Sunoco LP, 6.625%, 8/15/2032 (n) | 288000 | &nbsp;&nbsp;&nbsp; 298108 |
| Tallgrass Energy Partners LP, 5.5%, 1/15/2028 (n) | 990000 | &nbsp;&nbsp;&nbsp; 989035 |
| Tallgrass Energy Partners LP, 7.375%, 2/15/2029 (n) | 401000 | &nbsp;&nbsp;&nbsp; 415723 |
| Tallgrass Energy Partners LP, 6.75%, 3/15/2034 (n) | 224000 | &nbsp;&nbsp;&nbsp; 230206 |
| Targa Resources Corp., 4.95%, 4/15/2052  | 53000 | &nbsp;&nbsp;&nbsp; 45931 |
| TransMontaigne Partners LLC, 8.5%, 6/15/2030 (n) | 412000 | &nbsp;&nbsp;&nbsp; 430533 |
| Venture Global LNG, Inc., 8.125%, 6/01/2028 (n) | 414000 | &nbsp;&nbsp;&nbsp; 424799 |
| Venture Global LNG, Inc., 9.5%, 2/01/2029 (n) | 656000 | &nbsp;&nbsp;&nbsp; 703595 |
| Venture Global LNG, Inc., 8.375%, 6/01/2031 (n) | 788000 | &nbsp;&nbsp;&nbsp; 806941 |
| Venture Global LNG, Inc., 9% to 9/30/2029, FLR (CMT - 5yr. + 5.44%) to 3/30/2173 (n) | 739000 | &nbsp;&nbsp;&nbsp; 646312 |
| Venture Global Plaquemines LNG LLC, 7.5%, 5/01/2033 (n) | 209000 | &nbsp;&nbsp;&nbsp; 231850 |
| Venture Global Plaquemines LNG LLC, 6.5%, 1/15/2034 (n) | 552000 | &nbsp;&nbsp;&nbsp; 580935 |
| Venture Global Plaquemines LNG LLC, 6.75%, 1/15/2036 (n) | 552000 | &nbsp;&nbsp;&nbsp; 587996 |
|  |  | &nbsp;&nbsp;&nbsp; $15004607 |
| Mortgage-Backed – 1.8% | Mortgage-Backed – 1.8% |  |
| Fannie Mae, 6.5%, 4/01/2032 - 1/01/2033  | $8137 | &nbsp;&nbsp;&nbsp; $8483 |
| Fannie Mae, 5.5%, 7/01/2033 - 7/01/2035  | 30467 | &nbsp;&nbsp;&nbsp; 31297 |
| Fannie Mae, 6%, 8/01/2034 - 8/01/2054  | 58186 | &nbsp;&nbsp;&nbsp; 60176 |
| Fannie Mae, 3.5%, 12/01/2047  | 30095 | &nbsp;&nbsp;&nbsp; 29027 |
| Fannie Mae, 2%, 9/25/2050 (i) | 76251 | &nbsp;&nbsp;&nbsp; 10258 |
| Fannie Mae, 4%, 9/25/2050 (i) | 102117 | &nbsp;&nbsp;&nbsp; 19533 |
| Fannie Mae, 2.5%, 2/25/2051 (i) | 86465 | &nbsp;&nbsp;&nbsp; 12351 |
| Fannie Mae, 4.567%, 12/25/2053  | 92072 | &nbsp;&nbsp;&nbsp; 92577 |
| Fannie Mae, 5.117%, 1/25/2055  | 132417 | &nbsp;&nbsp;&nbsp; 134018 |
| Fannie Mae, UMBS, 6.5%, 2/01/2043  | 21502 | &nbsp;&nbsp;&nbsp; 22360 |
| Fannie Mae, UMBS, 3.5%, 5/01/2049 - 7/01/2050  | 100232 | &nbsp;&nbsp;&nbsp; 95810 |
| Fannie Mae, UMBS, 2.5%, 1/01/2050 - 2/01/2052  | 469674 | &nbsp;&nbsp;&nbsp; 408111 |
| Fannie Mae, UMBS, 2%, 8/01/2050 - 11/01/2051  | 42953 | &nbsp;&nbsp;&nbsp; 35827 |
| Fannie Mae, UMBS, 3%, 5/01/2051 - 12/01/2051  | 337262 | &nbsp;&nbsp;&nbsp; 306604 |
| Fannie Mae, UMBS, 5%, 8/01/2052  | 136618 | &nbsp;&nbsp;&nbsp; 137948 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Fannie Mae, UMBS, 4%, 10/01/2052  | $425453 | &nbsp;&nbsp;&nbsp; $414665 |
| Fannie Mae, UMBS, 5.5%, 11/01/2052  | 84429 | &nbsp;&nbsp;&nbsp; 86155 |
| Freddie Mac, 1.373%, 3/25/2027 (i) | 448000 | &nbsp;&nbsp;&nbsp; 5606 |
| Freddie Mac, 0.124%, 2/25/2028 (i) | 36576000 | &nbsp;&nbsp;&nbsp; 105152 |
| Freddie Mac, 0.294%, 2/25/2028 (i) | 15572000 | &nbsp;&nbsp;&nbsp; 92217 |
| Freddie Mac, 0.103%, 4/25/2028 (i) | 15983000 | &nbsp;&nbsp;&nbsp; 49557 |
| Freddie Mac, 1.081%, 7/25/2029 (i) | 1819013 | &nbsp;&nbsp;&nbsp; 58866 |
| Freddie Mac, 0.558%, 1/25/2030 (i) | 354737 | &nbsp;&nbsp;&nbsp; 7355 |
| Freddie Mac, 1.796%, 4/25/2030 (i) | 845640 | &nbsp;&nbsp;&nbsp; 55761 |
| Freddie Mac, 1.839%, 4/25/2030 (i) | 731897 | &nbsp;&nbsp;&nbsp; 50240 |
| Freddie Mac, 1.666%, 5/25/2030 (i) | 896340 | &nbsp;&nbsp;&nbsp; 56996 |
| Freddie Mac, 1.798%, 5/25/2030 (i) | 2034877 | &nbsp;&nbsp;&nbsp; 140574 |
| Freddie Mac, 1.34%, 6/25/2030 (i) | 821458 | &nbsp;&nbsp;&nbsp; 42557 |
| Freddie Mac, 1.597%, 8/25/2030 (i) | 719995 | &nbsp;&nbsp;&nbsp; 45591 |
| Freddie Mac, 1.168%, 9/25/2030 (i) | 455646 | &nbsp;&nbsp;&nbsp; 21793 |
| Freddie Mac, 1.079%, 11/25/2030 (i) | 901677 | &nbsp;&nbsp;&nbsp; 41359 |
| Freddie Mac, 0.319%, 1/25/2031 (i) | 3152130 | &nbsp;&nbsp;&nbsp; 38353 |
| Freddie Mac, 0.509%, 3/25/2031 (i) | 3703885 | &nbsp;&nbsp;&nbsp; 78117 |
| Freddie Mac, 0.937%, 7/25/2031 (i) | 670491 | &nbsp;&nbsp;&nbsp; 30844 |
| Freddie Mac, 0.535%, 9/25/2031 (i) | 2699427 | &nbsp;&nbsp;&nbsp; 72164 |
| Freddie Mac, 0.567%, 12/25/2031 (i) | 659754 | &nbsp;&nbsp;&nbsp; 18348 |
| Freddie Mac, 6%, 8/01/2034  | 8205 | &nbsp;&nbsp;&nbsp; 8417 |
| Freddie Mac, 4.767%, 1/25/2054  | 60020 | &nbsp;&nbsp;&nbsp; 60537 |
| Freddie Mac, 5.167%, 12/25/2054  | 131377 | &nbsp;&nbsp;&nbsp; 133170 |
| Freddie Mac, 7.617%, 9/25/2055  | 94005 | &nbsp;&nbsp;&nbsp; 98128 |
| Freddie Mac, UMBS, 4.5%, 7/01/2038 - 11/01/2053  | 170998 | &nbsp;&nbsp;&nbsp; 170313 |
| Freddie Mac, UMBS, 2%, 8/01/2051 - 9/01/2051  | 60046 | &nbsp;&nbsp;&nbsp; 50081 |
| Freddie Mac, UMBS, 3%, 4/01/2052  | 19563 | &nbsp;&nbsp;&nbsp; 17855 |
| Freddie Mac, UMBS, 5%, 11/01/2052  | 181862 | &nbsp;&nbsp;&nbsp; 184033 |
| Freddie Mac, UMBS, 6%, 8/01/2053  | 32871 | &nbsp;&nbsp;&nbsp; 33968 |
| Freddie Mac, UMBS, 6.5%, 11/01/2054  | 60100 | &nbsp;&nbsp;&nbsp; 63060 |
| Ginnie Mae, 2.5%, 8/20/2051  | 98091 | &nbsp;&nbsp;&nbsp; 86617 |
| Ginnie Mae, 3%, 4/20/2052 - 11/20/2052  | 98541 | &nbsp;&nbsp;&nbsp; 90495 |
| Ginnie Mae, 4%, 7/20/2052 - 11/20/2052  | 86142 | &nbsp;&nbsp;&nbsp; 83662 |
| Ginnie Mae, 5.5%, 2/20/2053 - 10/20/2053  | 86778 | &nbsp;&nbsp;&nbsp; 88461 |
| Ginnie Mae, 5%, 3/20/2053 - 4/20/2053  | 152666 | &nbsp;&nbsp;&nbsp; 153808 |
| Ginnie Mae, 5.062%, 9/20/2053  | 103763 | &nbsp;&nbsp;&nbsp; 105860 |
| Ginnie Mae, 4.961%, 10/20/2053  | 66474 | &nbsp;&nbsp;&nbsp; 67251 |
| Ginnie Mae, 4.862%, 12/20/2053  | 106215 | &nbsp;&nbsp;&nbsp; 107230 |
| Ginnie Mae, 4.712%, 10/20/2054  | 67413 | &nbsp;&nbsp;&nbsp; 67771 |
| Ginnie Mae, 4.912%, 4/20/2055  | 118359 | &nbsp;&nbsp;&nbsp; 119890 |
| Ginnie Mae, 3.5%, 5/20/2055  | 0 | &nbsp;&nbsp;&nbsp; 0 |
| Ginnie Mae, 7.612%, 5/20/2055  | 78866 | &nbsp;&nbsp;&nbsp; 80923 |
| Ginnie Mae, 6.083%, 6/20/2055  | 104476 | &nbsp;&nbsp;&nbsp; 107244 |
| Ginnie Mae, 6.157%, 6/20/2055  | 69111 | &nbsp;&nbsp;&nbsp; 69397 |
| Ginnie Mae, 1.688%, 7/20/2055 (i) | 142634 | &nbsp;&nbsp;&nbsp; 7249 |
| Ginnie Mae, 4.462%, 8/20/2065  | 100454 | &nbsp;&nbsp;&nbsp; 100691 |
| Ginnie Mae, TBA, 3.5%, 4/21/2056  | 75000 | &nbsp;&nbsp;&nbsp; 70153 |
|  |  | &nbsp;&nbsp;&nbsp; $5142914 |
| Municipals – 0.3% | Municipals – 0.3% | Municipals – 0.3% |
| Iowa Student Loan Liquidity Corp. Rev., Taxable, "A", 5.08%, 12/01/2039  | $55000 | &nbsp;&nbsp;&nbsp; $54037 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.641%, 7/01/2037  | 65000 | &nbsp;&nbsp;&nbsp; 57887 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 4.949%, 7/01/2038  | 145000 | &nbsp;&nbsp;&nbsp; 144053 |
| Massachusetts Housing Finance Agency, Single Family Housing Rev., Taxable, "226", 5.562%, 12/01/2052  | 135000 | &nbsp;&nbsp;&nbsp; 139517 |
| Michigan Finance Authority, Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040  | 70000 | &nbsp;&nbsp;&nbsp; 60941 |
| Oklahoma Development Finance Authority, Health System Rev., Taxable (OU Medicine Project), "C", 5.45%, 8/15/2028  | 246000 | &nbsp;&nbsp;&nbsp; 245551 |
|  |  | &nbsp;&nbsp;&nbsp; $701986 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $89000 | &nbsp;&nbsp;&nbsp; $95431 |
| ENGIE S.A., 3.25%, 1/11/2032  | 100000 | &nbsp;&nbsp;&nbsp; 119031 |
| Vier Gas Transport GmbH, 3.375%, 11/11/2031  | 100000 | &nbsp;&nbsp;&nbsp; 119506 |
|  |  | &nbsp;&nbsp;&nbsp; $333968 |
| Network & Telecom – 0.9% | Network & Telecom – 0.9% | Network & Telecom – 0.9% |
| Altice Financing S.A., 5.75%, 8/15/2029 (n) | $275000 | &nbsp;&nbsp;&nbsp; $190490 |
| Frontier Communications Holdings LLC, 6.75%, 5/01/2029 (n) | 305000 | &nbsp;&nbsp;&nbsp; 306162 |
| Iliad Holding S.A.S., 7%, 10/15/2028 (n) | 981000 | &nbsp;&nbsp;&nbsp; 993363 |
| Iliad Holding S.A.S., 5.375%, 4/15/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp; 122536 |
| Iliad Holding S.A.S., 6.875%, 4/15/2031 (n) | 366000 | &nbsp;&nbsp;&nbsp; 460420 |
| NTT Finance Corp., 3.619%, 3/04/2035 (w) | 100000 | &nbsp;&nbsp;&nbsp; 118094 |
| Windstream Services LLC/Windstream Escrow, 8.25%, 10/01/2031 (n) | $234000 | &nbsp;&nbsp;&nbsp; 246363 |
|  |  | &nbsp;&nbsp;&nbsp; $2437428 |
| Oil Services – 0.7% | Oil Services – 0.7% | Oil Services – 0.7% |
| Nabors Industries, Inc., 8.875%, 8/15/2031 (n) | $585000 | &nbsp;&nbsp;&nbsp; $606049 |
| U.S.A. Compression Partners LP/Finance Co., 7.125%, 3/15/2029 (n) | 880000 | &nbsp;&nbsp;&nbsp; 909331 |
| Valaris Ltd., 8.375%, 4/30/2030 (n) | 550000 | &nbsp;&nbsp;&nbsp; 576792 |
|  |  | &nbsp;&nbsp;&nbsp; $2092172 |
| Oils – 0.1% | Oils – 0.1% | Oils – 0.1% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035  | $35000 | &nbsp;&nbsp;&nbsp; $36866 |
| PBF Holding Co. LLC, 7.875%, 9/15/2030 (n) | 287000 | &nbsp;&nbsp;&nbsp; 287995 |
|  |  | &nbsp;&nbsp;&nbsp; $324861 |
| Other Banks & Diversified Financials – 0.2% | Other Banks & Diversified Financials – 0.2% | Other Banks & Diversified Financials – 0.2% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $200000 | &nbsp;&nbsp;&nbsp; $211690 |
| BPCE S.A., 4.125%, 2/27/2039  | 100000 | &nbsp;&nbsp;&nbsp; 119202 |
| CaixaBank S.A., 3.375%, 6/26/2035  | 100000 | &nbsp;&nbsp;&nbsp; 118009 |
| Deutsche Bank AG, 3%, 2/07/2031  | 100000 | &nbsp;&nbsp;&nbsp; 118475 |
| M&T Bank Corp., 4.553% to 8/16/2027, FLR (SOFR - 1 day + 1.78%) to 8/16/2028  | $41000 | &nbsp;&nbsp;&nbsp; 41300 |
| M&T Bank Corp., 6.082% to 3/13/2031, FLR (SOFR - 1 day + 2.26%) to 3/13/2032  | 73000 | &nbsp;&nbsp;&nbsp; 78102 |
|  |  | &nbsp;&nbsp;&nbsp; $686778 |
| Pharmaceuticals – 1.1% | Pharmaceuticals – 1.1% | Pharmaceuticals – 1.1% |
| 1261229 B.C. Ltd., 10%, 4/15/2032 (n) | $1129000 | &nbsp;&nbsp;&nbsp; $1167536 |
| AbbVie, Inc., 4.4%, 3/15/2033 (w) | 71000 | &nbsp;&nbsp;&nbsp; 71298 |
| AbbVie, Inc., 5.35%, 3/15/2044  | 41000 | &nbsp;&nbsp;&nbsp; 41107 |
| AbbVie, Inc., 5.4%, 3/15/2054  | 51000 | &nbsp;&nbsp;&nbsp; 50086 |
| Bausch Health Co., Inc., 4.875%, 6/01/2028 (n) | 135000 | &nbsp;&nbsp;&nbsp; 125635 |
| Bausch Health Co., Inc., 5.25%, 1/30/2030 (n) | 244000 | &nbsp;&nbsp;&nbsp; 170800 |
| BMS Ireland Capital Funding DAC, 3.363%, 11/10/2033  | 100000 | &nbsp;&nbsp;&nbsp; 118725 |
| Eli Lilly & Co., 5.5%, 2/12/2055  | $37000 | &nbsp;&nbsp;&nbsp; 37273 |
| Genmab A.S., 6.25%, 12/15/2032 (n) | 826000 | &nbsp;&nbsp;&nbsp; 857242 |
| Grifols S.A., 7.125%, 5/01/2030  | 380000 | &nbsp;&nbsp;&nbsp; 469132 |
| Merck & Co., Inc., 4.75%, 12/04/2035  | $69000 | &nbsp;&nbsp;&nbsp; 69628 |
|  |  | &nbsp;&nbsp;&nbsp; $3178462 |
| Pollution Control – 0.7% | Pollution Control – 0.7% | Pollution Control – 0.7% |
| Clean Harbors, Inc., 5.75%, 10/15/2033 (n) | $859000 | &nbsp;&nbsp;&nbsp; $879304 |
| GFL Environmental, Inc., 4%, 8/01/2028 (n) | 651000 | &nbsp;&nbsp;&nbsp; 640925 |
| GFL Environmental, Inc., 6.75%, 1/15/2031 (n) | 288000 | &nbsp;&nbsp;&nbsp; 302069 |
| Wrangler Holdco Corp., 6.625%, 4/01/2032 (n) | 259000 | &nbsp;&nbsp;&nbsp; 269803 |
|  |  | &nbsp;&nbsp;&nbsp; $2092101 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Precious Metals & Minerals – 0.7% | Precious Metals & Minerals – 0.7% | Precious Metals & Minerals – 0.7% |
| Eldorado Gold Corp., 6.25%, 9/01/2029 (n) | $812000 | &nbsp;&nbsp;&nbsp; $814623 |
| IAMGOLD Corp., 5.75%, 10/15/2028 (n) | 615000 | &nbsp;&nbsp;&nbsp; 616454 |
| New Gold, Inc., 6.875%, 4/01/2032 (n) | 479000 | &nbsp;&nbsp;&nbsp; 509049 |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n) | 53000 | &nbsp;&nbsp;&nbsp; 56840 |
|  |  | &nbsp;&nbsp;&nbsp; $1996966 |
| Printing & Publishing – 0.2% | Printing & Publishing – 0.2% | Printing & Publishing – 0.2% |
| Graham Holdings Co., 5.625%, 12/01/2033 (n)  | $638000 | &nbsp;&nbsp;&nbsp; $637993 |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |
| Burlington Northern Santa Fe LLC, 5.5%, 3/15/2055  | $83000 | &nbsp;&nbsp;&nbsp; $82896 |
| Union Pacific Corp., 3.25%, 2/05/2050  | 101000 | &nbsp;&nbsp;&nbsp; 71079 |
|  |  | &nbsp;&nbsp;&nbsp; $153975 |
| Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% | Real Estate - Healthcare – 0.2% |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 4.625%, 8/01/2029  | $257000 | &nbsp;&nbsp;&nbsp; $222046 |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 8.5%, 2/15/2032 (n) | 430000 | &nbsp;&nbsp;&nbsp; 460219 |
|  |  | &nbsp;&nbsp;&nbsp; $682265 |
| Real Estate - Office – 0.1% | Real Estate - Office – 0.1% | Real Estate - Office – 0.1% |
| Boston Properties LP, REIT, 2.75%, 10/01/2026  | $23000 | &nbsp;&nbsp;&nbsp; $22818 |
