# EDGAR Filing Document

**Accession Number:** 0000356349
**File Stem:** 0001752724-25-178386
**Filing Date:** 2025-7
**Character Count:** 849407
**Document Hash:** ff2cb674e3db0251031a44bdc712242a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-178386.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001752724-25-178386

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XIII
- **CENTRAL INDEX KEY:** 0000356349

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03327
- **FILM NUMBER:** 251150299

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT GUARANTEED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19910522

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORKING CAPITAL TRUST
- **DATE OF NAME CHANGE:** 19840529

## Series and Classes Contracts Data

### MFS Diversified Income Fund (Series ID: S000012219)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000033358 | A            | DIFAX           |
| C000033359 | C            | DIFCX           |
| C000033360 | I            | DIFIX           |
| C000068409 | R1           | DIFDX           |
| C000068410 | R2           | DIFEX           |
| C000068411 | R3           | DIFFX           |
| C000068412 | R4           | DIFGX           |
| C000117928 | R6           | DIFHX           |

## Nport-Ex

![](img1c2a8e1f1.gif)

### Quarterly Report
May 31, 2025

MFS<sup>®</sup> Diversified<br> Income Fund

![](imgeecc22ff2.gif)

DIF-Q1

------

### Portfolio of Investments
5/31/25 (unaudited)

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

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – 44.2% | Bonds – 44.2% | Bonds – 44.2% |
| Aerospace & Defense – 0.3% | Aerospace & Defense – 0.3% | Aerospace & Defense – 0.3% |
| Boeing Co., 2.196%, 2/04/2026 | $&nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$469536 |
| Boeing Co., 5.15%, 5/01/2030 | &nbsp;&nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565918 |
| Boeing Co., 5.805%, 5/01/2050 | 2114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979614 |
| General Dynamics Corp., 3.625%, 4/01/2030 | &nbsp;&nbsp;&nbsp;769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742932 |
| Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035 | &nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327990 |
| L3 Harris Technologies, Inc., 5.4%, 1/15/2027 | &nbsp;&nbsp;&nbsp;493000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499777 |
| L3 Harris Technologies, Inc., 5.4%, 7/31/2033 | 1188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203928 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5789695 |
| Asset-Backed & Securitized – 1.5% | Asset-Backed & Securitized – 1.5% | Asset-Backed & Securitized – 1.5% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1%, 11/15/2054 (i) | $6387195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$251081 |
| ACREC 2021-FL1 Ltd., "A", FLR, 5.593% ((SOFR - 1mo. + 0.11448%) + 1.15%), 10/16/2036 (n) | &nbsp;&nbsp;&nbsp;451065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449862 |
| ACREC 2023-FL2 LLC, "A", FLR, 6.559% (SOFR - 1mo. + 2.23%), 2/19/2038 (n) | &nbsp;&nbsp;&nbsp;848816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849876 |
| Alinea CLO Ltd., 2018-1A, "AR", FLR, 5.169% (SOFR - 3mo. + 0.9%), 7/20/2031 (n) | &nbsp;&nbsp;&nbsp;514761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514410 |
| American Credit Acceptance Receivables Trust, 2024-2, "A", 5.9%, 2/12/2027 (n) | &nbsp;&nbsp;&nbsp;112176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112273 |
| AmeriCredit Automobile Receivables Trust, 2024-1, "A2-B", FLR, 4.928% (SOFR - 1mo. + 0.6%), 2/18/2028 | &nbsp;&nbsp;&nbsp;486001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485831 |
| Angel Oak Mortgage Trust, 2024-13, "A1", 5.464%, 12/26/2069 (n) | &nbsp;&nbsp;&nbsp;830994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828785 |
| Arbor Realty Trust, Inc., CLO, 2021-FL4, "AS", FLR, 6.143% ((SOFR - 1mo. + 0.11448%) + 1.7%), 11/15/2036 (n) | &nbsp;&nbsp;&nbsp;484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483829 |
| AREIT 2022-CRE6 Trust, "AS", FLR, 5.978% (SOFR - 30 day + 1.65%), 1/20/2037 (n) | &nbsp;&nbsp;&nbsp;946500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943274 |
| AREIT 2023-CRE8 Trust, "A", FLR, 6.438% (SOFR - 1mo. + 2.1118%), 8/17/2041 (n) | &nbsp;&nbsp;&nbsp;474249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475183 |
| ARI Fleet Lease Trust, 2023-A, "A2", 5.41%, 2/17/2032 (n) | &nbsp;&nbsp;&nbsp;115922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116132 |
| ARI Fleet Lease Trust, 2023-B, "A2", 6.05%, 7/15/2032 (n) | &nbsp;&nbsp;&nbsp;171050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172333 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.578%, 2/15/2054 (i) | 3443822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235327 |
| BBCMS Mortgage Trust, 2022-C18, "XA", 0.464%, 12/15/2055 (i) | 4254952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144817 |
| BDS 2024-FL13 Ltd., "A", FLR, 5.903% (SOFR - 1mo. + 1.5762%), 9/19/2039 (n) | &nbsp;&nbsp;&nbsp;365500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363325 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.135%, 3/15/2054 (i) | 6638489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285115 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.881%, 6/15/2054 (i) | 6489212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228034 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.234%, 7/15/2054 (i) | 7379671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392575 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.638%, 7/15/2055 (i) | 6959357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288419 |
| Bridgecrest Lending Auto Securitization Trust, 2024-2, "A2", 5.78%, 2/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp;15157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15165 |
| Bridgecrest Lending Auto Securitization Trust, 2025-1, "A2", 4.71%, 9/15/2027 | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549787 |
| Business Jet Securities LLC, 2024-1A, "A", 6.197%, 5/15/2039 (n) | &nbsp;&nbsp;&nbsp;197447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200589 |
| Chase Auto Owner Trust, 2024-5A, "A2", 4.4%, 11/26/2027 (n) | &nbsp;&nbsp;&nbsp;253604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253264 |
| Chesapeake Funding II LLC, 2023-2A, "A2", FLR, 5.432% (SOFR - 30 day + 1.1%), 10/15/2035 (n) | &nbsp;&nbsp;&nbsp;625129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627699 |
| Citigroup Commercial Mortgage Trust, 2019-XA, "C7", 0.818%, 12/15/2072 (i)(n) | 8577615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275991 |
| Colt Funding LLC, 2024-6, "A1", 5.39%, 11/25/2069 (n) | &nbsp;&nbsp;&nbsp;699486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698028 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.763%, 4/15/2054 (i) | 4783355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151532 |
| Commercial Mortgage Pass-Through Certificates, 2022-BN43, "XA", 0.894%, 8/15/2055 (i) | 7900677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407462 |
| Commercial Mortgage Pass-Through Certificates, 2024-CBM, "A2", 5.867%, 12/10/2041 (n) | &nbsp;&nbsp;&nbsp;201342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203451 |
| ELM Trust, 2024-ELM, "A10", 5.994%, 6/10/2039 (n) | 1030787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041253 |
| Enterprise Fleet Financing 2025-1 LLC, "A2", 4.65%, 10/20/2027 (n) | &nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181122 |
| EQT Trust, 2024-EXTR, "B", 5.655%, 7/05/2041 (n) | &nbsp;&nbsp;&nbsp;234585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236629 |
| GLS Auto Select Receivables Trust, 2023-1A, "A2", 6.27%, 8/16/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;85322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85483 |
| GLS Auto Select Receivables Trust, 2023-2A, 6.37%, 6/15/2028 (n) | &nbsp;&nbsp;&nbsp;188394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189902 |
| GLS Auto Select Receivables Trust, 2024-2A, "A-2", 5.77%, 6/15/2027 (n) | &nbsp;&nbsp;&nbsp;306571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307097 |
| KREF 2018-FT1 Ltd., "A", FLR, 5.513% ((SOFR - 1mo. + 0.11448%) + 1.07%), 2/15/2039 (n) | &nbsp;&nbsp;&nbsp;233784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232728 |
| KREF 2018-FT1 Ltd., "AS", FLR, 5.743% ((SOFR - 1mo. + 0.11448%) + 1.3%), 2/15/2039 (n) | &nbsp;&nbsp;&nbsp;526000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522230 |
| LAD Auto Receivables Trust, 2022-1A, "A", 5.21%, 6/15/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;36331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36359 |
| LAD Auto Receivables Trust, 2023-2A, "A2", 5.93%, 6/15/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;17964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17974 |
| LAD Auto Receivables Trust, 2025-1A, "A2", 4.6%, 12/15/2027 (n) | &nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734261 |
| LoanCore 2021-CRE5 Ltd., "AS", FLR, 6.193% ((SOFR - 1mo. + 0.11448%) + 1.75%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749387 |
| M&T Bank Auto Receivables Trust, 2025-1, "A-2A", 4.63%, 5/15/2028 (n) | &nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378755 |
| MF1 2024-FL5 Ltd., "A", FLR, 6.015% (SOFR - 1mo. + 1.688%), 8/18/2041 (n) | 1151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151153 |
| MF1 2020-FL4 Ltd., "A", FLR, 6.143% ((SOFR - 1mo. + 0.11448%) + 1.7%), 12/15/2035 (n) | &nbsp;&nbsp;&nbsp;233953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233992 |
| MF1 2021-FL5 Ltd., "AS", FLR, 5.643% ((SOFR - 1mo. + 0.11448%) + 1.2%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;935980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932556 |
| MF1 2021-FL5 Ltd., "B", FLR, 5.893% ((SOFR - 1mo. + 0.11448%) + 1.45%), 7/15/2036 (n) | 1241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224640 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued | Asset-Backed & Securitized – continued |