| COPT Defense Properties, 4.5%, 10/15/2030  | 29000 | &nbsp;&nbsp;&nbsp; 29127 |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026  | 49000 | &nbsp;&nbsp;&nbsp; 48964 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029  | 21000 | &nbsp;&nbsp;&nbsp; 19825 |
| Cousins Properties, Inc., REIT, 5.875%, 10/01/2034  | 36000 | &nbsp;&nbsp;&nbsp; 37712 |
| Highwoods Realty LP, 5.35%, 1/15/2033  | 57000 | &nbsp;&nbsp;&nbsp; 57342 |
|  |  | &nbsp;&nbsp;&nbsp; $215788 |
| Real Estate - Other – 1.4% | Real Estate - Other – 1.4% | Real Estate - Other – 1.4% |
| Lexington Realty Trust Co., 2.7%, 9/15/2030  | $29000 | &nbsp;&nbsp;&nbsp; $26892 |
| Park Intermediate Holdings LLC, 4.875%, 5/15/2029 (n) | 795000 | &nbsp;&nbsp;&nbsp; 780890 |
| RHP Hotel Properties LP/RHP Finance Corp., 7.25%, 7/15/2028 (n) | 1156000 | &nbsp;&nbsp;&nbsp; 1187026 |
| RHP Hotel Properties LP/RHP Finance Corp., 6.5%, 4/01/2032 (n) | 114000 | &nbsp;&nbsp;&nbsp; 117965 |
| RHP Hotel Properties LP/RHP Finance Corp., 5.75%, 3/15/2034 (n)(w) | 295000 | &nbsp;&nbsp;&nbsp; 297152 |
| Starwood Property Trust, Inc., 5.75%, 1/15/2031 (n) | 691000 | &nbsp;&nbsp;&nbsp; 698222 |
| XHR LP, REIT, 4.875%, 6/01/2029 (n) | 732000 | &nbsp;&nbsp;&nbsp; 722055 |
|  |  | &nbsp;&nbsp;&nbsp; $3830202 |
| Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% | Real Estate - Retail – 0.1% |
| Hammerson PLC, 3.5%, 4/15/2032  | 100000 | &nbsp;&nbsp;&nbsp; $117927 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030  | $113000 | &nbsp;&nbsp;&nbsp; 103936 |
| STORE Capital Corp., REIT, 2.7%, 12/01/2031  | 6000 | &nbsp;&nbsp;&nbsp; 5367 |
| WEA Finance LLC, REIT, 2.875%, 1/15/2027 (n) | 79000 | &nbsp;&nbsp;&nbsp; 78069 |
|  |  | &nbsp;&nbsp;&nbsp; $305299 |
| Restaurants – 0.9% | Restaurants – 0.9% | Restaurants – 0.9% |
| 1011778 B.C. ULC/New Red Finance, Inc., 6.125%, 6/15/2029 (n) | $763000 | &nbsp;&nbsp;&nbsp; $784717 |
| 1011778 B.C. ULC/New Red Finance, Inc., 5.625%, 9/15/2029 (n) | 416000 | &nbsp;&nbsp;&nbsp; 423353 |
| 1011778 B.C. ULC/New Red Finance, Inc., 4%, 10/15/2030 (n) | 554000 | &nbsp;&nbsp;&nbsp; 532010 |
| Fertitta Entertainment LLC, 6.75%, 1/15/2030 (n) | 809000 | &nbsp;&nbsp;&nbsp; 762984 |
|  |  | &nbsp;&nbsp;&nbsp; $2503064 |
| Retailers – 1.2% | Retailers – 1.2% | Retailers – 1.2% |
| Beach Acquisition Bidco LLC, 10% (10% Cash or 10.75% PIK), 7/15/2033 (n)(p) | $1031913 | &nbsp;&nbsp;&nbsp; $1140267 |
| Home Depot, Inc., 3.625%, 4/15/2052  | 112000 | &nbsp;&nbsp;&nbsp; 83286 |
| Macy's Retail Holdings LLC, 5.875%, 3/15/2030 (n) | 42000 | &nbsp;&nbsp;&nbsp; 42194 |
| Macy's Retail Holdings LLC, 7.375%, 8/01/2033 (n) | 577000 | &nbsp;&nbsp;&nbsp; 604483 |
| Mavis Tire Express Services Corp., 6.5%, 5/15/2029 (n) | 487000 | &nbsp;&nbsp;&nbsp; 486542 |
| Maxeda DIY Holding B.V., 5.875%, 10/01/2026  | 345000 | &nbsp;&nbsp;&nbsp; 329677 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Retailers – continued | Retailers – continued | Retailers – continued |
| Penske Automotive Group Co., 3.75%, 6/15/2029  | $659000 | &nbsp;&nbsp;&nbsp; $637336 |
|  |  | &nbsp;&nbsp;&nbsp; $3323785 |
| Specialty Chemicals – 0.0% | Specialty Chemicals – 0.0% | Specialty Chemicals – 0.0% |
| Linde PLC, 3.75%, 11/20/2038  | 100000 | &nbsp;&nbsp;&nbsp; $118713 |
| Specialty Stores – 1.6% | Specialty Stores – 1.6% | Specialty Stores – 1.6% |
| Carvana Co., 9%, 6/01/2031 (n)(p) | $1477000 | &nbsp;&nbsp;&nbsp; $1619875 |
| DICK'S Sporting Goods, 4.1%, 1/15/2052  | 81000 | &nbsp;&nbsp;&nbsp; 59028 |
| Michaels Cos., Inc., 5.25%, 5/01/2028 (n) | 306000 | &nbsp;&nbsp;&nbsp; 305863 |
| Michaels Cos., Inc., 7.875%, 5/01/2029 (n) | 434000 | &nbsp;&nbsp;&nbsp; 435953 |
| Michaels Cos., Inc., 8.5%, 3/15/2033 (n) | 830000 | &nbsp;&nbsp;&nbsp; 807345 |
| Michaels Cos., Inc., 11%, 3/15/2034 (n) | 232000 | &nbsp;&nbsp;&nbsp; 216842 |
| Petco Health & Wellness Co., Inc., 8.25%, 2/01/2031 (n) | 402000 | &nbsp;&nbsp;&nbsp; 392607 |
| PetSmart LLC/PetSmart Finance Corp., 7.5%, 9/15/2032 (n) | 670000 | &nbsp;&nbsp;&nbsp; 677960 |
|  |  | &nbsp;&nbsp;&nbsp; $4515473 |
| Supermarkets – 0.9% | Supermarkets – 0.9% | Supermarkets – 0.9% |
| Albertsons Cos. LLC/Safeway, Inc., 6.25%, 3/15/2033 (n) | $1166000 | &nbsp;&nbsp;&nbsp; $1202355 |
| KeHE Distributors LLC/KeHE Finance Corp., 9%, 2/15/2029 (n) | 972000 | &nbsp;&nbsp;&nbsp; 1019909 |
| Kroger Co., 5.5%, 9/15/2054  | 56000 | &nbsp;&nbsp;&nbsp; 54136 |
| Tesco Corporate Treasury Services PLC, 5.125%, 5/22/2034  | 100000 | &nbsp;&nbsp;&nbsp; 134494 |
|  |  | &nbsp;&nbsp;&nbsp; $2410894 |
| Telecommunications - Wireless – 1.0% | Telecommunications - Wireless – 1.0% | Telecommunications - Wireless – 1.0% |
| Altice France S.A., 9.5%, 11/01/2029 (n) | $262957 | &nbsp;&nbsp;&nbsp; $266993 |
| Altice France S.A., 6.875%, 10/15/2030 (n) | 597561 | &nbsp;&nbsp;&nbsp; 579379 |
| Altice France S.A., 6.5%, 4/15/2032 (n) | 152439 | &nbsp;&nbsp;&nbsp; 145992 |
| America Movil B.V., 3%, 9/30/2030  | 100000 | &nbsp;&nbsp;&nbsp; 118559 |
| Millicom International Cellular S.A., 5.125%, 1/15/2028  | $635400 | &nbsp;&nbsp;&nbsp; 633839 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030  | 46000 | &nbsp;&nbsp;&nbsp; 45646 |
| T-Mobile USA, Inc., 3.2%, 2/19/2032  | 100000 | &nbsp;&nbsp;&nbsp; 118212 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033  | $60000 | &nbsp;&nbsp;&nbsp; 61892 |
| T-Mobile USA, Inc., 5.75%, 1/15/2034  | 17000 | &nbsp;&nbsp;&nbsp; 18172 |
| WP/AP Telecom Holdings III B.V., 5.5%, 1/15/2030  | 100000 | &nbsp;&nbsp;&nbsp; 117882 |
| Zegona Finance PLC, 6.75%, 7/15/2029 (n) | 90000 | &nbsp;&nbsp;&nbsp; 111304 |
| Zegona Finance PLC, 8.625%, 7/15/2029 (n) | $537000 | &nbsp;&nbsp;&nbsp; 567048 |
|  |  | &nbsp;&nbsp;&nbsp; $2784918 |
| Telephone Services – 0.6% | Telephone Services – 0.6% | Telephone Services – 0.6% |
| Deutsche Telekom AG, 3.625%, 2/03/2045  | 30000 | &nbsp;&nbsp;&nbsp; $33120 |
| Level 3 Financing, Inc., 6.875%, 6/30/2033 (n) | $316769 | &nbsp;&nbsp;&nbsp; 328070 |
| Level 3 Financing, Inc., 7%, 3/31/2034 (n) | 292284 | &nbsp;&nbsp;&nbsp; 303842 |
| Uniti Group/CSL Capital Co., 6.5%, 2/15/2029 (n) | 587000 | &nbsp;&nbsp;&nbsp; 570906 |
| Uniti Group/CSL Capital Co., 8.625%, 6/15/2032 (n) | 428000 | &nbsp;&nbsp;&nbsp; 434080 |
|  |  | &nbsp;&nbsp;&nbsp; $1670018 |
| Tobacco – 0.3% | Tobacco – 0.3% | Tobacco – 0.3% |
| Imperial Brands Finance PLC, 3.875%, 8/02/2033  | 100000 | &nbsp;&nbsp;&nbsp; $118610 |
| Turning Point Brands, Inc., 7.625%, 3/15/2032 (n) | $731000 | &nbsp;&nbsp;&nbsp; 783894 |
|  |  | &nbsp;&nbsp;&nbsp; $902504 |
| Transportation - Services – 0.5% | Transportation - Services – 0.5% | Transportation - Services – 0.5% |
| Aeroporti Di Roma S.p.A, 3.625%, 6/15/2032  | 100000 | &nbsp;&nbsp;&nbsp; $120354 |
| Autoroutes du Sud de la France S.A., 3.375%, 1/19/2034  | 100000 | &nbsp;&nbsp;&nbsp; 118713 |
| Edge Finco PLC, 8.125%, 8/15/2031  | 114000 | &nbsp;&nbsp;&nbsp; 164585 |
| Element Fleet Management Corp., 6.271%, 6/26/2026 (n) | $60000 | &nbsp;&nbsp;&nbsp; 60288 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | 38000 | &nbsp;&nbsp;&nbsp; 40093 |
| Heathrow Funding Ltd., 3.875%, 1/16/2038  | 100000 | &nbsp;&nbsp;&nbsp; 118460 |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | **Value ($)** |
| Bonds – continued  | Bonds – continued  | Bonds – continued  |
| Transportation - Services – continued | Transportation - Services – continued | Transportation - Services – continued |
| RXO, Inc., 6.375%, 5/15/2031 (n) | $401000 | &nbsp;&nbsp;&nbsp; $390348 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2043 (n) | 419798 | &nbsp;&nbsp;&nbsp; 145670 |
| Transurban Finance Co. Pty Ltd., 4.033%, 11/26/2037  | 100000 | &nbsp;&nbsp;&nbsp; 120165 |
|  |  | &nbsp;&nbsp;&nbsp; $1278676 |
| U.S. Treasury Obligations – 21.1% | U.S. Treasury Obligations – 21.1% | U.S. Treasury Obligations – 21.1% |
| U.S. Treasury Bonds, 1.125%, 8/15/2040 (f) | $15886000 | &nbsp;&nbsp;&nbsp; $10325279 |
| U.S. Treasury Bonds, 3.875%, 5/15/2043  | 8382000 | &nbsp;&nbsp;&nbsp; 7747784 |
| U.S. Treasury Bonds, 4.875%, 8/15/2045  | 13000 | &nbsp;&nbsp;&nbsp; 13522 |
| U.S. Treasury Bonds, 4.625%, 11/15/2045  | 31000 | &nbsp;&nbsp;&nbsp; 31203 |
| U.S. Treasury Bonds, 4.75%, 11/15/2053  | 1481000 | &nbsp;&nbsp;&nbsp; 1504951 |
| U.S. Treasury Notes, 4.125%, 8/31/2030  | 6295000 | &nbsp;&nbsp;&nbsp; 6456063 |
| U.S. Treasury Notes, 3.625%, 9/30/2030  | 8451000 | &nbsp;&nbsp;&nbsp; 8494245 |
| U.S. Treasury Notes, 4.875%, 10/31/2030  | 5878000 | &nbsp;&nbsp;&nbsp; 6220577 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 (f) | 13150000 | &nbsp;&nbsp;&nbsp; 12447811 |
| U.S. Treasury Notes, 4%, 2/15/2034  | 2467000 | &nbsp;&nbsp;&nbsp; 2499476 |
| U.S. Treasury Notes, 4.625%, 2/15/2035  | 2210000 | &nbsp;&nbsp;&nbsp; 2331377 |
| U.S. Treasury Notes, 4.25%, 5/15/2035  | 1213000 | &nbsp;&nbsp;&nbsp; 1244131 |
|  |  | &nbsp;&nbsp;&nbsp; $59316419 |
| Utilities - Electric Power – 4.4% | Utilities - Electric Power – 4.4% | Utilities - Electric Power – 4.4% |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035  | $56000 | &nbsp;&nbsp;&nbsp; $58521 |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 28000 | &nbsp;&nbsp;&nbsp; 28094 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | 86000 | &nbsp;&nbsp;&nbsp; 78699 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043  | 20000 | &nbsp;&nbsp;&nbsp; 19435 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053  | 17000 | &nbsp;&nbsp;&nbsp; 14425 |
| Bruce Power LP, 2.68%, 12/21/2028  | 39000 | &nbsp;&nbsp;&nbsp; 28330 |
| Bruce Power LP, 4.27%, 12/21/2034  | 93000 | &nbsp;&nbsp;&nbsp; 69175 |
| Clearway Energy Operating LLC, 3.75%, 2/15/2031 (n) | $965000 | &nbsp;&nbsp;&nbsp; 914187 |
| Clearway Energy Operating LLC, 5.75%, 1/15/2034 (n) | 401000 | &nbsp;&nbsp;&nbsp; 406284 |
| ContourGlobal Power Holdings S.A., 5%, 2/28/2030  | 100000 | &nbsp;&nbsp;&nbsp; 121189 |
| ContourGlobal Power Holdings S.A., 5%, 2/28/2030 (n) | 100000 | &nbsp;&nbsp;&nbsp; 121189 |
| Duke Energy Carolinas LLC, 4.95%, 1/15/2033  | $20000 | &nbsp;&nbsp;&nbsp; 20732 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053  | 72000 | &nbsp;&nbsp;&nbsp; 78152 |
| E.ON International Finance B.V., 3.5%, 9/03/2035  | 110000 | &nbsp;&nbsp;&nbsp; 129946 |
| E.ON International Finance B.V., 5.875%, 10/30/2037  | 50000 | &nbsp;&nbsp;&nbsp; 69243 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | $200000 | &nbsp;&nbsp;&nbsp; 182232 |
| Energuate Trust, 6.35%, 9/15/2035 (n) | 474000 | &nbsp;&nbsp;&nbsp; 483021 |
| ENGIE Energia Chile S.A., 6.375%, 4/17/2034 (n) | 200000 | &nbsp;&nbsp;&nbsp; 214628 |
| Eversource Energy, 5.5%, 1/01/2034  | 37000 | &nbsp;&nbsp;&nbsp; 38407 |
| Florida Power & Light Co., 2.875%, 12/04/2051  | 46000 | &nbsp;&nbsp;&nbsp; 29774 |
| Georgia Power Co., 4.95%, 5/17/2033  | 55000 | &nbsp;&nbsp;&nbsp; 56799 |
| Hawaiian Electric Co., Inc., 6%, 10/01/2033 (n) | 781000 | &nbsp;&nbsp;&nbsp; 796048 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 28000 | &nbsp;&nbsp;&nbsp; 25584 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035  | 56000 | &nbsp;&nbsp;&nbsp; 57523 |
| NRG Energy, Inc., 5.75%, 1/15/2034 (n) | 1059000 | &nbsp;&nbsp;&nbsp; 1073515 |
| NRG Energy, Inc., 6%, 1/15/2036 (n) | 873000 | &nbsp;&nbsp;&nbsp; 888506 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 46000 | &nbsp;&nbsp;&nbsp; 47904 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029  | 18000 | &nbsp;&nbsp;&nbsp; 18904 |
| Pacific Gas & Electric Co., 6.4%, 6/15/2033  | 17000 | &nbsp;&nbsp;&nbsp; 18522 |
| PG&E Corp., 5.25%, 7/01/2030  | 1328000 | &nbsp;&nbsp;&nbsp; 1329100 |
| PG&E Corp., 7.375% to 3/15/2030, FLR (CMT - 5yr. + 3.883%) to 3/15/2055  | 416000 | &nbsp;&nbsp;&nbsp; 430353 |
| PPL Electric Utilities Corp. 1st Mortgage, 5.25%, 5/15/2053  | 76000 | &nbsp;&nbsp;&nbsp; 73215 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | 79000 | &nbsp;&nbsp;&nbsp; 81525 |
| Scottish Hydro Electric Power Distribution PLC, 3.375%, 11/02/2033  | 100000 | &nbsp;&nbsp;&nbsp; 118009 |
| Star Energy Geothermal (Wayang Windu) Ltd., 6.75%, 4/24/2033 (n) | $576300 | &nbsp;&nbsp;&nbsp; 592969 |
| Talen Energy Supply LLC, 6.25%, 2/01/2034 (n) | 744000 | &nbsp;&nbsp;&nbsp; 757090 |
| Talen Energy Supply LLC, 6.5%, 2/01/2036 (n) | 287000 | &nbsp;&nbsp;&nbsp; 295084 |
| Terna Rete Elettrica Nazionale S.p.A., 3%, 7/22/2031  | 100000 | &nbsp;&nbsp;&nbsp; 118212 |