| MF1 2021-FL7 Ltd., "A", FLR, 5.521% ((SOFR - 1mo. + 0.11448%) + 1.08%), 10/16/2036 (n) | $&nbsp;&nbsp;&nbsp;681266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$680530 |
| MF1 2022-FL8 Ltd., "A", FLR, 5.674% (SOFR - 1mo. + 1.35%), 2/19/2037 (n) | 1042591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037930 |
| Morgan Stanley Capital I Trust, 2018-H4, "XA", 0.8%, 12/15/2051 (i) | 8754996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208534 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.277%, 5/15/2054 (i) | 2668315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133501 |
| Morgan Stanley Residential Mortgage Loan Trust, 2024-NQM1, "A-1", 6.152%, 12/25/2068 (n) | &nbsp;&nbsp;&nbsp;711746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715628 |
| Morgan Stanley Residential Mortgage Loan Trust, 2024-NQM3, "A-1", 5.044%, 7/25/2069 (n) | &nbsp;&nbsp;&nbsp;353425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350733 |
| Morgan Stanley Residential Mortgage Loan Trust, 2025-NQM3, "A-1", 5.53%, 5/25/2070 (n) | &nbsp;&nbsp;&nbsp;392785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393197 |
| Navistar Financial Dealer Note Master Owner Trust, 2023-1, "A", 6.18%, 8/25/2028 (n) | &nbsp;&nbsp;&nbsp;393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394255 |
| Navistar Financial Dealer Note Master Owner Trust, 2023-1, "B", 6.48%, 8/25/2028 (n) | &nbsp;&nbsp;&nbsp;218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218736 |
| OBX Trust, 2024-NQM1, "A1", 5.928%, 11/25/2063 (n) | &nbsp;&nbsp;&nbsp;293975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295109 |
| OBX Trust, 2024-NQM1, "A2", 6.253%, 11/25/2063 (n) | &nbsp;&nbsp;&nbsp;&nbsp;79348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79844 |
| OBX Trust, 2024-NQM15, "A1", 5.316%, 10/25/2064 (n) | &nbsp;&nbsp;&nbsp;200244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199397 |
| OBX Trust, 2024-NQM16, "A1", 5.53%, 10/25/2064 (n) | &nbsp;&nbsp;&nbsp;392937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392820 |
| OBX Trust, 2024-NQM2, "A1", 5.878%, 12/25/2063 (n) | &nbsp;&nbsp;&nbsp;594141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595476 |
| OBX Trust, 2024-NQM3, "A1", 6.129%, 12/25/2063 (n) | &nbsp;&nbsp;&nbsp;365157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367183 |
| OBX Trust, 2025-NQM8, "A1", 5.472%, 3/25/2065 (n) | &nbsp;&nbsp;&nbsp;351882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352423 |
| PFS Financing Corp., 2023-C, "B", 5.91%, 10/15/2028 (n) | &nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210179 |
| PFS Financing Corp., 2025-A, "A", FLR, 4.982% (SOFR - 1mo. + 0.65%), 1/15/2029 (n) | &nbsp;&nbsp;&nbsp;692000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691453 |
| Provident Funding Mortgage Trust, 2024-1, "A3", 5.5%, 12/25/2054 (n) | &nbsp;&nbsp;&nbsp;439174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437205 |
| ReadyCap Commercial Mortgage Trust, 2021-FL7, "A", FLR, 5.639% ((SOFR - 1mo. + 0.11448%) + 1.2%), 11/25/2036 (n) | &nbsp;&nbsp;&nbsp;135683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135576 |
| ReadyCap Commercial Mortgage Trust, 2021-FL7, "AS", FLR, 5.939% ((SOFR - 1mo. + 0.11448%) + 1.5%), 11/25/2036 (n) | &nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108936 |
| Verus Securitization Trust, 2024-1, "A2", 5.915%, 1/25/2069 (n) | &nbsp;&nbsp;&nbsp;184457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184749 |
| Verus Securitization Trust, 2024-4, "A1", 6.218%, 6/25/2069 (n) | &nbsp;&nbsp;&nbsp;358753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361462 |
| Verus Securitization Trust, 2024-7,"A1", 5.095%, 9/25/2069 (n) | 1165045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158103 |
| Virginia Power Fuel Securitization LLC, 5.088%, 5/01/2027 | &nbsp;&nbsp;&nbsp;314931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316310 |
| Wells Fargo Commercial Mortgage Trust, 2018-C48, "XA", 0.931%, 1/15/2052 (i)(n) | 4966787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129192 |
| Westlake Automobile Receivables Trust, 2024-1A, "A2B", FLR, 4.901% (SOFR - 1mo. + 0.57%), 3/15/2027 (n) | &nbsp;&nbsp;&nbsp;142201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142228 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29549659 |
| Automotive – 0.2% | Automotive – 0.2% | Automotive – 0.2% |
| Cummins, Inc., 5.45%, 2/20/2054 | $&nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$600647 |
| Ford Motor Credit Co. LLC, 6.95%, 6/10/2026 | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719335 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | 1018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068822 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3388804 |
| Broadcasting – 0.3% | Broadcasting – 0.3% | Broadcasting – 0.3% |
| Prosus N.V., 4.193%, 1/19/2032 (n) | $&nbsp;&nbsp;&nbsp;881000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$806017 |
| Prosus N.V., 4.027%, 8/03/2050 (n) | 1149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738873 |
| Walt Disney Co., 3.5%, 5/13/2040 | 1911000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534531 |
| Walt Disney Co., 3.8%, 5/13/2060 | 1364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969200 |
| WMG Acquisition Corp., 3.75%, 12/01/2029 (n) | &nbsp;&nbsp;&nbsp;588000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546573 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | &nbsp;&nbsp;&nbsp;781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722085 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5317279 |
| Brokerage & Asset Managers – 0.4% | Brokerage & Asset Managers – 0.4% | Brokerage & Asset Managers – 0.4% |
| Charles Schwab Corp., 5.643% to 5/19/2028, FLR (SOFR - 1 day + 2.210%) to 5/19/2029 | $&nbsp;&nbsp;&nbsp;449000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$464856 |
| Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034 | &nbsp;&nbsp;&nbsp;812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862381 |
| LPL Holdings, Inc., 4.625%, 11/15/2027 (n) | 1219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209344 |
| LPL Holdings, Inc., 4.375%, 5/15/2031 (n) | 1273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210370 |
| LPL Holdings, Inc., 5.65%, 3/15/2035 | &nbsp;&nbsp;&nbsp;902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889546 |
| LSEGA Financing PLC, 2%, 4/06/2028 (n) | 1950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820886 |
| Sura Asset Management S.A., 6.35%, 5/13/2032 (n) | &nbsp;&nbsp;&nbsp;451000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6924574 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Building – 0.2% | Building – 0.2% | Building – 0.2% |
| Ferguson Enterprises, Inc., 5%, 10/03/2034 | $1585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1525815 |
| Holcim Finance US LLC, 5.4%, 4/07/2035 (n) | &nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293942 |
| Vulcan Materials Co., 3.5%, 6/01/2030 | &nbsp;&nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505026 |
| Vulcan Materials Co., 4.5%, 6/15/2047 | &nbsp;&nbsp;&nbsp;419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345127 |
| Vulcan Materials Co., 5.7%, 12/01/2054 | &nbsp;&nbsp;&nbsp;581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558508 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3228418 |
| Business Services – 0.3% | Business Services – 0.3% | Business Services – 0.3% |
| Accenture Capital, Inc., 4.25%, 10/04/2031 | $&nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$703038 |
| Accenture Capital, Inc., 4.5%, 10/04/2034 | &nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459247 |
| Fiserv, Inc., 4.4%, 7/01/2049 | 2188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717479 |
| Mastercard, Inc., 4.35%, 1/15/2032 | &nbsp;&nbsp;&nbsp;956000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941103 |
| Mastercard, Inc., 3.85%, 3/26/2050 | &nbsp;&nbsp;&nbsp;977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749796 |
| Paychex, Inc., 5.1%, 4/15/2030 | &nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376823 |
| Paychex, Inc., 5.35%, 4/15/2032 | &nbsp;&nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620071 |
| Visa, Inc., 2%, 8/15/2050 | 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597351 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6164908 |
| Cable TV – 0.4% | Cable TV – 0.4% | Cable TV – 0.4% |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.1%, 6/01/2029 | $1397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1454279 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 5.375%, 5/01/2047 | 1475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239045 |
| Comcast Corp., 5.35%, 5/15/2053 | 1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054752 |
| United Group B.V., 6.75%, 2/15/2031 (n) | &nbsp;&nbsp;&nbsp;214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252147 |
| United Group B.V., 6.5%, 10/31/2031 (n) | &nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537859 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | $1603000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514323 |
| Videotron Ltd., 5.7%, 1/15/2035 (n) | 1077000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062182 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7114587 |
| Chemicals – 0.0% | Chemicals – 0.0% | Chemicals – 0.0% |
| Sasol Financing (USA) LLC, 5.5%, 3/18/2031 | $&nbsp;&nbsp;&nbsp;744000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$609825 |
| Computer Software – 0.3% | Computer Software – 0.3% | Computer Software – 0.3% |
| Cisco Systems, Inc., 5.5%, 1/15/2040 | $&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$753700 |
| JSC Kaspi, 6.25%, 3/26/2030 (n) | 1064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053366 |
| Microsoft Corp., 2.525%, 6/01/2050 | 1939000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176674 |
| Microsoft Corp., 2.5%, 9/15/2050 | 1594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958605 |
| Oracle Corp., 4%, 7/15/2046 | &nbsp;&nbsp;&nbsp;705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527839 |