---

------

*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 |
| TerraForm Global Operating LLC, 6.125%, 3/01/2026 (n) | $125000 | &nbsp;&nbsp;&nbsp; $125000 |
| TerraForm Power Operating LLC, 5%, 1/31/2028 (n) | 703000 | &nbsp;&nbsp;&nbsp; 703893 |
| TerraForm Power Operating LLC, 4.75%, 1/15/2030 (n) | 157000 | &nbsp;&nbsp;&nbsp; 153488 |
| Vistra Operations Co. LLC, 4.7%, 1/31/2031 (n) | 57000 | &nbsp;&nbsp;&nbsp; 57326 |
| Vistra Operations Co. LLC, 5.35%, 1/31/2036 (n) | 57000 | &nbsp;&nbsp;&nbsp; 57395 |
| Xcel Energy, Inc., 4.6%, 6/01/2032  | 19000 | &nbsp;&nbsp;&nbsp; 19141 |
| Xcel Energy, Inc., 5.6%, 4/15/2035  | 10000 | &nbsp;&nbsp;&nbsp; 10453 |
| XPLR Infrastructure Operating Partners LP, 7.25%, 1/15/2029 (n) | 536000 | &nbsp;&nbsp;&nbsp; 556342 |
| XPLR Infrastructure Operating Partners LP, 8.375%, 1/15/2031 (n) | 473000 | &nbsp;&nbsp;&nbsp; 500836 |
| XPLR Infrastructure Operating Partners LP, 8.625%, 3/15/2033 (n) | 135000 | &nbsp;&nbsp;&nbsp; 142897 |
|  |  | &nbsp;&nbsp;&nbsp; $12211296 |
| Utilities - Gas – 0.5% | Utilities - Gas – 0.5% | Utilities - Gas – 0.5% |
| APA Infrastructure Ltd., 5.125%, 9/16/2034 (n) | $47000 | &nbsp;&nbsp;&nbsp; $47888 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036  | 100000 | &nbsp;&nbsp;&nbsp; 103561 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | $23000 | &nbsp;&nbsp;&nbsp; 23715 |
| EP Infrastructure A.S., 2.045%, 10/09/2028  | 709000 | &nbsp;&nbsp;&nbsp; 817388 |
| EP Infrastructure A.S., 4.125%, 2/27/2033  | 100000 | &nbsp;&nbsp;&nbsp; 118286 |
| EP Infrastructure A.S., 4.375%, 1/29/2034  | 100000 | &nbsp;&nbsp;&nbsp; 119119 |
| Spire, Inc., 4.6%, 9/01/2031  | $90000 | &nbsp;&nbsp;&nbsp; 90725 |
| Spire, Inc., 6.25%, 6/01/2056  | 69000 | &nbsp;&nbsp;&nbsp; 69450 |
|  |  | &nbsp;&nbsp;&nbsp; $1390132 |
| Utilities - Other – 0.0% | Utilities - Other – 0.0% | Utilities - Other – 0.0% |
| Severn Trent Utilities Finance PLC, 3.875%, 8/04/2035  | 100000 | &nbsp;&nbsp;&nbsp; $119921 |
| **Total Bonds**  |  | &nbsp;&nbsp; **$366344868** |
| Common Stocks – 0.1%  | Common Stocks – 0.1%  | Common Stocks – 0.1%  |
| Metals & Mining – 0.0% | Metals & Mining – 0.0% |  |
| Petra Diamonds Ltd. (a)  | 20785 | &nbsp;&nbsp;&nbsp; $4860 |
| Oil Services – 0.1% | Oil Services – 0.1% |  |
| LTRI Holdings LP (a)(u)  | 615 | &nbsp;&nbsp;&nbsp; $114783 |
| **Total Common Stocks**  |  | &nbsp;&nbsp; **$119643** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Strike** <br>**Price**<br>| &nbsp;&nbsp; **First** <br>**Exercise**<br>|  |  |
| Warrants – 0.0% |  |  |  |  |
| Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% |
| Avation Capital S.A. (1 share for 1 warrant, Expiration 10/31/26) (a) | GBP 1.14 | N/A | &nbsp;&nbsp;&nbsp;&nbsp; 6125 | &nbsp;&nbsp;&nbsp; $2270 |

---

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

---

| | | |
|:---|:---|:---|
| Mutual Funds (h) – 2.5%  | Mutual Funds (h) – 2.5%  | Mutual Funds (h) – 2.5%  |
| Money Market Funds – 2.5% | Money Market Funds – 2.5% |  |
| MFS Institutional Money Market Portfolio, 3.7% (v)  | 7037393 | &nbsp;&nbsp;&nbsp; $7038097 |

---

&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 Crossover 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; $6290000 | &nbsp;&nbsp;&nbsp; N/A | &nbsp;&nbsp; $22192 |

---

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

---

| | |
|:---|:---|
| Other Assets, Less Liabilities – (33.1)% | &nbsp;&nbsp;&nbsp; (92853654)<br>|
| **Net Assets – 100.0%** | &nbsp;&nbsp; **$280673416** |

---

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

------

*Portfolio of Investments (unaudited) – continued*

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) An affiliated issuer, which may be considered one in which the fund owns 5% or more
 of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated
 issuers and in unaffiliated issuers were $7,038,097 and $366,488,973, respectively.

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

&nbsp;&nbsp;&nbsp;&nbsp;(n) Securities exempt from registration under Rule 144A of the Securities Act of 1933.
 These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers.
 At period end, the aggregate value of these securities was $221,209,471, representing 78.8% of net assets.

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

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

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

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

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

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

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| **Cost** | **Value** |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2030 | 3/09/2021-6/22/2022 | $302454 | $184411 |
| % of Net assets |  |  | 0.1% |

---

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

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| AGM | Assured Guaranty Municipal |
| CDO | Collateralized Debt Obligation |
| CFRR | China Fixing Repo Rate |
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury  |
| CPI-U | Consumer Price Index - Urban Consumers |
| EURIBOR | Euro Interbank Offered Rate |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate <br> reported may not be the current rate. All reference rates are USD unless otherwise noted.<br>|
| ICE | Intercontinental Exchange |
| NPFG | National Public Finance Guarantee Corp. |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |
| UMBS | Uniform Mortgage-Backed Security |
| Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: | Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise <br> indicated. A list of abbreviations is shown below: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Renminbi (Offshore)  |
| CNY | China Yuan Renminbi |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| 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  |

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | |
|:---|:---|
| 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; 2586364 | USD | &nbsp;&nbsp; 1736221 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; $104017 |
| AUD | &nbsp;&nbsp; 265492 | USD | &nbsp;&nbsp; 178791 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 10110 |
| AUD | &nbsp;&nbsp; 80043 | USD | &nbsp;&nbsp; 55865 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 1087 |
| CAD | &nbsp;&nbsp; 90939 | USD | &nbsp;&nbsp; 65755 | BNP Paribas | 4/17/2026 | &nbsp;&nbsp; 1043 |
| CAD | &nbsp;&nbsp; 447550 | USD | &nbsp;&nbsp; 323931 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 4810 |
| CAD | &nbsp;&nbsp; 901035 | USD | &nbsp;&nbsp; 651441 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 10401 |
| CAD | &nbsp;&nbsp; 49279 | USD | &nbsp;&nbsp; 35794 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 403 |
| CHF | &nbsp;&nbsp; 6288 | USD | &nbsp;&nbsp; 7967 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 251 |
| CNH | &nbsp;&nbsp; 698591 | USD | &nbsp;&nbsp; 100656 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 1473 |
| CNH | &nbsp;&nbsp; 4987241 | USD | &nbsp;&nbsp; 719110 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 9985 |
| CZK | &nbsp;&nbsp; 4022668 | USD | &nbsp;&nbsp; 193471 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 2768 |
| CZK | &nbsp;&nbsp; 15459102 | USD | &nbsp;&nbsp; 741009 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 13138 |
| EUR | &nbsp;&nbsp; 98584 | USD | &nbsp;&nbsp; 115633 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 1106 |
| EUR | &nbsp;&nbsp; 396413 | USD | &nbsp;&nbsp; 465815 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 3599 |
| EUR | &nbsp;&nbsp; 5600112 | USD | &nbsp;&nbsp; 6553721 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 77661 |
| EUR | &nbsp;&nbsp; 502365 | USD | &nbsp;&nbsp; 587384 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 7492 |
| EUR | &nbsp;&nbsp; 132738 | USD | &nbsp;&nbsp; 155077 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 2105 |
| EUR | &nbsp;&nbsp; 840147 | USD | &nbsp;&nbsp; 984894 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 9966 |
| EUR | &nbsp;&nbsp; 801957 | USD | &nbsp;&nbsp; 945323 | UBS AG | 4/17/2026 | &nbsp;&nbsp; 4315 |
| GBP | &nbsp;&nbsp; 172484 | USD | &nbsp;&nbsp; 231854 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 626 |
| GBP | &nbsp;&nbsp; 1291055 | USD | &nbsp;&nbsp; 1734085 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 6040 |
| HUF | &nbsp;&nbsp; 13257408 | USD | &nbsp;&nbsp; 39724 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 1736 |
| INR | &nbsp;&nbsp; 192157 | USD | &nbsp;&nbsp; 2075 | JPMorgan Chase Bank N.A. | 4/30/2026 | &nbsp;&nbsp; 28 |
| JPY | &nbsp;&nbsp; 60402367 | USD | &nbsp;&nbsp; 382636 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 5644 |
| JPY | &nbsp;&nbsp; 60798026 | USD | &nbsp;&nbsp; 385538 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 5285 |
| JPY | &nbsp;&nbsp; 7897452 | USD | &nbsp;&nbsp; 50280 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 487 |
| KRW | &nbsp;&nbsp; 1128533000 | USD | &nbsp;&nbsp; 772683 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; 12902 |
| KRW | &nbsp;&nbsp; 788412851 | USD | &nbsp;&nbsp; 547623 | Citibank N.A. | 4/16/2026 | &nbsp;&nbsp; 1220 |
| KRW | &nbsp;&nbsp; 1329774554 | USD | &nbsp;&nbsp; 922497 | Goldman Sachs International | 4/15/2026 | &nbsp;&nbsp; 3175 |
| MXN | &nbsp;&nbsp; 16426915 | USD | &nbsp;&nbsp; 913749 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 36375 |
| NOK | &nbsp;&nbsp; 7406795 | USD | &nbsp;&nbsp; 756668 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 22115 |
| NZD | &nbsp;&nbsp; 360143 | USD | &nbsp;&nbsp; 208444 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 7948 |
| PEN | &nbsp;&nbsp; 983694 | USD | &nbsp;&nbsp; 292592 | Barclays Bank PLC | 4/23/2026 | &nbsp;&nbsp; 227 |
| SGD | &nbsp;&nbsp; 316876 | USD | &nbsp;&nbsp; 248096 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 3217 |
| TRY | &nbsp;&nbsp; 4896821 | USD | &nbsp;&nbsp; 105650 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 1806 |
| TRY | &nbsp;&nbsp; 4841719 | USD | &nbsp;&nbsp; 104444 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; 1802 |
| TRY | &nbsp;&nbsp; 9738540 | USD | &nbsp;&nbsp; 210014 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; 3689 |
| TWD | &nbsp;&nbsp; 11272338 | USD | &nbsp;&nbsp; 359966 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; 2156 |
| ZAR | &nbsp;&nbsp; 738136 | USD | &nbsp;&nbsp; 44698 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; 1509 |
| USD | &nbsp;&nbsp; 79694 | AUD | &nbsp;&nbsp; 111800 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 147 |
| USD | &nbsp;&nbsp; 27928 | CLP | &nbsp;&nbsp; 24144460 | Citibank N.A. | 5/15/2026 | &nbsp;&nbsp; 269 |
| USD | &nbsp;&nbsp; 118465 | EUR | &nbsp;&nbsp; 100000 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 49 |
| USD | &nbsp;&nbsp; 356758 | EUR | &nbsp;&nbsp; 299043 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 2647 |
| USD | &nbsp;&nbsp; 119504 | EUR | &nbsp;&nbsp; 99400 | NatWest Markets PLC | 4/17/2026 | &nbsp;&nbsp; 1799 |
| USD | &nbsp;&nbsp; 1205447 | EUR | &nbsp;&nbsp; 1013283 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 5565 |

---

------

*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** |
| USD | &nbsp;&nbsp; 71288 | GBP | &nbsp;&nbsp; 52158 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; $988 |
| USD | &nbsp;&nbsp; 559817 | GBP | &nbsp;&nbsp; 412956 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 3223 |
| USD | &nbsp;&nbsp; 237073 | JPY | &nbsp;&nbsp; 36551705 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; 2110 |
| USD | &nbsp;&nbsp; 364843 | JPY | &nbsp;&nbsp; 55493691 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; 8117 |
| USD | &nbsp;&nbsp; 326267 | KRW | &nbsp;&nbsp; 467540000 | JPMorgan Chase Bank N.A. | 4/15/2026 | &nbsp;&nbsp; 806 |
| USD | &nbsp;&nbsp; 291542 | NZD | &nbsp;&nbsp; 485113 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; 61 |
| USD | &nbsp;&nbsp; 301376 | THB | &nbsp;&nbsp; 9311000 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; 1016 |
|  |  |  |  |  |  | &nbsp;&nbsp; $410514 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| CLP | &nbsp;&nbsp; 571932369 | USD | &nbsp;&nbsp; 661568 | Citibank N.A. | 5/15/2026 | &nbsp;&nbsp; $(6375)<br>|
| CNH | &nbsp;&nbsp; 1926667 | USD | &nbsp;&nbsp; 282402 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (739)<br>|
| EUR | &nbsp;&nbsp; 313223 | USD | &nbsp;&nbsp; 371865 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (962)<br>|
| EUR | &nbsp;&nbsp; 704170 | USD | &nbsp;&nbsp; 843596 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (9752)<br>|
| EUR | &nbsp;&nbsp; 1099428 | USD | &nbsp;&nbsp; 1315893 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (14002)<br>|
| GBP | &nbsp;&nbsp; 78613 | USD | &nbsp;&nbsp; 108206 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (2249)<br>|
| GBP | &nbsp;&nbsp; 165874 | USD | &nbsp;&nbsp; 225313 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (1743)<br>|
| GBP | &nbsp;&nbsp; 41974 | USD | &nbsp;&nbsp; 57394 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (820)<br>|
| GBP | &nbsp;&nbsp; 972154 | USD | &nbsp;&nbsp; 1321844 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (11544)<br>|
| IDR | &nbsp;&nbsp; 101343641 | USD | &nbsp;&nbsp; 6039 | Citibank N.A. | 4/30/2026 | &nbsp;&nbsp; (4)<br>|
| JPY | &nbsp;&nbsp; 37392797 | USD | &nbsp;&nbsp; 243382 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (3012)<br>|
| JPY | &nbsp;&nbsp; 4465973 | USD | &nbsp;&nbsp; 28738 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (30)<br>|
| KRW | &nbsp;&nbsp; 262213349 | USD | &nbsp;&nbsp; 182600 | Barclays Bank PLC | 4/15/2026 | &nbsp;&nbsp; (70)<br>|
| NZD | &nbsp;&nbsp; 47435 | USD | &nbsp;&nbsp; 28670 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (168)<br>|
| SGD | &nbsp;&nbsp; 927279 | USD | &nbsp;&nbsp; 737498 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (2075)<br>|
| SGD | &nbsp;&nbsp; 452830 | USD | &nbsp;&nbsp; 360322 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (1184)<br>|
| USD | &nbsp;&nbsp; 606185 | AUD | &nbsp;&nbsp; 903005 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (36316)<br>|
| USD | &nbsp;&nbsp; 394475 | AUD | &nbsp;&nbsp; 560665 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (4446)<br>|
| USD | &nbsp;&nbsp; 70839 | BRL | &nbsp;&nbsp; 376581 | Citibank N.A. | 5/05/2026 | &nbsp;&nbsp; (1562)<br>|
| USD | &nbsp;&nbsp; 1329306 | BRL | &nbsp;&nbsp; 7076693 | Goldman Sachs International | 5/05/2026 | &nbsp;&nbsp; (31238)<br>|
| USD | &nbsp;&nbsp; 563238 | CAD | &nbsp;&nbsp; 769194 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (1761)<br>|
| USD | &nbsp;&nbsp; 2662499 | CAD | &nbsp;&nbsp; 3682617 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (42510)<br>|
| USD | &nbsp;&nbsp; 191844 | CAD | &nbsp;&nbsp; 262952 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (1304)<br>|
| USD | &nbsp;&nbsp; 14317 | CHF | &nbsp;&nbsp; 11299 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (451)<br>|
| USD | &nbsp;&nbsp; 3215489 | CNH | &nbsp;&nbsp; 22316777 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (47046)<br>|
| USD | &nbsp;&nbsp; 596504 | CZK | &nbsp;&nbsp; 12402555 | Citibank N.A. | 4/17/2026 | &nbsp;&nbsp; (8535)<br>|
| USD | &nbsp;&nbsp; 93424 | CZK | &nbsp;&nbsp; 1919933 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (236)<br>|
| USD | &nbsp;&nbsp; 684268 | EUR | &nbsp;&nbsp; 579838 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (2349)<br>|
| USD | &nbsp;&nbsp; 28785 | EUR | &nbsp;&nbsp; 24331 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (27)<br>|
| USD | &nbsp;&nbsp; 31369378 | EUR | &nbsp;&nbsp; 26809580 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (377234)<br>|
| USD | &nbsp;&nbsp; 234426 | EUR | &nbsp;&nbsp; 199257 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (1525)<br>|
| USD | &nbsp;&nbsp; 1367154 | EUR | &nbsp;&nbsp; 1167514 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (15360)<br>|
| USD | &nbsp;&nbsp; 9339739 | GBP | &nbsp;&nbsp; 6953817 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (32831)<br>|
| USD | &nbsp;&nbsp; 714959 | IDR | &nbsp;&nbsp; 12061366367 | Merrill Lynch International | 4/30/2026 | &nbsp;&nbsp; (3361)<br>|
| USD | &nbsp;&nbsp; 1413 | INR | &nbsp;&nbsp; 130815 | JPMorgan Chase Bank N.A. | 4/30/2026 | &nbsp;&nbsp; (19)<br>|
| USD | &nbsp;&nbsp; 2948999 | JPY | &nbsp;&nbsp; 465127284 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (40944)<br>|
| USD | &nbsp;&nbsp; 3799961 | KRW | &nbsp;&nbsp; 5528487855 | Citibank N.A. | 4/15/2026 | &nbsp;&nbsp; (48487)<br>|
| USD | &nbsp;&nbsp; 394911 | MXN | &nbsp;&nbsp; 6914185 | Goldman Sachs International | 4/17/2026 | &nbsp;&nbsp; (5001)<br>|
| USD | &nbsp;&nbsp; 371171 | MXN | &nbsp;&nbsp; 6458868 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (2406)<br>|
| USD | &nbsp;&nbsp; 720079 | NOK | &nbsp;&nbsp; 7260293 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (43300)<br>|
| USD | &nbsp;&nbsp; 123109 | NZD | &nbsp;&nbsp; 213467 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; (5153)<br>|
| USD | &nbsp;&nbsp; 459962 | NZD | &nbsp;&nbsp; 793450 | State Street Corp. | 4/17/2026 | &nbsp;&nbsp; (16784)<br>|
| USD | &nbsp;&nbsp; 719931 | SGD | &nbsp;&nbsp; 922664 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (11832)<br>|
| USD | &nbsp;&nbsp; 711712 | THB | &nbsp;&nbsp; 22137802 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (2421)<br>|
| USD | &nbsp;&nbsp; 220041 | THB | &nbsp;&nbsp; 6836000 | JPMorgan Chase Bank N.A. | 4/17/2026 | &nbsp;&nbsp; (479)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  | **Forward Foreign Currency Exchange Contracts - continued**  |
| **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | &nbsp;&nbsp; **Currency**<br> **Sold** | &nbsp;&nbsp; **Currency**<br> **Sold** | **Counterparty** | &nbsp;&nbsp; **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| USD | &nbsp;&nbsp; 424129 | TRY | &nbsp;&nbsp; 19477081 | HSBC Bank | 4/17/2026 | &nbsp;&nbsp; $(3275)<br>|
| USD | &nbsp;&nbsp; 142475 | ZAR | &nbsp;&nbsp; 2312548 | Barclays Bank PLC | 4/17/2026 | &nbsp;&nbsp; (2289)<br>|
| USD | &nbsp;&nbsp; 880756 | ZAR | &nbsp;&nbsp; 14523317 | Merrill Lynch International | 4/17/2026 | &nbsp;&nbsp; (28395)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(873606)<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; 41 | $3062685 | March – 2026 | &nbsp;&nbsp; $234 |
| Canadian Treasury Bond 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 10 | 845424 | June – 2026 | &nbsp;&nbsp; 3049 |
| Euro-Bobl 5 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 20 | 2775815 | March – 2026 | &nbsp;&nbsp; 6261 |
| Euro-BTP 10 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 9 | 1306436 | March – 2026 | &nbsp;&nbsp; 26351 |
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 4 | 473875 | June – 2026 | &nbsp;&nbsp; 3769 |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp; Long | &nbsp;&nbsp; USD | &nbsp;&nbsp; 72 | 15067687 | June – 2026 | &nbsp;&nbsp; 17743 |
|  |  |  |  |  |  | &nbsp;&nbsp; $57407 |
| **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***  |  |  |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; CAD | &nbsp;&nbsp; 6 | $540332 | June – 2026 | &nbsp;&nbsp; $(1909)<br>|
| Euro-Bund 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 13 | 2000437 | March – 2026 | &nbsp;&nbsp; (7629)<br>|
| Euro-Buxl 30 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 17 | 2287129 | March – 2026 | &nbsp;&nbsp; (73439)<br>|
| Euro-Schatz 2 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; EUR | &nbsp;&nbsp; 37 | 4679267 | March – 2026 | &nbsp;&nbsp; (4900)<br>|
| Long Gilt 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; GBP | &nbsp;&nbsp; 9 | 1136231 | June – 2026 | &nbsp;&nbsp; (9735)<br>|
| U.S. Treasury Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 57 | 6487313 | June – 2026 | &nbsp;&nbsp; (58546)<br>|
| U.S. Treasury Note 5 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 271 | 29848109 | June – 2026 | &nbsp;&nbsp; (163561)<br>|
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp; Short | &nbsp;&nbsp; USD | &nbsp;&nbsp; 121 | 14124859 | June – 2026 | &nbsp;&nbsp; (148871)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(468590)<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 | 15300000  | centrally cleared | 1.6445% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $10487 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $10487 |
| 11/26/30 | CNY | 5300000  | centrally cleared | 1.5772% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; 956 | &nbsp;&nbsp; — | &nbsp;&nbsp; 956 |
|  |  |  |  |  |  | &nbsp;&nbsp; $11443 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $11443 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  | ***Interest Rate Swaps***  |  |  |  |
| 12/13/29 | CNY | 4800000  | centrally cleared | 1.49% / Quarterly  | CFRR / Quarterly  | &nbsp;&nbsp; $(743)<br>| &nbsp;&nbsp; $9 | &nbsp;&nbsp; $(734)<br>|
| ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  | ***Inflation Swaps***  |  |  |  |
| 2/12/28 | USD | 9300000  | centrally cleared | CPI-U / At Maturity  | 2.4775% / At Maturity  | &nbsp;&nbsp; $(11439)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(11439)<br>|