| Oracle Corp., 5.55%, 2/06/2053 | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586889 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5057073 |
| Computer Software - Systems – 0.2% | Computer Software - Systems – 0.2% | Computer Software - Systems – 0.2% |
| Apple, Inc., 1.7%, 8/05/2031 | $1857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1594796 |
| Apple, Inc., 2.65%, 5/11/2050 | 2533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547008 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3141804 |
| Conglomerates – 0.2% | Conglomerates – 0.2% | Conglomerates – 0.2% |
| nVent Finance S.à r.l., 5.65%, 5/15/2033 | $&nbsp;&nbsp;&nbsp;952000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$950243 |
| Regal Rexnord Corp., 6.05%, 4/15/2028 | 1122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151931 |
| Regal Rexnord Corp., 6.3%, 2/15/2030 | &nbsp;&nbsp;&nbsp;724000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750644 |
| Westinghouse Air Brake Technologies Corp., 4.7%, 9/15/2028 | 1231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234496 |
| Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034 | &nbsp;&nbsp;&nbsp;599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610591 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4697905 |
| Consumer Products – 0.2% | Consumer Products – 0.2% | Consumer Products – 0.2% |
| Haleon US Capital LLC, 3.625%, 3/24/2032 | $&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$866330 |
| Kenvue, Inc., 5.1%, 3/22/2043 | 1017000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961037 |
| L'Oréal S.A., 5%, 5/20/2035 (n) | &nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666544 |
| Mattel, Inc., 3.75%, 4/01/2029 (n) | &nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745232 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3239143 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Consumer Services – 0.2% | Consumer Services – 0.2% | Consumer Services – 0.2% |
| Booking Holdings, Inc., 3.55%, 3/15/2028 | $&nbsp;&nbsp;&nbsp;949000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$929020 |
| CBRE Group, Inc., 5.95%, 8/15/2034 | &nbsp;&nbsp;&nbsp;959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991164 |
| Meituan, 4.625%, 10/02/2029 (n) | &nbsp;&nbsp;&nbsp;599000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596218 |
| Rentokil Terminix LLC, 5%, 4/28/2030 (n) | 1156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152188 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3668590 |
| Containers – 0.1% | Containers – 0.1% | Containers – 0.1% |
| San Miguel Industrias PET S.A., 3.75%, 8/02/2028 (n) | $2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1835277 |
| Electrical Equipment – 0.1% | Electrical Equipment – 0.1% | Electrical Equipment – 0.1% |
| Arrow Electronics, Inc., 5.875%, 4/10/2034 | $1165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1178268 |
| Electronics – 0.2% | Electronics – 0.2% | Electronics – 0.2% |
| Analog Devices, Inc., 5.05%, 4/01/2034 | $1204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1213481 |
| Broadcom, Inc., 5.05%, 7/12/2029 | &nbsp;&nbsp;&nbsp;702000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714572 |
| Intel Corp., 5.7%, 2/10/2053 | &nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437920 |
| Lam Research Corp., 4.875%, 3/15/2049 | 1260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118060 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3484033 |
| Emerging Market Quasi-Sovereign – 3.4% | Emerging Market Quasi-Sovereign – 3.4% | Emerging Market Quasi-Sovereign – 3.4% |
| Abu Dhabi Crude Oil Pipeline, 4.6%, 11/02/2047 | $&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$769158 |
| Abu Dhabi Developmental Holding Co. PJSC, 5.375%, 5/08/2029 (n) | &nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725229 |
| Abu Dhabi Developmental Holding Co. PJSC, 4.5%, 5/06/2030 (n) | &nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637018 |
| Abu Dhabi Developmental Holding Co. PJSC, 4.375%, 10/02/2031 (n) | &nbsp;&nbsp;&nbsp;677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659615 |
| Abu Dhabi Developmental Holding Co. PJSC, 5.5%, 5/08/2034 (n) | 1214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248458 |
| Abu Dhabi Developmental Holding Co. PJSC, 5%, 5/06/2035 (n) | &nbsp;&nbsp;&nbsp;864000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848880 |
| Abu Dhabi Developmental Holding Co. PJSC, 5.25%, 10/02/2054 (n) | &nbsp;&nbsp;&nbsp;718000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647978 |
| Abu Dhabi National Energy Co. PJSC, 4.696%, 4/24/2033 (n) | 1147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118616 |
| Abu Dhabi National Energy Co. PJSC, 4.75%, 3/09/2037 (n) | &nbsp;&nbsp;&nbsp;549000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517469 |
| Baiterek National Managing Holding JSC (Republic of Kazakhstan), 5.45%, 5/08/2028 (n) | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640162 |
| Banco Nacional de Comercio Exterior, S.N.C. (United Mexican States) , 5.875%, 5/07/2030 (n) | &nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455421 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 5.375%, 5/22/2033 (n) | 1041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035690 |
| Bank Gospodarstwa Krajowego (Republic of Poland), 4.25%, 3/18/2037 | &nbsp;&nbsp;&nbsp;844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962474 |
| Bulgarian Energy Holding EAD, 2.45%, 7/22/2028 | 1054000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140737 |
| Chile Electricity Lux MPC II S.à r.l., 6.01%, 1/20/2033 (n) | $&nbsp;&nbsp;&nbsp;445470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457164 |
| Chile Electricity Lux MPC II S.à r.l., 5.58%, 10/20/2035 (n) | &nbsp;&nbsp;&nbsp;664703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660312 |
| Chile Electricity Lux MPC S.à r.l., 5.672%, 10/20/2035 (n) | &nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727554 |
| Codelco, Inc. (Republic of Chile), 6.33%, 1/13/2035 (n) | &nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733896 |
| Codelco, Inc. (Republic of Chile), 6.44%, 1/26/2036 (n) | &nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611090 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.95%, 4/30/2029 (n) | 1013000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038041 |
| Corporacion Financiera de Desarrollo S.A. (Republic of Peru), 5.5%, 5/06/2030 (n) | &nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423846 |
| Development Bank of Kazakhstan JSC, 5.5%, 4/15/2027 (n) | &nbsp;&nbsp;&nbsp;911000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915692 |
| Development Bank of Kazakhstan JSC, 5.25%, 10/23/2029 (n) | &nbsp;&nbsp;&nbsp;672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665477 |
| Development Bank of Kazakhstan JSC, 5.625%, 4/07/2030 (n) | &nbsp;&nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587763 |
| DP World Crescent Ltd. (United Arab Emirates), 5.5%, 5/08/2035 (n) | 1123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119532 |
| Dua Capital Ltd. (Federation of Malaysia), 2.78%, 5/11/2031 | &nbsp;&nbsp;&nbsp;878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788989 |
| Ecopetrol S.A. (Republic of Colombia), 7.75%, 2/01/2032 | &nbsp;&nbsp;&nbsp;848000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822151 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.25%, 11/06/2029 | &nbsp;&nbsp;&nbsp;624000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626227 |
| Empresa Nacional del Petroleo (Republic of Chile), 3.45%, 9/16/2031 (n) | &nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395657 |
| Empresa Nacional del Petroleo (Republic of Chile), 6.15%, 5/10/2033 (n) | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809884 |
| Empresa Nacional del Petroleo (Republic of Chile), 5.95%, 7/30/2034 (n) | &nbsp;&nbsp;&nbsp;487000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488223 |
| Empresa Nacional del Petroleo (Republic of Chile), 4.5%, 9/14/2047 | &nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656811 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028 (n) | &nbsp;&nbsp;&nbsp;684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684383 |
| Export-Import Bank of India, 5.5%, 1/18/2033 (n) | 2154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200836 |
| Export-Import Bank of India, 5.5%, 1/13/2035 (n) | 1099000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105825 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031 (n) | 1354000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207748 |
| JSCB Agrobank (Republic of Uzbekistan), 9.25%, 10/02/2029 (n) | &nbsp;&nbsp;&nbsp;399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412160 |
| Ma'aden Sukuk Ltd. (Saudi Arabia), 5.25%, 2/13/2030 (n) | 1287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300649 |
| Ma'aden Sukuk Ltd. (Saudi Arabia), 5.5%, 2/13/2035 (n) | &nbsp;&nbsp;&nbsp;581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586862 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Quasi-Sovereign – continued | Emerging Market Quasi-Sovereign – continued | Emerging Market Quasi-Sovereign – continued |
| Magyar Export-Import Bank PLC (Republic of Hungary), 6.125%, 12/04/2027 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$811343 |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag (Republic of Hungary), 6.5%, 3/13/2031 | &nbsp;&nbsp;&nbsp;&nbsp;852000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869727 |
| National Bank of Uzbekistan, 8.5%, 7/05/2029 | &nbsp;&nbsp;&nbsp;&nbsp;668000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688884 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.75%, 5/14/2030 (n) | &nbsp;&nbsp;1234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226932 |
| Navoi Mining & Metallurgical Co. (Republic of Uzbekistan), 6.95%, 10/17/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;752000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746872 |
| OCP S.A. (Kingdom of Morocco), 6.1%, 4/30/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;582000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582903 |