---

------

*Portfolio of Investments (unaudited) – continued*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  | **Cleared Swap Agreements - continued**  |
| **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** |
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |  |  |  |
| ***Inflation Swaps - continued*** | ***Inflation Swaps - continued*** | ***Inflation Swaps - continued*** | ***Inflation Swaps - continued*** | ***Inflation Swaps - continued*** | ***Inflation Swaps - continued*** |  |  |  |
| 10/14/28 | USD | 5500000  | centrally cleared | CPI-U / Annually  | 2.74% / Annually  | &nbsp;&nbsp; $(54335)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(54335)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(65774)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(65774)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp; $(66517)<br>| &nbsp;&nbsp; $9 | &nbsp;&nbsp; $(66508)<br>|

---

At February 28, 2026, the fund had cash collateral of $300,000 and other liquid securities collateral with an aggregate value of $1,490,469 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 Valuations**

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

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

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

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

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

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

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

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

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

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

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

asset value per share.

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

------

*Supplemental Information (unaudited) – continued*

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of February 28, 2026 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $114783 | &nbsp;&nbsp;&nbsp; $114783 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp; 4860 | &nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7130 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59316419 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 59316419 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 66011929 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 66011929 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 701986 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 701986 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 182955802 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 182955802 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5808515 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5808515 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3067294 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3067294 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2742595 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2742595 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 45740328 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 45740328 |
| Purchased Options | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22192 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22192 |
| Investment Companies | &nbsp;&nbsp;&nbsp; 7038097 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7038097 |
| Total | &nbsp;&nbsp;&nbsp; $7042957 | &nbsp;&nbsp;&nbsp; $366369330 | &nbsp;&nbsp;&nbsp; $114783 | &nbsp;&nbsp;&nbsp; $373527070 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp; $57407 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $57407 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp; (468590)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (468590)<br>|
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 410514 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 410514 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (873606)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (873606)<br>|
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11443 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 11443 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (66508)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (66508)<br>|

---

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

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

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

---

| | |
|:---|:---|
|  | **Equity** <br>**Securities**<br>|
| Balance as of 11/30/25 | $114783 |
| &nbsp;&nbsp;&nbsp; Change in unrealized appreciation or depreciation | 0 |
| Balance as of 2/28/26 | $114783 |

---

At February 28, 2026, the fund held one level 3 security.

**(2) Investments in Affiliated Issuers**

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. 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; $4961567 | &nbsp;&nbsp; $26024318 | &nbsp;&nbsp; $23947765 | &nbsp;&nbsp; $946 | &nbsp;&nbsp; $(969)<br>| &nbsp;&nbsp; $7038097<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; $41970 | &nbsp;&nbsp; $— |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS CHARTER INCOME TRUST

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

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

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

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

- **a. Name of Series:** MFS CHARTER INCOME TRUST

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

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

- **a. Date of fiscal year-end:** 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:** $379608148.87

**Total Liabilities:** $98933332.33

**Net Assets:** $280674816.54

**Delayed Delivery Securities:** $2382102.54

**Cash Not Reported:** $585809.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -101.51000000 | **1-Year:** -1969.86000000 | **5-Year:** -9998.51000000 | **10-Year:** -15891.02000000 | **30-Year:** -5004.82000000

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

- **3-Month:** -1076.02000000 | **1-Year:** -17783.10000000 | **5-Year:** -34797.85000000 | **10-Year:** -9598.58000000 | **30-Year:** -1696.72000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.55%               | 0.56%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-194451.96              | $-123544.66                                |
| Month 2  | $167420.87               | $149175.81                                 |
| Month 3  | $-123148.42              | $1793933.07                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                                           | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     421000 | PA      | $527816.24    | 0.19%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $7947.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     239000 | PA      | $244081.30    | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $1805.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                                                                       | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $409600.00    | 0.15%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29126.61     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      89000 | PA      | $92156.16     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1462.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |          1 | NC      | $251.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      56850 | PA      | $57243.53     | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     154000 | PA      | $150580.15    | 0.05%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $513248.50    | 0.18%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                          | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     289000 | PA      | $278739.69    | 0.10%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery                                                          | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |      77000 | PA      | $48794.81     | 0.02%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                                                                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     221000 | PA      | $204369.03    | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | Ritchie Bros Holdings Inc                                                                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1396270.10   | 0.50%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SOL                                                     | SOL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | PE        |          0 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                                                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     899000 | PA      | $898262.01    | 0.32%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110197 | PA      | $109151.71    | 0.04%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     548000 | PA      | $578966.64    | 0.21%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     718000 | PA      | $719407.28    | 0.26%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $218405.46    | 0.08%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     647000 | PA      | $646041.32    | 0.23%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     112000 | PA      | $83285.87     | 0.03%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |          1 | NC      | $487.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                                      | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195501 | PA      | $201930.83    | 0.07%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     522000 | PA      | $632648.13    | 0.23%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $486.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-40944.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2206000 | PA      | $1210911.00   | 0.43%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119950.29    | 0.04%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                                                                                  | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      48000 | PA      | $43459.91     | 0.02%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     380000 | PA      | $469132.07    | 0.17%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12263.89     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56947 | PA      | $58921.10     | 0.02%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $915317.15    | 0.33%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     317000 | PA      | $309300.01    | 0.11%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     205000 | PA      | $245087.08    | 0.09%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                                                                                    | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     597000 | PA      | $621666.85    | 0.22%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102117 | PA      | $19533.50     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     224000 | PA      | $230205.70    | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $1608.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     494000 | PA      | $511426.34    | 0.18%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     471000 | PA      | $485149.73    | 0.17%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                                  | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     972000 | PA      | $1019908.91   | 0.36%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     350000 | PA      | $480953.77    | 0.17%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                        | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $333806.53    | 0.12%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42738.33     | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $55935.08     | 0.02%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                  | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     636000 | PA      | $590598.40    | 0.21%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                                     | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     472000 | PA      | $484443.34    | 0.17%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                             | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $42194.21     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-9751.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-47046.09    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123334.72    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     418000 | PA      | $444720.23    | 0.16%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $579566.63    | 0.21%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $118286.02    | 0.04%             | 2033-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  465000000 | PA      | $529312.19    | 0.19%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                      | PBF Holding Co LLC / PBF Finance Corp                                                                                                  | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     287000 | PA      | $287994.74    | 0.10%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31390ABV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2178 | PA      | $2258.42      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118462.34    | 0.04%             | 2030-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED TRY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | TR        |          1 | NC      | $3688.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     416000 | PA      | $423352.38    | 0.15%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37803.60     | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100172.10    | 0.04%             | 2039-06-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                                                 | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     229000 | PA      | $223569.22    | 0.08%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                 | Autoroutes du Sud de la France SA                                                                                                      | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118712.41    | 0.04%             | 2034-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1545.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      56000 | PA      | $54135.39     | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                        | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     587000 | PA      | $570905.82    | 0.20%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13150000 | PA      | $12447810.51  | 4.43%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     447000 | PA      | $456112.10    | 0.16%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                                                                               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86351.96     | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1813.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73021.90     | 0.03%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                                                                      | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1972804 | PA      | $77296.04     | 0.03%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-538.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $135880.60    | 0.05%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-B                                                                                                           | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24947 | PA      | $25109.40     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $161698.03    | 0.06%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31371KML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5327 | PA      | $5569.61      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD IDR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-3360.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48618 | PA      | $49518.63     | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1561.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39936 | PA      | $36650.63     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $987.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33696.87     | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $164585.19    | 0.06%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                                    | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1052000 | PA      | $1056691.70   | 0.38%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     536000 | PA      | $556341.74    | 0.20%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                             | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     154000 | PA      | $158605.78    | 0.06%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                      | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     613000 | PA      | $636658.74    | 0.23%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                                                                               | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     516000 | PA      | $541302.58    | 0.19%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21182 | PA      | $17624.29     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1330 | PA      | $1363.16      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     571000 | PA      | $564347.26    | 0.20%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-1                                                                                                        | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      79122 | PA      | $79878.97     | 0.03%             | 2070-01-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                                                                         | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $81525.28     | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                                                                                     | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      39000 | PA      | $39879.16     | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2421.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                                                                             | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     597000 | PA      | $651214.10    | 0.23%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                                 | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     487000 | PA      | $486542.22    | 0.17%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39719 | PA      | $33193.68     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $7491.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     549000 | PA      | $584399.93    | 0.21%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37000 | PA      | $38649.01     | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     414000 | PA      | $424799.19    | 0.15%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                          | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     218000 | PA      | $225656.60    | 0.08%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                        | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     776000 | PA      | $788950.66    | 0.28%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                                   | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     526000 | PA      | $526710.10    | 0.19%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                    | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     231000 | PA      | $235894.03    | 0.08%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     778000 | PA      | $727534.87    | 0.26%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL BV                                        | America Movil BV                                                                                                                       | CUSIP: 000000000<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118558.97    | 0.04%             | 2030-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133CAS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32871 | PA      | $33968.28     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $12902.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     370000 | PA      | $369982.54    | 0.13%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                        | Smiths Group PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118132.30    | 0.04%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $779694.82    | 0.28%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     229000 | PA      | $237362.85    | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-12                                                                                                       | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     159451 | PA      | $161024.99    | 0.06%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                                                                                   | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     887339 | PA      | $42217.30     | 0.02%             | 2054-07-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $245254.71    | 0.09%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                                                                        | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $204700.01    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     870000 | PA      | $787139.23    | 0.28%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   17504000 | PA      | $2851845.34   | 1.02%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $174849.12    | 0.06%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                                                  | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     801000 | PA      | $815538.15    | 0.29%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $121188.94    | 0.04%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18441.83     | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     703000 | PA      | $703893.51    | 0.25%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      71000 | PA      | $44206.85     | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $410381.60    | 0.15%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     401000 | PA      | $415722.72    | 0.15%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings                                                                                                                         | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     624000 | PA      | $644309.90    | 0.23%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      69000 | PA      | $63888.59     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     101000 | PA      | $71079.62     | 0.03%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1800000 | PA      | $263341.85    | 0.09%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CA        |          1 | NC      | $10400.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119030.85    | 0.04%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $-1421.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38384GMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106215 | PA      | $107230.10    | 0.04%             | 2053-12-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     679000 | PA      | $671132.38    | 0.24%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31411LSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16376 | PA      | $17260.35     | 0.01%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                   | Aeroporti di Roma SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $120354.08    | 0.04%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                                     | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     812000 | PA      | $814622.76    | 0.29%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                                                                                  | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     460000 | PA      | $478049.94    | 0.17%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1213000 | PA      | $1244130.50   | 0.44%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100093.75    | 0.04%             | 2041-06-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    8800000 | PA      | $323663.18    | 0.12%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     593000 | PA      | $589907.51    | 0.21%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                     | Ceska sporitelna AS                                                                                                                    | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $118763.48    | 0.04%             | 2033-02-11      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1157739.75   | 0.41%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     707000 | PA      | $741356.67    | 0.26%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $23714.85     | 0.01%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-524.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                                   | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     516000 | PA      | $543792.93    | 0.19%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                        | BUPA Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136626.87    | 0.05%             | 2045-11-18      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1220006.86   | 0.43%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      72000 | PA      | $78152.00     | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30755.38     | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                   | Magnum Icc Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117853.58    | 0.04%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     316769 | PA      | $328069.73    | 0.12%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     465000 | PA      | $438865.28    | 0.16%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                                      | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     859000 | PA      | $879303.32    | 0.31%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $2104.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   87500000 | PA      | $462167.42    | 0.16%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                | CAN 10YR BOND FUT JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         -6 | NC      | $-1909.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1481000 | PA      | $1504950.55   | 0.54%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1498000 | PA      | $1556868.40   | 0.55%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      17000 | PA      | $14424.80     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49601 | PA      | $46572.54     | 0.02%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                             | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     748000 | PA      | $781028.69    | 0.28%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                 | Petco Health & Wellness Co Inc                                                                                                         | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     402000 | PA      | $392607.01    | 0.14%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37094 | PA      | $34100.49     | 0.01%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                            | SPX FLOW Inc                                                                                                                           | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     712000 | PA      | $729054.54    | 0.26%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28416.69     | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22818.14     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-600.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2643000 | PA      | $2203028.44   | 0.78%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57523.30     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     411000 | PA      | $220144.01    | 0.08%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     830000 | PA      | $807345.04    | 0.29%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                          | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     410000 | PA      | $415684.68    | 0.15%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust         | Bayview Financial Revolving Asset Trust 2005-E                                                                                         | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50448 | PA      | $118510.48    | 0.04%             | 2040-12-28      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |          1 | NC      | $1472.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                                                                       | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     767000 | PA      | $803066.64    | 0.29%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     145000 | PA      | $144052.99    | 0.05%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      28000 | PA      | $20000.76     | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28283.74     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BBP30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76251 | PA      | $10257.73     | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18865.45     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Petra Diamonds Ltd                                      | Petra Diamonds Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800X4QZIAVSA12860 | Long             | EC               | CORP              | BM        |      20785 | NS      | $4859.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     965000 | PA      | $914186.67    | 0.33%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1129000 | PA      | $1167535.76   | 0.42%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     453000 | PA      | $281278.07    | 0.10%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1328000 | PA      | $1329099.58   | 0.47%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18172.66     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     613224 | PA      | $669606.27    | 0.24%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                                                                            | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      76000 | PA      | $73215.02     | 0.03%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     399000 | PA      | $396012.63    | 0.14%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2022-FL8 Ltd                                                                                                                       | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110841 | PA      | $110289.01    | 0.04%             | 2037-02-19      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |          1 | NC      | $556.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     434000 | PA      | $435953.43    | 0.16%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     533000 | PA      | $487777.35    | 0.17%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-5648.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2025-1 LLC                                                                                                  | CUSIP: 29390HAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      38690 | PA      | $38840.44     | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                                       | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1070655.87   | 0.38%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                                      | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      57000 | PA      | $58240.58     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3152130 | PA      | $38352.60     | 0.01%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47719.81     | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1817.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38513.21     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-649.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                                     | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     846000 | PA      | $842815.06    | 0.30%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19825.30     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     727000 | PA      | $713841.30    | 0.25%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                                    | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40597.30     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B36 Mortgage Trust                                                                                                      | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8919664 | PA      | $342615.00    | 0.12%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                              | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     495000 | PA      | $494949.48    | 0.18%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-6572.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      13000 | PA      | $13522.03     | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38385GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78866 | PA      | $80923.16     | 0.03%             | 2055-05-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     364000 | PA      | $358280.61    | 0.13%             | 2033-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36482 | PA      | $35142.53     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                                                                           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      44000 | PA      | $40496.60     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $120279.52    | 0.04%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                                                                         | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69628.37     | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                | White Cap Supply Holdings LLC                                                                                                          | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     681000 | PA      | $691444.50    | 0.25%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     275000 | PA      | $199889.45    | 0.07%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     329000 | PA      | $303417.60    | 0.11%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     695000 | PA      | $691936.44    | 0.25%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      39000 | PA      | $28329.72     | 0.01%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                                      | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     502000 | PA      | $526529.12    | 0.19%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-36316.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59482.07     | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                                  | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     314000 | PA      | $312519.85    | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                           | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      52000 | PA      | $53245.63     | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $402.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-309.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                                                                                 | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     342000 | PA      | $354093.12    | 0.13%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                                                                                     | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     344000 | PA      | $361059.65    | 0.13%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37162.70     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 2342000000 | PA      | $1573476.18   | 0.56%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     306000 | PA      | $305863.37    | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821458 | PA      | $42556.54     | 0.02%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                | Broadstreet Partners Group LLC                                                                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     229000 | PA      | $221785.78    | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD TRY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3275.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C9                                                                                                           | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2159026 | PA      | $129960.86    | 0.05%             | 2054-02-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      31000 | PA      | $31203.44     | 0.01%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $386341.06    | 0.14%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                              | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     755000 | PA      | $747083.07    | 0.27%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57924.90     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                                                                | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119201.90    | 0.04%             | 2039-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                                                                                                   | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     530000 | PA      | $490297.70    | 0.17%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8451000 | PA      | $8494245.37   | 3.03%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                                                                      | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      86000 | PA      | $78699.41     | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      96112 | PA      | $96841.51     | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136618 | PA      | $137947.93    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     313000 | PA      | $329721.71    | 0.12%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TCW Gem Ltd                                             | TCW CLO 2020-1 Ltd                                                                                                                     | CUSIP: 87190CBL3<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |     235000 | PA      | $233864.95    | 0.08%             | 2034-04-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $117927.00    | 0.04%             | 2032-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                                                                                   | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     651000 | PA      | $599681.02    | 0.21%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                         | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     873000 | PA      | $888506.23    | 0.32%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      53000 | PA      | $45931.47     | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     116000 | PA      | $118461.44    | 0.04%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1013043.02   | 0.36%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                 | Jefferies Financial Group Inc                                                                                                          | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      62000 | PA      | $60976.69     | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      58000 | PA      | $47606.35     | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $-321.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18387.08     | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                     | Abbott Laboratories                                                                                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      78000 | PA      | $78023.51     | 0.03%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                   | Unilever Capital Corp                                                                                                                  | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117096.57    | 0.04%             | 2032-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                                        | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      28000 | PA      | $25584.52     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-31831.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50086.15     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     181862 | PA      | $184033.53    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     425000 | PA      | $164204.57    | 0.06%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     134000 | PA      | $139953.44    | 0.05%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                                                                                    | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     498000 | PA      | $504124.40    | 0.18%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     726000 | PA      | $884169.89    | 0.32%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     427000 | PA      | $426066.19    | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118180.10    | 0.04%             | 2032-02-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     416000 | PA      | $430353.25    | 0.15%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                                                                            | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     579000 | PA      | $464253.14    | 0.17%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                                            | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57075.15     | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58502 | PA      | $51299.53     | 0.02%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38385G5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      69111 | PA      | $69397.37     | 0.02%             | 2055-06-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $591.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -17 | NC      | $-73438.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     669000 | PA      | $704938.33    | 0.25%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                                                | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     347000 | PA      | $355114.25    | 0.13%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     515000 | PA      | $514626.21    | 0.18%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |          1 | NC      | $4809.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE MAR26                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          9 | NC      | $26351.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     768000 | PA      | $768643.43    | 0.27%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      28000 | PA      | $29049.14     | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                               | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     176000 | PA      | $180007.96    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     923000 | PA      | $920777.69    | 0.33%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                                 | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     883000 | PA      | $950020.75    | 0.34%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PEN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $227.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $2768.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     175000 | PA      | $184055.20    | 0.07%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      58000 | PA      | $62580.70     | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                            | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     897000 | PA      | $912936.10    | 0.33%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                                                                                   | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      29000 | PA      | $26892.45     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                                                                       | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     446000 | PA      | $464966.15    | 0.17%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                                                                         | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1913739 | PA      | $112152.00    | 0.04%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34019.04     | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-290.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                                                                                  | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37712.48     | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                                                                              | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69511.25     | 0.02%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      71929 | PA      | $72398.46     | 0.03%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      52000 | PA      | $54308.02     | 0.02%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39063.80     | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EP87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21502 | PA      | $22359.93     | 0.01%             | 2043-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FEZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15983000 | PA      | $49556.89     | 0.02%             | 2028-04-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $118712.59    | 0.04%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                               | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57326.12     | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| WSP GLOBAL INC                                          | WSP Global Inc                                                                                                                         | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $59662.95     | 0.02%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -271 | NC      | $-163560.70   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY                                           | EURO CURRENCY                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |       3057 | NS      | $3612.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48963.84     | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                             | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $330976.64    | 0.12%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AENA SME SA                                             | Aena SME SA                                                                                                                            | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118535.76    | 0.04%             | 2036-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED TRY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |          1 | NC      | $1802.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    8604887 | PA      | $234841.47    | 0.08%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   68000000 | PA      | $356318.00    | 0.13%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                                                                                | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     695000 | PA      | $717739.71    | 0.26%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     102000 | PA      | $100613.29    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                     | Erste Group Bank AG                                                                                                                    | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     100000 | PA      | $118472.90    | 0.04%             | 2036-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     430000 | PA      | $450902.30    | 0.16%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $537.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-506.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-7.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                                                                                     | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     229000 | PA      | $230717.50    | 0.08%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                            | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     691000 | PA      | $698221.64    | 0.25%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118009.23    | 0.04%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     519000 | PA      | $537813.75    | 0.19%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     519000 | PA      | $259031.91    | 0.09%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                                          | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     201000 | PA      | $196869.41    | 0.07%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                                | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     744000 | PA      | $757090.41    | 0.27%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                                                | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     439000 | PA      | $270454.64    | 0.10%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                | BHP Billiton Finance Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $118644.21    | 0.04%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     262957 | PA      | $266993.13    | 0.10%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                                                                            | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      62000 | PA      | $67409.15     | 0.02%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         72 | NC      | $17743.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $3598.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42296.39     | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61891.70     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                      | New Flyer Holdings Inc                                                                                                                 | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     771000 | PA      | $832233.59    | 0.30%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     433000 | PA      | $447007.55    | 0.16%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     581000 | PA      | $549857.47    | 0.20%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1761.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                    | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     447000 | PA      | $340802.81    | 0.12%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     537000 | PA      | $552399.01    | 0.20%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $38.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     326000 | PA      | $341267.81    | 0.12%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-56.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                 | Black Pearl Compute LLC                                                                                                                | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     788000 | PA      | $806480.05    | 0.29%             | 2031-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $125.