| OCP S.A. (Kingdom of Morocco), 6.75%, 5/02/2034 (n) | &nbsp;&nbsp;1309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320637 |
| OCP S.A. (Kingdom of Morocco), 6.7%, 3/01/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710348 |
| OCP S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | &nbsp;&nbsp;2245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639209 |
| OCP S.A. (Kingdom of Morocco), 7.5%, 5/02/2054 (n) | &nbsp;&nbsp;1481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447677 |
| OCP S.A. (Republic of Madagascar), 6.875%, 4/25/2044 | &nbsp;&nbsp;1263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182541 |
| Ooredoo International Finance Ltd. (State of Qatar), 4.625%, 10/10/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641305 |
| Pertamina PT, 5.625%, 5/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881145 |
| Petroleos Mexicanos, 6.84%, 1/23/2030 | &nbsp;&nbsp;1186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108281 |
| Petroleos Mexicanos, 10%, 2/07/2033 | &nbsp;&nbsp;&nbsp;&nbsp;646000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666400 |
| Petroleos Mexicanos, 6.75%, 9/21/2047 | &nbsp;&nbsp;2480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676594 |
| Petroleos Mexicanos, 7.69%, 1/23/2050 | &nbsp;&nbsp;1764000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297033 |
| Petroleos Mexicanos, 6.95%, 1/28/2060 | &nbsp;&nbsp;1687000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139913 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 4.95%, 1/03/2031 (n) | &nbsp;&nbsp;1795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814954 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.34%, 4/03/2035 (n) | &nbsp;&nbsp;1811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835370 |
| PETRONAS Capital Ltd. (Federation of Malaysia), 5.848%, 4/03/2055 (n) | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139156 |
| PT Pertamina Hulu Energi (Republic of Indonesia), 5.25%, 5/21/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;858000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859955 |
| QNB Finance Ltd. (State of Qatar), 2.75%, 2/12/2027 | &nbsp;&nbsp;1129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093623 |
| REC Ltd. (Republic of India), 4.75%, 9/27/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;918000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905396 |
| Saudi Arabian Oil Co., 5.25%, 7/17/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403728 |
| Saudi Arabian Oil Co., 5.75%, 7/17/2054 (n) | &nbsp;&nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578602 |
| Saudi Arabian Oil Co., 6.375%, 6/02/2055 (n)(w) | &nbsp;&nbsp;&nbsp;&nbsp;893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875140 |
| Southern Gas Corridor CJSC (Republic of Azerbaijan), 6.875%, 3/24/2026 (n) | &nbsp;&nbsp;1530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545300 |
| T.C. Ziraat Bankasi A.S., 7.25%, 2/04/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583053 |
| Telecommunications Co. (Republic of Serbia), 7%, 10/28/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242785 |
| Turkiye Ihracat Kredi Bankasi A.S., 7.5%, 2/06/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591430 |
| Turkiye Vakiflar Bankasi T.A.O., 6.875%, 1/07/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697940 |
| Uzbek Industrial and Construction Bank ATB (Republic of Uzbekistan), 8.95%, 7/24/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760266 |
| Uzbekneftegaz JSC (Republic of Uzbekistan), 4.75%, 11/16/2028 (n) | &nbsp;&nbsp;1236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115955 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$65114074 |
| Emerging Market Sovereign – 8.0% | Emerging Market Sovereign – 8.0% | Emerging Market Sovereign – 8.0% |
| Arab Republic of Egypt, 7.6%, 3/01/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$307301 |
| Arab Republic of Egypt, 7.6%, 3/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;937000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919938 |
| Arab Republic of Egypt, 8.625%, 2/04/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306265 |
| Arab Republic of Egypt, 5.875%, 2/16/2031 | &nbsp;&nbsp;1366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166729 |
| Arab Republic of Egypt, 7.3%, 9/30/2033 | &nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755309 |
| Arab Republic of Egypt, 7.903%, 2/21/2048 | &nbsp;&nbsp;1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748718 |
| Arab Republic of Egypt, 7.5%, 2/16/2061 (n) | &nbsp;&nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454555 |
| Czech Republic, 5%, 9/30/2030 | 19910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966873 |
| Czech Republic, 2%, 10/13/2033 | 38220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499165 |
| Democratic Socialist Republic of Sri Lanka, 4%, 4/15/2028 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;246838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229560 |
| Democratic Socialist Republic of Sri Lanka, 3.1%, 1/15/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;271301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234675 |
| Democratic Socialist Republic of Sri Lanka, 3.35%, 3/15/2033 (n) | &nbsp;&nbsp;&nbsp;&nbsp;758525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588805 |
| Democratic Socialist Republic of Sri Lanka, 3.6%, 6/15/2035 (n) | &nbsp;&nbsp;&nbsp;&nbsp;359326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242624 |
| Democratic Socialist Republic of Sri Lanka, 3.6%, 5/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;565350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438146 |
| Democratic Socialist Republic of Sri Lanka, 3.6%, 2/15/2038 (n) | &nbsp;&nbsp;&nbsp;&nbsp;498971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389133 |
| Dominican Republic, 6%, 7/19/2028 (n) | &nbsp;&nbsp;1663000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677135 |
| Dominican Republic, 5.5%, 2/22/2029 (n) | &nbsp;&nbsp;1385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366579 |
| Dominican Republic, 7.05%, 2/03/2031 (n) | &nbsp;&nbsp;1196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239953 |
| Dominican Republic, 4.875%, 9/23/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;839000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764245 |
| Dominican Republic, 6.6%, 6/01/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;954000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948705 |
| Dominican Republic, 6.95%, 3/15/2037 (n) | &nbsp;&nbsp;&nbsp;&nbsp;717000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719151 |
| Federal Republic of Nigeria, 9.625%, 6/09/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;296000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295230 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Federal Republic of Nigeria, 7.875%, 2/16/2032 | $1341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1213431 |
| Federal Republic of Nigeria, 7.375%, 9/28/2033 (n) | &nbsp;&nbsp;&nbsp;601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511264 |
| Federal Republic of Nigeria, 7.375%, 9/28/2033 | 1553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321119 |
| Federal Republic of Nigeria, 10.375%, 12/09/2034 (n) | &nbsp;&nbsp;&nbsp;632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632079 |
| Federal Republic of Nigeria, 7.696%, 2/23/2038 (n) | &nbsp;&nbsp;&nbsp;367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301058 |
| Federal Republic of Nigeria, 7.696%, 2/23/2038 | &nbsp;&nbsp;&nbsp;969000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794892 |
| Federative Republic of Brazil, 10%, 1/01/2029 | 5356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845727 |
| Government of Ukraine, 0%, 2/01/2034 (n) | $&nbsp;&nbsp;&nbsp;404905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150827 |
| Government of Ukraine, 1.75%, 2/01/2034 (n) | &nbsp;&nbsp;&nbsp;188729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92005 |
| Government of Ukraine, 0%, 2/01/2035 (n) | &nbsp;&nbsp;&nbsp;217038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104721 |
| Government of Ukraine, 1.75%, 2/01/2035 (n) | &nbsp;&nbsp;&nbsp;440367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211376 |
| Government of Ukraine, 0%, 2/01/2036 (n) | &nbsp;&nbsp;&nbsp;180865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87087 |
| Government of Ukraine, 1.75%, 2/01/2036 (n) | &nbsp;&nbsp;&nbsp;629096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295675 |
| Government of Ukraine, GDP Linked Bond, 0%, 8/01/2041 (a) | 1244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898790 |
| Hazine Mustesarligi Varlik Kiralama A.S. (Republic of Turkey), 6.5%, 4/26/2030 (n) | &nbsp;&nbsp;&nbsp;631000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629689 |
| Islamic Republic of Pakistan, 6%, 4/08/2026 | &nbsp;&nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543758 |
| Islamic Republic of Pakistan, 7.375%, 4/08/2031 | &nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289854 |
| Kingdom of Morocco, 6.5%, 9/08/2033 (n) | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060870 |
| Kingdom of Morocco, 4.75%, 4/02/2035 (n) | 1443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626973 |
| Kingdom of Saudi Arabia, 5.125%, 1/13/2028 (n) | $&nbsp;&nbsp;&nbsp;973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987309 |
| Kingdom of Saudi Arabia, 5%, 1/16/2034 (n) | &nbsp;&nbsp;&nbsp;843000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832473 |
| Kingdom of Saudi Arabia, 5.625%, 1/13/2035 (n) | &nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763565 |
| Kingdom of Saudi Arabia, 4.5%, 10/26/2046 | 1925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545044 |
| Kingdom of Saudi Arabia, 4.625%, 10/04/2047 | 1889000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535032 |
| Kingdom of Saudi Arabia, 3.25%, 11/17/2051 (n) | &nbsp;&nbsp;&nbsp;736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454480 |
| Oriental Republic of Uruguay, 5.75%, 10/28/2034 | &nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860692 |
| Oriental Republic of Uruguay, 5.442%, 2/14/2037 | &nbsp;&nbsp;&nbsp;967000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969746 |
| Oriental Republic of Uruguay, 4.975%, 4/20/2055 | &nbsp;&nbsp;&nbsp;753000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646089 |
| Oriental Republic of Uruguay, 5.25%, 9/10/2060 | &nbsp;&nbsp;&nbsp;940742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825492 |
| Republic of Albania, 5.9%, 6/09/2028 | &nbsp;&nbsp;&nbsp;601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719020 |
| Republic of Albania, 4.75%, 2/14/2035 (n) | &nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878873 |
| Republic of Angola, 8.75%, 4/14/2032 (n) | $1396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145091 |
| Republic of Angola, 9.375%, 5/08/2048 | 1356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992656 |
| Republic of Angola, 9.125%, 11/26/2049 | 1922000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381554 |
| Republic of Argentina, 4.125%, 7/09/2035 | 4750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189625 |
| Republic of Argentina, 4.25%, 1/09/2038 | 3267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322837 |
| Republic of Argentina, 3.5%, 7/09/2041 | 3925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437425 |
| Republic of Azerbaijan, 3.5%, 9/01/2032 | &nbsp;&nbsp;&nbsp;857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750180 |
| Republic of Benin, 7.96%, 2/13/2038 (n) | &nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748101 |
| Republic of Benin, 8.375%, 1/23/2041 (n) | &nbsp;&nbsp;&nbsp;533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493907 |
| Republic of Bulgaria, 3.625%, 9/05/2032 | &nbsp;&nbsp;&nbsp;971000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146267 |
| Republic of Bulgaria, 5%, 3/05/2037 | $1134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095216 |
| Republic of Bulgaria, 4.25%, 9/05/2044 | &nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338691 |
| Republic of Chile, 5.65%, 1/13/2037 | $1491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511278 |
| Republic of Chile, 4%, 1/31/2052 | 2111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582194 |
| Republic of Chile, 5.33%, 1/05/2054 | 1321569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212143 |
| Republic of Colombia, 7.375%, 4/25/2030 | &nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621577 |
| Republic of Colombia, 3.25%, 4/22/2032 | &nbsp;&nbsp;&nbsp;952000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746844 |
| Republic of Colombia, 8.5%, 4/25/2035 | &nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595008 |
| Republic of Colombia, 8%, 11/14/2035 | 1193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192773 |
| Republic of Colombia, 7.75%, 11/07/2036 | 1152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117440 |
| Republic of Costa Rica, 6.55%, 4/03/2034 (n) | 1204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238651 |
| Republic of Costa Rica, 7.158%, 3/12/2045 | &nbsp;&nbsp;&nbsp;958000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980829 |
| Republic of Costa Rica, 7.3%, 11/13/2054 (n) | 1919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959779 |
| Republic of Cote d'Ivoire, 7.625%, 1/30/2033 (n) | &nbsp;&nbsp;&nbsp;832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802097 |
| Republic of Cote d'Ivoire, 8.075%, 4/01/2036 (n) | &nbsp;&nbsp;&nbsp;706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666703 |
| Republic of Cote d'Ivoire, 8.25%, 1/30/2037 (n) | 1561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471383 |
| Republic of Ecuador, 5.5%, 7/31/2035 | 2609183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624216 |
| Republic of Ecuador, 5%, 7/31/2040 | 2930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565147 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Republic of El Salvador, 9.65%, 11/21/2054 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$292201 |
| Republic of Ghana, 5%, 7/03/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686559 |
| Republic of Ghana, 5%, 7/03/2035 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940433 |
| Republic of Guatemala, 6.05%, 8/06/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993409 |
| Republic of Guatemala, 3.7%, 10/07/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781794 |
| Republic of Guatemala, 6.6%, 6/13/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703879 |
| Republic of Guatemala, 6.55%, 2/06/2037 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791991 |
| Republic of Hungary, 3%, 8/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;186960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447234 |
| Republic of Hungary, 6.25%, 9/22/2032 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697806 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151428 |
| Republic of Hungary, 5.5%, 3/26/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136747 |
| Republic of Hungary, 5.5%, 3/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608600 |
| Republic of Hungary, 6.75%, 9/25/2052 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708000 |
| Republic of India, 7.18%, 8/14/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471844 |
| Republic of India, 7.1%, 4/08/2034 | &nbsp;&nbsp;&nbsp;&nbsp;169380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081607 |
| Republic of Indonesia, 6.5%, 7/15/2030 | 12044000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740310 |
| Republic of Indonesia, 4.35%, 1/11/2048 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869951 |
| Republic of Indonesia, 5.45%, 9/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609799 |
| Republic of Montenegro, 4.875%, 4/01/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630680 |
| Republic of Panama, 6.4%, 2/14/2035 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336627 |
| Republic of Panama, 6.7%, 1/26/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323518 |
| Republic of Panama, 8%, 3/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118518 |
| Republic of Panama, 3.87%, 7/23/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465789 |
| Republic of Panama, 4.5%, 1/19/2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623600 |
| Republic of Paraguay, 3.849%, 6/28/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131690 |
| Republic of Paraguay, 5.85%, 8/21/2033 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942424 |
| Republic of Paraguay, 6%, 2/09/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658044 |
| Republic of Paraguay, 5.6%, 3/13/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946538 |
| Republic of Paraguay, 5.4%, 3/30/2050 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819879 |
| Republic of Paraguay, 5.4%, 3/30/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915349 |
| Republic of Paraguay, 6.65%, 3/04/2055 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576781 |
| Republic of Peru, 5.375%, 2/08/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718573 |
| Republic of Peru, 5.875%, 8/08/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753377 |
| Republic of Philippines, 6.375%, 7/27/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540945 |
| Republic of Philippines, 5.5%, 1/17/2048 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802692 |
| Republic of Poland, 4.625%, 3/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717743 |
| Republic of Poland, 4.875%, 2/12/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691970 |
| Republic of Poland, 5.75%, 11/16/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081405 |
| Republic of Poland, 4.875%, 10/04/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811168 |
| Republic of Poland, 5.125%, 9/18/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971190 |
| Republic of Poland, 5%, 10/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960119 |
| Republic of Poland, 5.375%, 2/12/2035 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348457 |
| Republic of Poland, 5.5%, 3/18/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287284 |
| Republic of Romania, 6.625%, 2/17/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496340 |
| Republic of Romania, 5.875%, 1/30/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586892 |
| Republic of Romania, 3%, 2/14/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463752 |
| Republic of Romania, 3.625%, 3/27/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904408 |
| Republic of Romania, 7.125%, 1/17/2033 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201106 |
| Republic of Romania, 6.375%, 1/30/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528154 |
| Republic of Romania, 5.75%, 3/24/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771073 |
| Republic of Romania, 7.5%, 2/10/2037 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611912 |
| Republic of Serbia, 6.25%, 5/26/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917915 |
| Republic of Serbia, 1.65%, 3/03/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392194 |
| Republic of Serbia, 6.5%, 9/26/2033 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739175 |
| Republic of Serbia, 6%, 6/12/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651278 |
| Republic of Serbia, 6%, 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641365 |
| Republic of South Africa, 8.25%, 3/31/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456208 |
| Republic of South Africa, 8.875%, 2/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487494 |
| Republic of South Africa, 7.1%, 11/19/2036 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440361 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Emerging Market Sovereign – continued | Emerging Market Sovereign – continued | Emerging Market Sovereign – continued |
| Republic of South Africa, 7.3%, 4/20/2052 | $1812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1567380 |
| Republic of South Africa, 7.95%, 11/19/2054 (n) | 1529000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404564 |
| Republic of Turkey, 8.509%, 1/14/2029 (n) | &nbsp;&nbsp;&nbsp;453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481895 |
| Republic of Turkey, 5.25%, 3/13/2030 | &nbsp;&nbsp;&nbsp;877000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815610 |
| Republic of Turkey, 5.875%, 6/26/2031 | 1934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801444 |
| Republic of Turkey, 7.25%, 5/29/2032 | &nbsp;&nbsp;&nbsp;581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570862 |
| Republic of Turkey, 9.375%, 1/19/2033 | &nbsp;&nbsp;&nbsp;348000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383264 |
| Republic of Turkey, 7.625%, 5/15/2034 | 1118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118000 |
| Republic of Turkey, 6.5%, 1/03/2035 | 1216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114384 |
| Republic of Turkey, 6%, 1/14/2041 | &nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281975 |
| Republic of Turkey, 5.75%, 5/11/2047 | 1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130502 |
| Republic of Uzbekistan, 7.85%, 10/12/2028 (n) | &nbsp;&nbsp;&nbsp;668000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700081 |
| Republic of Uzbekistan, 5.375%, 2/20/2029 | 1081000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043424 |
| Republic of Uzbekistan, 6.9%, 2/28/2032 (n) | &nbsp;&nbsp;&nbsp;907000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899354 |
| Republic of Uzbekistan, 6.947%, 5/25/2032 (n) | &nbsp;&nbsp;&nbsp;771000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763868 |
| Republic of Venezuela, 7%, 3/31/2038 (a)(d) | 6312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023806 |
| Republic of Zambia, 5.75%, 6/30/2033 | 1009822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906820 |
| Republic of Zambia, 0.5%, 12/31/2053 | &nbsp;&nbsp;&nbsp;319563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194933 |
| State of Qatar, 4.817%, 3/14/2049 (n) | &nbsp;&nbsp;&nbsp;819000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727875 |
| State of Qatar, 4.817%, 3/14/2049 | &nbsp;&nbsp;&nbsp;619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550128 |
| State of Qatar, 4.4%, 4/16/2050 (n) | &nbsp;&nbsp;&nbsp;652000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544420 |
| Sultanate of Oman, 6.5%, 3/08/2047 | 1218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191716 |
| Sultanate of Oman, 6.75%, 1/17/2048 | 3170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178103 |
| Sultanate of Oman, 7%, 1/25/2051 | 2105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165519 |
| United Mexican States, 6%, 5/07/2036 | 1193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141522 |
| United Mexican States, 6.875%, 5/13/2037 | 1586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601146 |
| United Mexican States, 6.338%, 5/04/2053 | 1787000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565144 |
| United Mexican States, 6.4%, 5/07/2054 | &nbsp;&nbsp;&nbsp;778000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684811 |
| United Mexican States, 7.375%, 5/13/2055 | &nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732560 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$153280105 |
| Energy - Independent – 0.3% | Energy - Independent – 0.3% | Energy - Independent – 0.3% |
| Occidental Petroleum Corp., 6.125%, 1/01/2031 | $&nbsp;&nbsp;&nbsp;542000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$551795 |
| Occidental Petroleum Corp., 4.4%, 4/15/2046 | &nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443063 |
| Pioneer Natural Resources Co., 1.9%, 8/15/2030 | 1491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305639 |
| Pioneer Natural Resources Co., 2.15%, 1/15/2031 | &nbsp;&nbsp;&nbsp;757000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662807 |
| Santos Finance Ltd., 6.875%, 9/19/2033 (n) | &nbsp;&nbsp;&nbsp;998000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048486 |
| Sierracol Energy Andina LLC, 6%, 6/15/2028 (n) | &nbsp;&nbsp;&nbsp;743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679319 |
| Tengizchevroil Finance Co. International Ltd., 3.25%, 8/15/2030 (n) | 1286000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123319 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5814428 |
| Energy - Integrated – 0.1% | Energy - Integrated – 0.1% | Energy - Integrated – 0.1% |
| BP Capital Markets America, Inc., 3.001%, 3/17/2052 | $1301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$794736 |
| Orlen S.A., 6%, 1/30/2035 (n) | &nbsp;&nbsp;&nbsp;888000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898141 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1692877 |
| Entertainment – 0.1% | Entertainment – 0.1% | Entertainment – 0.1% |
| Royal Caribbean Cruises Ltd., 4.25%, 7/01/2026 (n) | $1035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1024654 |
| Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n) | &nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583148 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1607802 |
| Financial Institutions – 0.4% | Financial Institutions – 0.4% | Financial Institutions – 0.4% |
| Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n) | $1323000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1243384 |
| IIFL Finance Ltd., 8.75%, 7/24/2028 (n) | &nbsp;&nbsp;&nbsp;616000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603988 |
| Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n) | 1411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389834 |
| Muthoot Finance Ltd., 7.125%, 2/14/2028 (n) | &nbsp;&nbsp;&nbsp;714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720826 |
| Shriram Finance Ltd., 6.15%, 4/03/2028 (n) | &nbsp;&nbsp;&nbsp;601000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593488 |
| Shriram Transport Finance Co. Ltd., 6.625%, 4/22/2027 (n) | &nbsp;&nbsp;&nbsp;553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555764 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Financial Institutions – continued | Financial Institutions – continued | Financial Institutions – continued |
| SMBC Aviation Capital Finance DAC, 5.3%, 4/03/2029 (n) | $1860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1880156 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6987440 |
| Food & Beverages – 1.2% | Food & Beverages – 1.2% | Food & Beverages – 1.2% |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049 | $2041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2002928 |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | 2504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241957 |
| Bimbo Bakeries USA, Inc., 6.05%, 1/15/2029 (n) | &nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328926 |
| Bimbo Bakeries USA, Inc., 5.375%, 1/09/2036 (n) | &nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312322 |
| Central American Bottling Corp., 5.25%, 4/27/2029 (n) | 2121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051569 |
| Coca-Cola FEMSA, S.A.B. de C.V., 5.1%, 5/06/2035 | &nbsp;&nbsp;&nbsp;888000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869565 |
| Compania Cervecerias Unidas S.A., 3.35%, 1/19/2032 (n) | &nbsp;&nbsp;&nbsp;823000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722074 |
| Constellation Brands, Inc., 4.1%, 2/15/2048 | 1682000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272768 |
| Diageo Capital PLC, 5.625%, 10/05/2033 | 1299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350056 |
| Flowers Foods, Inc., 5.75%, 3/15/2035 | 1041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049624 |
| Flowers Foods, Inc., 6.2%, 3/15/2055 | &nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279288 |
| Gruma S.A.B. de C.V., 5.39%, 12/09/2034 (n) | &nbsp;&nbsp;&nbsp;762000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751637 |
| Gruma S.A.B. de C.V., 5.761%, 12/09/2054 (n) | &nbsp;&nbsp;&nbsp;401000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370430 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029 | &nbsp;&nbsp;&nbsp;977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919007 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/2031 | &nbsp;&nbsp;&nbsp;568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521136 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032 | &nbsp;&nbsp;&nbsp;461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414428 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 6.5%, 12/01/2052 | &nbsp;&nbsp;&nbsp;572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579678 |
| Kraft Heinz Foods Co., 4.875%, 10/01/2049 | &nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682446 |
| Kraft Heinz Foods Co., 5.5%, 6/01/2050 | &nbsp;&nbsp;&nbsp;819000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745622 |
| Mars, Inc., 4.55%, 4/20/2028 (n) | &nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465753 |
| Mars, Inc., 4.75%, 4/20/2033 (n) | 1424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401480 |
| Mars, Inc., 3.95%, 4/01/2049 (n) | &nbsp;&nbsp;&nbsp;758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578952 |
| Mars, Inc., 5.7%, 5/01/2055 (n) | &nbsp;&nbsp;&nbsp;932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904133 |
| PT Indofood CBP Sukses Makmur Tbk, 3.398%, 6/09/2031 | 1243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125102 |
| PT Indofood CBP Sukses Makmur Tbk, 4.805%, 4/27/2052 | 1637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287600 |
| SYSCO Corp., 4.45%, 3/15/2048 | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515998 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23744479 |
| Gaming & Lodging – 0.4% | Gaming & Lodging – 0.4% | Gaming & Lodging – 0.4% |
| Flutter Treasury DAC, 6.375%, 4/29/2029 (n) | $&nbsp;&nbsp;&nbsp;709000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$725784 |
| Flutter Treasury DAC, 5.875%, 6/04/2031 (n) | 1057000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062285 |
| Las Vegas Sands Corp., 5.9%, 6/01/2027 | &nbsp;&nbsp;&nbsp;582000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589051 |
| Las Vegas Sands Corp., 6.2%, 8/15/2034 | &nbsp;&nbsp;&nbsp;594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589085 |
| Marriott International, Inc., 2.85%, 4/15/2031 | &nbsp;&nbsp;&nbsp;998000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893205 |
| Marriott International, Inc., 3.5%, 10/15/2032 | &nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309884 |
| Melco Resorts Finance Ltd., 7.625%, 4/17/2032 (n) | &nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710149 |
| Sands China Ltd., 2.85%, 3/08/2029 | 1094000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992114 |
| Sands China Ltd., 3.25%, 8/08/2031 | 1670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447661 |
| VICI Properties LP/VICI Note Co., Inc., 4.25%, 12/01/2026 (n) | &nbsp;&nbsp;&nbsp;688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680371 |
| Wynn Macau Ltd., 5.125%, 12/15/2029 | &nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259244 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8258833 |
| Industrial – 0.1% | Industrial – 0.1% | Industrial – 0.1% |
| Booz Allen Hamilton, Inc., 5.95%, 4/15/2035 | $1005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$994474 |
| Howard University, Washington D.C., AGM, 2.516%, 10/01/2025 | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282041 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050 | 2127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191886 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2468401 |
| Insurance – 0.4% | Insurance – 0.4% | Insurance – 0.4% |
| Corebridge Financial, Inc., 3.9%, 4/05/2032 | $1005000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$925078 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042 | 1747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432234 |
| Lincoln National Corp., 5.852%, 3/15/2034 | &nbsp;&nbsp;&nbsp;963000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976091 |
| MetLife, Inc., 5.3%, 12/15/2034 | &nbsp;&nbsp;&nbsp;927000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938571 |
| Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n) | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584001 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Insurance – continued | Insurance – continued | Insurance – continued |
| Sammons Financial Group, Inc., 4.75%, 4/08/2032 (n) | $1225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1147549 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7003524 |
| Insurance - Health – 0.2% | Insurance - Health – 0.2% | Insurance - Health – 0.2% |
| Elevance Health, Inc., 5.65%, 6/15/2054 | $&nbsp;&nbsp;&nbsp;641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$598061 |
| Humana, Inc., 5.375%, 4/15/2031 | &nbsp;&nbsp;&nbsp;592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595798 |
| Humana, Inc., 5.55%, 5/01/2035 | &nbsp;&nbsp;&nbsp;429000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421350 |
| Humana, Inc., 4.95%, 10/01/2044 | &nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466586 |
| UnitedHealth Group, Inc., 5.3%, 2/15/2030 | &nbsp;&nbsp;&nbsp;584000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598013 |
| UnitedHealth Group, Inc., 2.3%, 5/15/2031 | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911155 |
| UnitedHealth Group, Inc., 5.5%, 7/15/2044 | &nbsp;&nbsp;&nbsp;529000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497403 |
| UnitedHealth Group, Inc., 5.875%, 2/15/2053 | &nbsp;&nbsp;&nbsp;776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749078 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4837444 |
| Insurance - Property & Casualty – 0.5% | Insurance - Property & Casualty – 0.5% | Insurance - Property & Casualty – 0.5% |
| American International Group, Inc., 4.85%, 5/07/2030 | $&nbsp;&nbsp;&nbsp;538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$540066 |
| American International Group, Inc., 5.125%, 3/27/2033 | 1385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385705 |
| Arthur J. Gallagher & Co., 6.5%, 2/15/2034 | &nbsp;&nbsp;&nbsp;918000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991666 |
| Arthur J. Gallagher & Co., 6.75%, 2/15/2054 | &nbsp;&nbsp;&nbsp;901000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972090 |
| Fairfax Financial Holdings Ltd., 3.375%, 3/03/2031 | &nbsp;&nbsp;&nbsp;853000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779207 |
| Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032 | &nbsp;&nbsp;&nbsp;437000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443975 |
| Fairfax Financial Holdings Ltd., 6.5%, 5/20/2055 (n) | &nbsp;&nbsp;&nbsp;888000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879954 |
| Marsh & McLennan Cos., Inc., 2.9%, 12/15/2051 | &nbsp;&nbsp;&nbsp;902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546905 |
| Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031 | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405853 |
| Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055 | &nbsp;&nbsp;&nbsp;801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748348 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8693769 |
| International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% | International Market Quasi-Sovereign – 0.1% |
| NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n) | $1470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1528877 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | 1421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229966 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2758843 |
| International Market Sovereign – 0.3% | International Market Sovereign – 0.3% | International Market Sovereign – 0.3% |
| Government of Bermuda, 5%, 7/15/2032 (n) | $3715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3614695 |
| Government of Bermuda, 3.375%, 8/20/2050 (n) | 2322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475561 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5090256 |
| Machinery & Tools – 0.2% | Machinery & Tools – 0.2% | Machinery & Tools – 0.2% |
| Ashtead Capital, Inc., 4.375%, 8/15/2027 (n) | $&nbsp;&nbsp;&nbsp;408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$405265 |
| Ashtead Capital, Inc., 5.55%, 5/30/2033 (n) | &nbsp;&nbsp;&nbsp;839000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830895 |
| CNH Industrial Capital LLC, 5.5%, 1/12/2029 | 1066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093496 |
| CNH Industrial N.V., 3.85%, 11/15/2027 | 1580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562439 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3892095 |
| Major Banks – 2.9% | Major Banks – 2.9% | Major Banks – 2.9% |
| Bank of America Corp., 3.419% to 12/20/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.04%) to 12/20/2028 | $2164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2099738 |
| Bank of America Corp., 5.819% to 9/15/2028, FLR (SOFR - 1 day + 1.57%) to 9/15/2029 | 1347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395531 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032 | 2851000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517938 |
| Bank of America Corp., 5.425% to 8/15/2034, FLR (SOFR - 1 day + 1.913%) to 8/15/2035 | &nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695695 |
| Barclays PLC, 2.894% to 11/24/2031, FLR (CMT - 1yr. + 1.3%) to 11/24/2032 | &nbsp;&nbsp;&nbsp;998000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868380 |
| Commonwealth Bank of Australia, 3.61% to 9/12/2029, FLR (CMT - 1yr. + 2.05%) to 9/12/2034 (n) | &nbsp;&nbsp;&nbsp;818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767073 |
| Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n) | 1351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978627 |
| Credit Agricole S.A., 1.247% to 1/26/2026, FLR (SOFR - 1 day + 0.89162%) to 1/26/2027 (n) | 3272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196350 |
| Deutsche Bank AG, 5.706% to 2/08/2027, FLR (SOFR - 1 day + 1.594%) to 2/08/2028 | 1402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419364 |
| Deutsche Bank AG, 5.373% to 1/10/2028, FLR (SOFR - 1 day + 1.21%) to 1/10/2029 | 1059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070980 |
| ForteBank JSC, 7.75%, 2/04/2030 (n) | &nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283169 |
| Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030 | &nbsp;&nbsp;&nbsp;704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701477 |
| Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035 | 1771000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713907 |
| HSBC Holdings PLC, 5.13% to 3/03/2030, FLR (SOFR - 1 day + 1.29%) to 3/03/2031 | &nbsp;&nbsp;&nbsp;796000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798023 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Major Banks – continued | Major Banks – continued | Major Banks – continued |
| HSBC Holdings PLC, 2.357% to 8/18/2030, FLR (SOFR - 1 day + 1.947%) to 8/18/2031 | $&nbsp;&nbsp;&nbsp;804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$704709 |
| JPMorgan Chase & Co., 6.07% to 10/22/2026, FLR (SOFR - 1 day + 1.33%) to 10/22/2027 | 1791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828185 |
| JPMorgan Chase & Co., 3.782% to 2/01/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.337%) to 2/01/2028 | 1934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908271 |
| JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030 | &nbsp;&nbsp;&nbsp;788000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813417 |
| JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032 | 3984000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452433 |
| JPMorgan Chase & Co., 5.336% to 1/23/2034, FLR (SOFR - 1 day + 1.62%) to 1/23/2035 | &nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679172 |
| JPMorgan Chase & Co., 4.946% to 10/22/2034, FLR (SOFR - 1 day + 1.34%) to 10/22/2035 | &nbsp;&nbsp;&nbsp;499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484210 |
| Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%) to 10/13/2027 | 2438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2341366 |
| Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%) to 10/13/2032 | 2319000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000645 |
| Morgan Stanley, 3.125%, 7/27/2026 | 1495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472168 |
| Morgan Stanley, 5.449% to 7/20/2028, FLR (SOFR - 1 day + 1.63%) to 7/20/2029 | &nbsp;&nbsp;&nbsp;705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721110 |
| Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034 | &nbsp;&nbsp;&nbsp;851000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858672 |
| National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n) | 1931000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680482 |
| Nordea Bank Abp, 1.5%, 9/30/2026 (n) | 2672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567197 |
| Oversea-Chinese Banking Corp. Ltd., 4.602%, 6/15/2032 | &nbsp;&nbsp;&nbsp;671000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667922 |
| PNC Financial Services Group, Inc., 5.3% to 1/21/2027, FLR (SOFR - 1 day + 1.342%) to 1/21/2028 | &nbsp;&nbsp;&nbsp;686000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693891 |
| PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%) to 1/22/2035 | &nbsp;&nbsp;&nbsp;698000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712051 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%) to 1/29/2036 | &nbsp;&nbsp;&nbsp;292000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293943 |
| Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031 | 2461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085270 |
| Toronto-Dominion Bank, 4.108%, 6/08/2027 | &nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823686 |
| Toronto-Dominion Bank, 4.693%, 9/15/2027 | 1068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072737 |
| UBS Group AG, 5.58%, 5/09/2036 (n) | 3727000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729544 |
| UBS Group AG, 3.179% to 2/11/2042, FLR (CMT - 1yr. + 1.1%) to 2/11/2043 (n) | 2359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671501 |
| UBS Group AG, 9.25% to 11/13/2028, FLR (CMT - 5yr. + 4.745%) to 5/13/2172 (n) | &nbsp;&nbsp;&nbsp;893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971766 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737245 |
| UniCredit S.p.A., 1.982% to 6/03/2026, FLR (CMT - 1yr. + 1.2%) to 6/03/2027 (n) | &nbsp;&nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793373 |
| Wells Fargo & Co., 4.54% to 8/15/2025, FLR (SOFR - 1 day + 1.56%) to 8/15/2026 | &nbsp;&nbsp;&nbsp;631000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630745 |
| Wells Fargo & Co., 5.574% to 7/25/2028, FLR (SOFR - 1 day + 1.74%) to 7/25/2029 | &nbsp;&nbsp;&nbsp;569000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$56485693 |
| Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% | Medical & Health Technology & Services – 0.4% |
| Alcon Finance Corp., 2.75%, 9/23/2026 (n) | $2224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2165022 |
| HCA, Inc., 5.45%, 9/15/2034 | 1058000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047449 |
| ICON Investments Six DAC, 5.809%, 5/08/2027 | 1724000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752361 |
| Marin General Hospital, 7.242%, 8/01/2045 | &nbsp;&nbsp;&nbsp;839000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915447 |
| Thermo Fisher Scientific, Inc., 4.977%, 8/10/2030 | 1203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228239 |
| Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041 | &nbsp;&nbsp;&nbsp;832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580608 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7689126 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% | Medical Equipment – 0.1% |
| Danaher Corp., 2.6%, 10/01/2050 | $1499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$878262 |
| Stryker Corp., 4.625%, 9/11/2034 | 1207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167691 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2045953 |
| Metals & Mining – 0.2% | Metals & Mining – 0.2% | Metals & Mining – 0.2% |
| Aris Mining Corp., 8%, 10/31/2029 (n) | $&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$502555 |
| First Quantum Minerals Ltd., 8%, 3/01/2033 (n) | &nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326481 |
| Petra Diamonds US$ Treasury PLC, 9.75%, 3/08/2026 (n) | 1636301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871351 |
| Rio Tinto Finance (USA) PLC, 4.875%, 3/14/2030 | &nbsp;&nbsp;&nbsp;746000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754126 |
| Rio Tinto Finance (USA) PLC, 5%, 3/14/2032 | &nbsp;&nbsp;&nbsp;484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485925 |
| 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 12/30/2027, 9.25% Cash to 12/30/29, 9.5% Cash to 6/30/2031 (n)(p) | 1116771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084648 |
| Vale Overseas Ltd., 6.4%, 6/28/2054 | &nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423499 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4448585 |
| Midstream – 0.5% | Midstream – 0.5% | Midstream – 0.5% |
| Columbia Pipelines Holdings Co. LLC, 6.055%, 8/15/2026 (n) | $&nbsp;&nbsp;&nbsp;313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$316284 |
| Columbia Pipelines Operating Co. LLC, 6.497%, 8/15/2043 (n) | &nbsp;&nbsp;&nbsp;781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784668 |
| Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n) | &nbsp;&nbsp;&nbsp;443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445214 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Midstream – continued | Midstream – continued | Midstream – continued |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 | $&nbsp;&nbsp;1216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1120937 |
| Enbridge, Inc., 5.95%, 4/05/2054 | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747561 |
| Energy Transfer LP, 4%, 10/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881402 |
| Energy Transfer LP, 5.95%, 5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434700 |
| Enterprise Products Operating LLC, 4.85%, 1/31/2034 | &nbsp;&nbsp;1365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339721 |
| Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027 (n) | &nbsp;&nbsp;1152908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108967 |
| Galaxy Pipeline Assets Bidco Ltd., 2.625%, 3/31/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498372 |
| Plains All American Pipeline LP, 5.95%, 6/15/2035 | &nbsp;&nbsp;1433000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430693 |
| Targa Resources Corp., 4.95%, 4/15/2052 | &nbsp;&nbsp;1424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137601 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10246120 |
| Mortgage-Backed – 8.9% | Mortgage-Backed – 8.9% |  |
| Fannie Mae, 2.908%, 7/25/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;771189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$751569 |
| Fannie Mae, 3%, 11/01/2028 - 9/01/2046 | &nbsp;&nbsp;8286903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7893669 |
| Fannie Mae, 3.5%, 1/25/2030 - 6/25/2048 | &nbsp;&nbsp;3905875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593099 |
| Fannie Mae, 2.5%, 11/01/2031 - 10/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;836853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754078 |
| Fannie Mae, 3.5%, 12/25/2031 - 2/25/2036 (i) | &nbsp;&nbsp;&nbsp;&nbsp;287075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21246 |
| Fannie Mae, 6.5%, 1/01/2033 - 10/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31480 |
| Fannie Mae, 3%, 2/25/2033 (i) | &nbsp;&nbsp;&nbsp;&nbsp;398247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28920 |
| Fannie Mae, 5.5%, 5/01/2033 - 5/01/2044 | &nbsp;&nbsp;1774854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813165 |
| Fannie Mae, 5%, 11/01/2033 - 3/25/2042 | &nbsp;&nbsp;2282592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287242 |
| Fannie Mae, 4.5%, 3/01/2034 - 11/25/2042 | &nbsp;&nbsp;1142264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122566 |
| Fannie Mae, 4.886%, 4/25/2034 - 11/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;900287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888782 |
| Fannie Mae, 6%, 8/01/2034 - 8/01/2054 | &nbsp;&nbsp;2967990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000487 |
| Fannie Mae, 4.726%, 1/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708 |
| Fannie Mae, 4.736%, 10/25/2039 - 12/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89979 |
| Fannie Mae, 4%, 9/01/2040 - 7/01/2043 | &nbsp;&nbsp;3012415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862272 |
| Fannie Mae, 1%, 3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;227114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197977 |
| Fannie Mae, 4.786%, 3/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40972 |
| Fannie Mae, 2.25%, 4/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;422025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402296 |
| Fannie Mae, 4.936%, 7/25/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38948 |
| Fannie Mae, 2%, 8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp;179241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166064 |
| Fannie Mae, 4%, 9/25/2050 (i) | &nbsp;&nbsp;&nbsp;&nbsp;444760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88176 |
| Fannie Mae, 5.121%, 10/25/2052 | &nbsp;&nbsp;1113119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077035 |
| Fannie Mae, 5.772%, 11/25/2053 - 1/25/2055 | &nbsp;&nbsp;1996560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999455 |
| Fannie Mae, 5.222%, 12/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;871875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870934 |
| Fannie Mae, 5.472%, 6/25/2054 - 2/25/2055 | &nbsp;&nbsp;2084987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079677 |
| Fannie Mae, 7.322%, 7/25/2054 | &nbsp;&nbsp;&nbsp;&nbsp;487534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489048 |
| Fannie Mae, 5.172%, 1/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;632547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630