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      73000 | PA      | $78101.64     | 0.03%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                    | Terna - Rete Elettrica Nazionale                                                                                                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118212.33    | 0.04%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10452.57     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                             | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     515000 | PA      | $444215.23    | 0.16%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     131377 | PA      | $133170.15    | 0.05%             | 2054-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                                       | LTRI HOLDINGS, LP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        615 | NS      | $114783.60    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      68000 | PA      | $57920.50     | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                   | Toll Road Investors Partnership II LP                                                                                                  | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     419798 | PA      | $145670.06    | 0.05%             | 2043-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19434.71     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42911.92     | 0.02%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81304 | PA      | $70512.06     | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     257000 | PA      | $222045.71    | 0.08%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                               | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57394.61     | 0.02%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                                         | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     735000 | PA      | $761138.81    | 0.27%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                     | Amer Sports Co                                                                                                                         | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     507000 | PA      | $529001.77    | 0.19%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1187025.88   | 0.42%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56947 | PA      | $59335.67     | 0.02%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-48486.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     502000 | PA      | $515739.24    | 0.18%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     348000 | PA      | $359345.50    | 0.13%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1861000 | PA      | $1799146.32   | 0.64%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-374.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         20 | NC      | $6260.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     428000 | PA      | $436048.26    | 0.16%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13119.66     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                 | Vier Gas Transport GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119506.34    | 0.04%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $1219.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     991000 | PA      | $986830.86    | 0.35%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                                                                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     438000 | PA      | $438136.66    | 0.16%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $6039.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                      | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     366000 | PA      | $460420.21    | 0.16%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                  | Columbus McKinnon Corp/NY                                                                                                              | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     515000 | PA      | $529450.90    | 0.19%             | 2033-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     635000 | PA      | $755830.16    | 0.27%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                                                                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      53000 | PA      | $56839.99     | 0.02%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   32400000 | PA      | $253658.89    | 0.09%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                            | JAPANESE YEN                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | JP        |          3 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSEG NETHERLANDS BV                                     | Lseg Netherlands BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117288.71    | 0.04%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                 | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     778000 | PA      | $776055.00    | 0.28%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SM11689   IRS CNY R F  1.64450 SM11689_FIX CCPVANILLA / Short: SM11689   IRS CNY P V 03MCNRR SM11689_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15300000 | OU      | $10419.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     880000 | PA      | $909331.28    | 0.32%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| POUND STERLING                                          | POUND STERLING                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | GB        |         -5 | NS      | $-6.62        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                                                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     614000 | PA      | $633630.81    | 0.23%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10600000 | PA      | $586896.06    | 0.21%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  143550000 | PA      | $487407.24    | 0.17%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1674000000 | PA      | $1069907.06   | 0.38%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $3217.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                                                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      55000 | PA      | $57162.88     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                                      | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3557190 | PA      | $157326.68    | 0.06%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     814000 | PA      | $808247.71    | 0.29%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                                                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     459000 | PA      | $479440.42    | 0.17%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                   | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     611000 | PA      | $614486.37    | 0.22%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                            | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     550000 | PA      | $576792.15    | 0.21%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     473000 | PA      | $474604.42    | 0.17%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                                                                          | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $182232.19    | 0.06%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38381PBA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     142634 | PA      | $7248.88      | 0.00%             | 2055-07-20      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $190490.34    | 0.07%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     459000 | PA      | $472774.13    | 0.17%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                                                                                   | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     259000 | PA      | $269803.15    | 0.10%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     344000 | PA      | $349147.96    | 0.12%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $625.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1617.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                                       | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $780890.24    | 0.28%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                                                                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     599000 | PA      | $534926.89    | 0.19%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $4951.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                                                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $414338.00    | 0.15%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1073514.65   | 0.38%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18522.10     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719995 | PA      | $45591.02     | 0.02%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98223.76     | 0.03%             | 2037-01-20      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     442000 | PA      | $455718.80    | 0.16%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $325.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31703.13     | 0.01%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      27000 | PA      | $29409.86     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $460219.54    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-96.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $126.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     251000 | PA      | $256026.78    | 0.09%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41300.41     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2063000 | PA      | $2499349.94   | 0.89%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $118254.60    | 0.04%             | 2032-11-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                 | Thermo Fisher Scientific Finance I BV                                                                                                  | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119634.35    | 0.04%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                                                                           | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     479000 | PA      | $509048.63    | 0.18%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -121 | NC      | $-148871.02   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $-2249.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38384EHJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103763 | PA      | $105860.46    | 0.04%             | 2053-09-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     709000 | PA      | $817388.16    | 0.29%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $-69.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                   | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      54000 | PA      | $42579.66     | 0.02%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     608000 | PA      | $626204.13    | 0.22%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                                   | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     650000 | PA      | $695480.50    | 0.25%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                                                                                     | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157260 | PA      | $159550.29    | 0.06%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                         | M&T Bank Auto Receivables Trust 2025-1                                                                                                 | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99465 | PA      | $99683.77     | 0.04%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $48120.58     | 0.02%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     811000 | PA      | $835837.69    | 0.30%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BUMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132417 | PA      | $134018.53    | 0.05%             | 2055-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-146.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-879.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $170800.00    | 0.06%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100093.75    | 0.04%             | 2041-06-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $117964.58    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                                                                               | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     623000 | PA      | $629566.26    | 0.22%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Exchange traded                                         | CS100192 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | LU        |    6290000 | NC      | $22191.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2110.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                   | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     233000 | PA      | $228058.25    | 0.08%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                                                                      | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38406.67     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK35                                                                                                                        | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1281114 | PA      | $50298.45     | 0.02%             | 2064-06-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | AU        |          1 | NC      | $1086.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6051.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     246000 | PA      | $241510.25    | 0.09%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     590350 | PA      | $592340.66    | 0.21%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                                         | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47904.03     | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-5001.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     692000 | PA      | $733002.69    | 0.26%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      65000 | PA      | $57887.08     | 0.02%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     552000 | PA      | $587996.47    | 0.21%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     301000 | PA      | $360857.85    | 0.13%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CLP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $269.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-3.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                                      | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     517000 | PA      | $525448.18    | 0.19%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     713000 | PA      | $672904.37    | 0.24%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-67.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED HUF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $1736.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                           | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     201000 | PA      | $212727.95    | 0.08%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20192.17     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19204.72     | 0.01%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1656000 | PA      | $1657834.85   | 0.59%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118475.03    | 0.04%             | 2031-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2680000 | PA      | $417004.96    | 0.15%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B26 Mortgage Trust                                                                                                      | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5347606 | PA      | $165321.78    | 0.06%             | 2054-06-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| MAXEDA DIY HOLDING BV                                   | Maxeda DIY Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |     345000 | PA      | $329676.42    | 0.12%             | 2026-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      23000 | PA      | $23491.58     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     347000 | PA      | $356439.44    | 0.13%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                                                                                    | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     115000 | PA      | $65296.36     | 0.02%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HBDZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60020 | PA      | $60536.74     | 0.02%             | 2054-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                                                                          | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      89000 | PA      | $95431.18     | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                      | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122535.57    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     635400 | PA      | $633838.91    | 0.23%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $-168.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98091 | PA      | $86617.10     | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31376KQF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11704 | PA      | $12228.74     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  140500000 | PA      | $490582.65    | 0.17%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                           | Volvo Financial Equipment LLC Series 2024-1                                                                                            | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26070 | PA      | $26093.02     | 0.01%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                 | Dealer Tire LLC / DT Issuer LLC                                                                                                        | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     702000 | PA      | $694987.11    | 0.25%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38381NMU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     104476 | PA      | $107243.75    | 0.04%             | 2055-06-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35454.35     | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                          | LoanCore 2021-CRE5 Issuer Ltd                                                                                                          | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99878.44     | 0.04%             | 2036-07-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $148936.14    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-478.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $36375.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18904.32     | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                         | CANADIAN DOLLAR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CA        |         26 | NS      | $19.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     644000 | PA      | $600038.65    | 0.21%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CRH FIN UK PLC                                          | Crh Finance UK PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $133976.97    | 0.05%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20327 | PA      | $16887.10     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-359.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $152517.58    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                 | Algonquin Power & Utilities Corp                                                                                                       | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $28094.03     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $297152.32    | 0.11%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                 | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                             | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $430929.29    | 0.15%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     473000 | PA      | $459469.55    | 0.16%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                                                                                | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     734000 | PA      | $752329.45    | 0.27%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896340 | PA      | $56996.02     | 0.02%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD ZAR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-28394.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38845 | PA      | $33689.09     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                                                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78041.66     | 0.03%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     100000 | PA      | $124823.90    | 0.04%             | 2030-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                  | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                               | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     246000 | PA      | $245551.49    | 0.09%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     282000 | PA      | $292800.47    | 0.10%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3703885 | PA      | $78117.53     | 0.03%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38384DGD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66474 | PA      | $67250.82     | 0.02%             | 2053-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B28 Mortgage Trust                                                                                                      | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2264978 | PA      | $107056.68    | 0.04%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     761000 | PA      | $774431.65    | 0.28%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-30.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XJXX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425453 | PA      | $414664.60    | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56554 | PA      | $56966.65     | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     348000 | PA      | $354203.02    | 0.13%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                                               | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1125336.71   | 0.40%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |          1 | NC      | $13138.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     296000 | PA      | $352444.64    | 0.13%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                            | FORT CRE 2022-FL3 Issuer LLC                                                                                                           | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      76266 | PA      | $76189.52     | 0.03%             | 2039-02-23      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                                                                          | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     469000 | PA      | $324678.29    | 0.12%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -62 | NC      | $-63681.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     175000 | PA      | $171368.60    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                                                                                     | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      23000 | PA      | $24306.15     | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                                                                                  | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     459000 | PA      | $484325.33    | 0.17%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                                                                                  | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $681689.16    | 0.24%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $1133507.14   | 0.40%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                   | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     230000 | PA      | $232139.92    | 0.08%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| RXO INC                                                 | RXO Inc                                                                                                                                | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     401000 | PA      | $390348.11    | 0.14%             | 2031-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                     | ACREC 2021-FL1 Ltd                                                                                                                     | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     229500 | PA      | $229552.88    | 0.08%             | 2036-10-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2492.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                                   | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     402000 | PA      | $400404.82    | 0.14%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                                                                                    | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119262.73    | 0.04%             | 2031-02-05      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp                        | IOWA ST STUDENT LOAN LIQUIDITY CORP                                                                                                    | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |      55000 | PA      | $54036.64     | 0.02%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                       | Flash Compute LLC                                                                                                                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $470864.67    | 0.17%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                    | MASSACHUSETTS ST HSG FIN AGY HSG REVENUE                                                                                               | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     135000 | PA      | $139517.01    | 0.05%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   28900000 | PA      | $234517.33    | 0.08%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT MAR26                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -37 | NC      | $-4899.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53931.94     | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     552000 | PA      | $580935.29    | 0.21%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                 | Nestle Finance International Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      40000 | PA      | $44807.04     | 0.02%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                    | Volkswagen Bank GmbH                                                                                                                   | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119801.85    | 0.04%             | 2032-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-236.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     786000 | PA      | $812346.61    | 0.29%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      47000 | PA      | $47888.08     | 0.02%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     650000 | PA      | $542695.40    | 0.19%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-2034.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     768494 | PA      | $579290.78    | 0.21%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MAPFRE SA                                               | Mapfre SA                                                                                                                              | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118918.93    | 0.04%             | 2032-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                                                                                    | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     738000 | PA      | $757788.88    | 0.27%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63750 | PA      | $60666.78     | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     656000 | PA      | $703594.77    | 0.25%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $333.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE DISTRICT BONDCO                                  | Empire District Bondco LLC                                                                                                             | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     133682 | PA      | $135503.91    | 0.05%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBC4<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100385.63    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                          | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      26000 | PA      | $28419.84     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                                                                                  | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     798000 | PA      | $838145.78    | 0.30%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     730000 | PA      | $753614.04    | 0.27%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     288000 | PA      | $302068.80    | 0.11%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27711.56     | 0.01%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | N/A       |          1 | NC      | $1105.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                        | Multiversity SpA                                                                                                                       | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $122535.12    | 0.04%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     685000 | PA      | $631392.38    | 0.22%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                 | Rivers Enterprise Borrower LLC                                                                                                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $470016.61    | 0.17%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                                            | Virtusa Corp                                                                                                                           | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     394000 | PA      | $345092.50    | 0.12%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $-1183.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                                | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     287000 | PA      | $295084.21    | 0.11%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     600000 | PA      | $616927.80    | 0.22%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     108000 | PA      | $96933.04     | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                                                                              | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90725.28     | 0.03%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                                              | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20732.08     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5878000 | PA      | $6220577.19   | 2.22%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     194000 | PA      | $195610.39    | 0.07%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 3YR BOND FUT MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -41 | NC      | $233.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      26000 | PA      | $27472.90     | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     447000 | PA      | $443210.01    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     670491 | PA      | $30844.13     | 0.01%             | 2031-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     945000 | PA      | $967118.67    | 0.34%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                                     | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    1064000 | PA      | $1117493.56   | 0.40%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                  | Discovery Global Holdings Inc                                                                                                          | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     630000 | PA      | $442575.00    | 0.16%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27575.42     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crest Ltd                                               | CREST 2004-1 Ltd                                                                                                                       | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |    4586320 | PA      | $45.86        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     585000 | PA      | $606048.30    | 0.22%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102271.08    | 0.04%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $612525.60    | 0.22%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $57.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     901677 | PA      | $41358.66     | 0.01%             | 2030-11-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $121188.94    | 0.04%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     635000 | PA      | $667597.73    | 0.24%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     542000 | PA      | $565568.87    | 0.20%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                                                                                  | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     872000 | PA      | $890976.46    | 0.32%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8382000 | PA      | $7747783.85   | 2.76%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     357000 | PA      | $374688.28    | 0.13%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      26000 | PA      | $28671.46     | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     888000 | PA      | $912084.34    | 0.32%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      67413 | PA      | $67771.05     | 0.02%             | 2054-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4D82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15572000 | PA      | $92217.38     | 0.03%             | 2028-02-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1229950.02   | 0.44%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                                                                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    1190000 | PA      | $1032533.96   | 0.37%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     381000 | PA      | $399082.26    | 0.14%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $568.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $119118.50    | 0.04%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     110000 | PA      | $129945.68    | 0.05%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      29000 | PA      | $30354.91     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-3 LLC                                                                                                  | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      18370 | PA      | $18424.95     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     276000 | PA      | $275667.03    | 0.10%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $33233.48     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-42774.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                   | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $404940.00    | 0.14%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                                     | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $204791.04    | 0.07%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                                                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      78000 | PA      | $77052.58     | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                                                                           | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     524000 | PA      | $548860.13    | 0.20%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36576000 | PA      | $105152.34    | 0.04%             | 2028-02-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                                     | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     242000 | PA      | $252573.62    | 0.09%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     440000 | PA      | $275660.00    | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $-738.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      41000 | PA      | $38501.72     | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118212.48    | 0.04%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-999.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                                                                                | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     855000 | PA      | $905739.95    | 0.32%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     741000 | PA      | $758606.90    | 0.27%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $2469.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     243000 | PA      | $239947.85    | 0.09%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56393.88     | 0.02%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                                       | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88432.17     | 0.03%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1150000 | PA      | $1082139.86   | 0.39%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104748.01    | 0.04%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     359000 | PA      | $360201.05    | 0.13%             | 2034-03-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                      | Belfius Bank SA                                                                                                                        | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $118802.68    | 0.04%             | 2038-04-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5367.62      | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B18 Mortgage Trust                                                                                                      | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2627895 | PA      | $136481.30    | 0.05%             | 2053-07-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                                     | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     510000 | PA      | $520281.60    | 0.19%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                                                                                   | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     806000 | PA      | $802599.76    | 0.29%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      84000 | PA      | $82206.71     | 0.03%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     471000 | PA      | $481046.43    | 0.17%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118212.24    | 0.04%             | 2038-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                                                                               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     562000 | PA      | $470864.56    | 0.17%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                    | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     523000 | PA      | $487802.10    | 0.17%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                                                                              | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      81000 | PA      | $59028.38     | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                    | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1552000 | PA      | $1561266.99   | 0.56%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1125000 | PA      | $1125808.21   | 0.40%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   10106000 | PA      | $276991.91    | 0.10%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                            | IAMGOLD Corp                                                                                                                           | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     615000 | PA      | $616454.48    | 0.22%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1953.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                                                                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56799.24     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2905.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99833.94     | 0.04%             | 2038-04-18      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                  | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     537000 | PA      | $565165.71    | 0.20%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                                                                                   | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118057.48    | 0.04%             | 2030-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     113000 | PA      | $103936.00    | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                 | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $543518.46    | 0.19%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118609.75    | 0.04%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     731897 | PA      | $50239.53     | 0.02%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                     | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     771000 | PA      | $805893.92    | 0.29%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21771 | PA      | $18202.92     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                                                                               | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     286000 | PA      | $188123.76    | 0.07%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79601.38     | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                                          | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     826000 | PA      | $857241.80    | 0.31%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                                               | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118482.59    | 0.04%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $28.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                          | PMT Loan Trust 2025-INV10                                                                                                              | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96684 | PA      | $97294.90     | 0.03%             | 2056-10-01      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2699427 | PA      | $72163.78     | 0.03%             | 2031-09-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      54000 | PA      | $56799.79     | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     630000 | PA      | $655987.50    | 0.23%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2210000 | PA      | $2331377.35   | 0.83%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                               | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3688736 | PA      | $126287.57    | 0.04%             | 2054-11-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                      | Sage Group PLC/The                                                                                                                     | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118094.17    | 0.04%             | 2033-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1179884.49   | 0.42%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $567047.78    | 0.20%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                | MFS Institutional Money Market Portfolio                                                                                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |    7025095 | NS      | $7025797.87   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                              | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     713000 | PA      | $730251.75    | 0.26%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $49.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     763000 | PA      | $784717.27    | 0.28%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                                                                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      28421 | PA      | $28550.71     | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     874000 | PA      | $827861.80    | 0.29%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      37000 | PA      | $38139.48     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                      | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     981000 | PA      | $993362.56    | 0.35%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      88463 | PA      | $74966.79     | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      93000 | PA      | $69175.42     | 0.02%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     606000 | PA      | $509040.00    | 0.18%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                                                            | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     574000 | PA      | $562282.31    | 0.20%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                         | Summer BidCo BV                                                                                                                        | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119554.30    | 0.04%             | 2031-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35001.51     | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     651000 | PA      | $640925.27    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40480 | PA      | $41552.74     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-5153.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                       | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      48000 | PA      | $49257.10     | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                                                                      | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     349917 | PA      | $350345.65    | 0.12%             | 2039-03-19      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                    | Omnicom Finance Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118030.27    | 0.04%             | 2034-05-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TWD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |          1 | NC      | $2155.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-8534.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                                                                                 | CUSIP: 127190AG1<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     145000 | PA      | $149276.38    | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                                            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    1031913 | PA      | $1140266.69   | 0.41%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -13 | NC      | $-7629.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     833000 | PA      | $832933.86    | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BSEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92072 | PA      | $92577.34     | 0.03%             | 2053-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                     | NatWest Markets PLC                                                                                                                    | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119130.83    | 0.04%             | 2031-01-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119920.74    | 0.04%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21510 | PA      | $19744.17     | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102345.11    | 0.04%             | 2041-07-05      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $10110.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                      | Graham Holdings Co                                                                                                                     | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     638000 | PA      | $637992.98    | 0.23%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140N5MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84429 | PA      | $86154.70     | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $499440.22    | 0.18%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $125635.05    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     547000 | PA      | $566747.60    | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38128.10     | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   48000000 | PA      | $235978.10    | 0.08%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                                             | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     435000 | PA      | $464412.96    | 0.17%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     463000 | PA      | $481050.52    | 0.17%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XQPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     320472 | PA      | $291269.11    | 0.10%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $907.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41340.52     | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $575434.31    | 0.21%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1057250000 | PA      | $706725.81    | 0.25%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2288.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $118093.84    | 0.04%             | 2035-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                | CAN 5YR BOND FUT JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         10 | NC      | $3049.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                                                                                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     830000 | PA      | $854478.61    | 0.30%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                                                                                   | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $677959.60    | 0.24%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                                                                            | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     909000 | PA      | $974475.56    | 0.35%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1016.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     306000 | PA      | $370814.97    | 0.13%             | 2046-05-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     611000 | PA      | $618751.57    | 0.22%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19141.27     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $130603.81    | 0.05%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                                                                      | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      67000 | PA      | $71669.06     | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31401WV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16288 | PA      | $16551.61     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $103560.44    | 0.04%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BDV96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86464 | PA      | $12350.73     | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      62000 | PA      | $64068.61     | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $7692.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                             | Heineken NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119209.27    | 0.04%             | 2034-05-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                            | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119297.54    | 0.04%             | 2037-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-2820.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22371.32     | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56686.70     | 0.02%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |          1 | NC      | $1509.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | Deutsche Telekom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      30000 | PA      | $33119.77     | 0.01%             | 2045-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $806.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     271000 | PA      | $280292.32    | 0.10%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     693000 | PA      | $692927.58    | 0.25%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     566000 | PA      | $500406.61    | 0.18%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89945 | PA      | $58042.56     | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-277.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1012.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                                  | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $256295.17    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                              | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     175000 | PA      | $181654.38    | 0.06%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MBANK SA                                                | mBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $119054.25    | 0.04%             | 2032-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                                     | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $205271.40    | 0.07%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                                                                                | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |     500000 | PA      | $541035.49    | 0.19%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                    | Fastighets AB Balder                                                                                                                   | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $118597.09    | 0.04%             | 2031-08-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                             | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     577000 | PA      | $604483.36    | 0.22%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     860000 | PA      | $873532.88    | 0.31%             | 2034-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                  | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1202355.17   | 0.43%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $98000.61     | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134494.31    | 0.05%             | 2034-05-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                                                                                 | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    2783814 | PA      | $102585.21    | 0.04%             | 2054-06-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                         | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1388000 | PA      | $1386043.81   | 0.49%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-PURE                                                                                                 | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     147723 | PA      | $108465.90    | 0.04%             | 2041-11-15      | Floating      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     226000 | PA      | $219254.52    | 0.08%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                  | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     822000 | PA      | $860923.46    | 0.31%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                              | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     290000 | PA      | $297935.56    | 0.11%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     743000 | PA      | $740042.56    | 0.26%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L5                                                                                                 | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1007759 | PA      | $43091.68     | 0.02%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1078772.26   | 0.38%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM12002   IRS USD R V 12MUSCPI SM12002_FLO CCPINFLATIONZERO / Short: BM12002   IRS USD P F  2.47750 SM12002_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9300000 | OU      | $-11438.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                                                                                         | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     805000 | PA      | $760692.40    | 0.27%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $60288.03     | 0.02%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38618.64     | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     646000 | PA      | $732229.81    | 0.26%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance                                                        | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     944000 | PA      | $947096.32    | 0.34%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                       | CNH Industrial NV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118052.64    | 0.04%             | 2035-09-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     232000 | PA      | $216841.80    | 0.08%             | 2034-03-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |          1 | NC      | $9985.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                         | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     244000 | PA      | $247315.93    | 0.09%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM11926   IRS USD R V 12MUSCPI SM11926_FLO CCPINFLATIONZERO / Short: BM11926   IRS USD P F  2.74000 SM11926_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5500000 | OU      | $-54335.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     863000 | PA      | $913929.08    | 0.33%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $402.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                                                                         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $745972.17    | 0.27%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-366852.49   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     305000 | PA      | $368583.26    | 0.13%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     496000 | PA      | $505002.40    | 0.18%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 3618N5XL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24800 | PA      | $23285.60     | 0.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      90000 | PA      | $111304.17    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      46000 | PA      | $48042.83     | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                              | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     646000 | PA      | $668606.77    | 0.24%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $69243.36     | 0.02%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                                   | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     231000 | PA      | $228634.42    | 0.08%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANDER NV                                            | Alliander NV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118048.35    | 0.04%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     231000 | PA      | $224274.74    | 0.08%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     535000 | PA      | $574020.85    | 0.20%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $292558.84    | 0.10%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                     | Toledo Hospital/The                                                                                                                    | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47750.90     | 0.02%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31402KJ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2475 | PA      | $2515.79      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38383BF49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100454 | PA      | $100690.64    | 0.04%             | 2065-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     135000 | PA      | $142896.69    | 0.05%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94005 | PA      | $98128.11     | 0.03%             | 2055-09-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15886000 | PA      | $10325279.49  | 3.68%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                              | MICHIGAN ST FIN AUTH REVENUE                                                                                                           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      70000 | PA      | $60941.00     | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                                                                            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $430533.41    | 0.15%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     515850 | PA      | $700448.82    | 0.25%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     739000 | PA      | $646311.63    | 0.23%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                                                                                     | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     474000 | PA      | $483480.00    | 0.17%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2000000 | PA      | $92240.70     | 0.03%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     394000 | PA      | $471348.88    | 0.17%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                                                                         | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $738623.57    | 0.26%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32272.15     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $19502.26     | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1562.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                                   | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     305000 | PA      | $306162.05    | 0.11%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     209000 | PA      | $231849.76    | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Elm CLO Ltd                                             | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBA8<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100449.68    | 0.04%             | 2039-06-10      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                     | Shurgard Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119431.60    | 0.04%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK34                                                                                                                        | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     986659 | PA      | $34883.04     | 0.01%             | 2063-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     202000 | PA      | $190321.41    | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |       6125 | NS      | $2269.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     157000 | PA      | $153488.08    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     845640 | PA      | $55761.42     | 0.02%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2034877 | PA      | $140574.19    | 0.05%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      71000 | PA      | $71297.82     | 0.03%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     329000 | PA      | $347388.64    | 0.12%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     287000 | PA      | $295389.87    | 0.11%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     481000 | PA      | $506850.38    | 0.18%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $199426.81    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18813 | PA      | $18267.54     | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1719.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $208953.99    | 0.07%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                 | Scottish Hydro Electric Transmission PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118009.00    | 0.04%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                                                                               | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117146.79    | 0.04%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-1                                                                                                      | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      81250 | PA      | $81693.22     | 0.03%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     680000 | PA      | $698483.08    | 0.25%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     573000 | PA      | $590620.90    | 0.21%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $211690.02    | 0.08%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2348.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $178089.80    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61857.27     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                                  | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     212000 | PA      | $216081.42    | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD INR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-19.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SG        |          1 | NC      | $-2074.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     533000 | PA      | $478355.42    | 0.17%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                   | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $57025.48     | 0.02%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                   | Gruppo San Donato SPA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |     133000 | PA      | $159957.99    | 0.06%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        632 | PA      | $655.27       | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C7                                                                                                           | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1896662 | PA      | $79390.69     | 0.03%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     730000 | PA      | $911991.52    | 0.32%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                                      | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     290000 | PA      | $295140.73    | 0.11%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2100000 | PA      | $306625.91    | 0.11%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38480.67     | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    6364000 | PA      | $188743.78    | 0.07%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $153299.01    | 0.05%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     659754 | PA      | $18348.35     | 0.01%             | 2031-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     614000 | PA      | $643370.08    | 0.23%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $57361.75     | 0.02%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     473000 | PA      | $500836.23    | 0.18%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |          1 | NC      | $3175.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     152439 | PA      | $145991.74    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     712000 | PA      | $696655.81    | 0.25%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                  | Indian Railway Finance Corp Ltd                                                                                                        | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $745763.70    | 0.27%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174465.94    | 0.06%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39085 | PA      | $37923.76     | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                  | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     898000 | PA      | $914613.00    | 0.33%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455646 | PA      | $21793.32     | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                           | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1361962.51   | 0.49%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                 | Penske Automotive Group Inc                                                                                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     659000 | PA      | $637335.84    | 0.23%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-451.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                      | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     316000 | PA      | $322794.11    | 0.12%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     554000 | PA      | $532009.97    | 0.19%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     354000 | PA      | $365510.25    | 0.13%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     318000 | PA      | $325037.98    | 0.12%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60100 | PA      | $63060.26     | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                                                                               | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     234000 | PA      | $246363.39    | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                            | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      41000 | PA      | $41098.15     | 0.01%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     866000 | PA      | $720256.79    | 0.26%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6295000 | PA      | $6456063.49   | 2.30%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                | CompoSecure Holdings LLC                                                                                                               | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     668000 | PA      | $664660.00    | 0.24%             | 2033-02-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      38000 | PA      | $39365.73     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $-2294.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                                                                            | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     472000 | PA      | $480810.99    | 0.17%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     597561 | PA      | $579378.89    | 0.21%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $467552.23    | 0.17%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1169806.37   | 0.42%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      31000 | PA      | $21625.69     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $3222.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     311000 | PA      | $330876.94    | 0.12%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      85000 | PA      | $81586.38     | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                            | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $310173.90    | 0.11%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                           | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     315000 | PA      | $316977.83    | 0.11%             | 2033-03-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98962.44     | 0.04%             | 2037-01-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                          | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     552000 | PA      | $576552.96    | 0.21%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                  | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     916000 | PA      | $918926.62    | 0.33%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                                                                        | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78068.63     | 0.03%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-236.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     382000 | PA      | $385013.98    | 0.14%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17107.78     | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     201000 | PA      | $197877.75    | 0.07%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-31238.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2025-FL7 Issuer Ltd                                                                                                               | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100000.00    | 0.04%             | 2043-06-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1119000 | PA      | $1084640.41   | 0.39%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                           | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $180950.54    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $257027.65    | 0.09%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $571.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                  | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     650000 | PA      | $667450.33    | 0.24%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      48000 | PA      | $37981.95     | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     191000 | PA      | $205804.60    | 0.07%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                                 | Petra Diamonds US Treasury PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |     305656 | PA      | $184410.86    | 0.07%             | 2030-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                                                                                | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      61000 | PA      | $61879.53     | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTH KOREAN WON                                        | SOUTH KOREAN WON                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | KR        |       1610 | NS      | $1.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                                                                                | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     576300 | PA      | $592968.71    | 0.21%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     850000 | PA      | $876736.12    | 0.31%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                        | Hawaiian Electric Co Inc                                                                                                               | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     781000 | PA      | $796047.53    | 0.28%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24510.12     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                 | Marathon Petroleum Corp                                                                                                                | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36866.10     | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | GB        |          1 | NC      | $-819.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     708000 | PA      | $736372.39    | 0.26%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     448000 | PA      | $5606.09      | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                                                                                | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      56000 | PA      | $58521.27     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     421000 | PA      | $411010.68    | 0.15%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-52.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 31297C5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8205 | PA      | $8416.89      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     313000 | PA      | $324105.73    | 0.12%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                                                                       | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     129000 | PA      | $131234.74    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1046936.83   | 0.37%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $3768.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19563 | PA      | $17854.98     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37272.63     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     990000 | PA      | $989035.15    | 0.35%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73294.93     | 0.03%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1083912.25   | 0.39%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $-6375.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38160 | PA      | $38941.84     | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -9 | NC      | $-9735.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                 | SV RNO Property Owner 1 LLC                                                                                                            | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     858000 | PA      | $861843.63    | 0.31%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   27655000 | PA      | $1760173.58   | 0.63%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                                          | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $364497.74    | 0.13%             | 2032-01-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $1372068.35   | 0.49%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1959.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     292284 | PA      | $303842.22    | 0.11%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     493000 | PA      | $533981.93    | 0.19%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     732000 | PA      | $722054.90    | 0.26%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     250000 | PA      | $254347.50    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     779000 | PA      | $781389.19    | 0.28%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                     | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     809000 | PA      | $762983.92    | 0.27%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                             | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1619874.52   | 0.58%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                                                                                     | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     287000 | PA      | $294871.84    | 0.11%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59000 | PA      | $64343.89     | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-998.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                          | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     401000 | PA      | $406283.98    | 0.14%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    5700000 | PA      | $195469.70    | 0.07%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                           | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     128000 | PA      | $132296.19    | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    6720000 | PA      | $978125.37    | 0.35%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                                                                                    | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     474000 | PA      | $483020.69    | 0.17%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2023000 | PA      | $645319.25    | 0.23%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     866000 | PA      | $1060136.45   | 0.38%             | 2035-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-8723.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                           | Videotron Ltd                                                                                                                          | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      57000 | PA      | $55733.88     | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1215.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                        | Japan Government Five Year Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   84000000 | PA      | $532051.10    | 0.19%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     373000 | PA      | $368769.96    | 0.13%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      53000 | PA      | $56989.43     | 0.02%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $8117.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     289000 | PA      | $297622.32    | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60801 | PA      | $61161.46     | 0.02%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     406000 | PA      | $414854.05    | 0.15%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-16687.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     944000 | PA      | $878006.09    | 0.31%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16790 | PA      | $15335.18     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     712000 | PA      | $669468.68    | 0.24%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     692000 | PA      | $728566.66    | 0.26%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                                                                               | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     731000 | PA      | $783894.43    | 0.28%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190000 | PA      | $189678.08    | 0.07%             | 2038-04-18      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36010.09     | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                                                                                    | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57342.03     | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $214798.77    | 0.08%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     288000 | PA      | $298107.65    | 0.11%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $214627.60    | 0.08%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     302000 | PA      | $298630.37    | 0.11%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     272000 | PA      | $323677.14    | 0.12%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                                                                        | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1559775 | PA      | $43190.18     | 0.02%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                 | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     208000 | PA      | $207998.79    | 0.07%             | 2037-01-15      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1127.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                                                                                  | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |     126020 | PA      | $126014.46    | 0.04%             | 2034-04-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73756.72     | 0.03%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     442000 | PA      | $467693.02    | 0.17%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      46000 | PA      | $29773.75     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     481000 | PA      | $522856.14    | 0.19%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1680.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $118460.09    | 0.04%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                  | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     519000 | PA      | $531023.42    | 0.19%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-11831.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28244 | PA      | $27469.53     | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $1239722.94   | 0.44%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-42509.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     788000 | PA      | $806941.48    | 0.29%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1803.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117881.69    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45646.37     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $120165.01    | 0.04%             | 2037-11-26      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                | SMBC Aviation Capital Finance DAC                                                                                                      | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $203457.81    | 0.07%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210729 | PA      | $182753.01    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    8250000 | PA      | $1301994.89   | 0.46%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $77535.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78682.14     | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     266000 | PA      | $276531.21    | 0.10%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                     | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $1799.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $57022.53     | 0.02%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                | Abu Dhabi Developmental Holding Co. PJSC                                                                                               | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     862000 | PA      | $835644.22    | 0.30%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     354737 | PA      | $7355.44      | 0.00%             | 2030-01-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                           | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70791.34     | 0.03%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                        | Taseko Mines Ltd                                                                                                                       | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     587000 | PA      | $621418.16    | 0.22%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-684.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                | Arqiva Broadcast Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112400.49    | 0.04%             | 2030-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                        | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     428000 | PA      | $434080.64    | 0.15%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2467000 | PA      | $2499475.74   | 0.89%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                        | Swisscom Finance BV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118005.03    | 0.04%             | 2037-11-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     500000 | PA      | $366873.83    | 0.13%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                                                                      | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6729783 | PA      | $305674.84    | 0.11%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $21.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLUXEE NV                                               | Pluxee NV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119489.42    | 0.04%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83000 | PA      | $82895.74     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31947.83     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30095 | PA      | $29026.80     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $104016.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38385E2Z6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118359 | PA      | $119889.99    | 0.04%             | 2055-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     929000 | PA      | $1112547.57   | 0.40%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $174950.28    | 0.06%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     600000 | PA      | $683280.00    | 0.24%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $5644.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     475000 | PA      | $495858.68    | 0.18%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77769.17     | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                                                                          | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125000.00    | 0.04%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                      | Industrial F&B Investments III Inc                                                                                                     | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118028.44    | 0.04%             | 2033-02-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1819013 | PA      | $58865.81     | 0.02%             | 2029-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     606000 | PA      | $632630.67    | 0.23%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      43000 | PA      | $45252.11     | 0.02%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $128561.04    | 0.05%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80294 | PA      | $69856.89     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41107.23     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      38000 | PA      | $40092.72     | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $22114.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     877000 | PA      | $872389.96    | 0.31%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                 | BMS Ireland Capital Funding DAC                                                                                                        | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $118725.37    | 0.04%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     688000 | PA      | $694934.65    | 0.25%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      42000 | PA      | $43128.53     | 0.02%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                                                                              | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69450.36     | 0.02%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $1118.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SM11716   IRS CNY R F  1.49000 SM11716_FIX CCPVANILLA / Short: SM11716   IRS CNY P V 03MCNRR SM11716_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4800000 | OU      | $-701.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     332000 | PA      | $400295.38    | 0.14%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SM11958   IRS CNY R F  1.57720 SM11958_FIX CCPVANILLA / Short: SM11958   IRS CNY P V 03MCNRR SM11958_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5300000 | OU      | $957.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                                           | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     511000 | PA      | $536488.17    | 0.19%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                                                                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     260000 | PA      | $192586.03    | 0.07%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     526569 | PA      | $533284.86    | 0.19%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     687000 | PA      | $686166.53    | 0.24%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                                                                          | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     740000 | PA      | $772665.82    | 0.28%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1526.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer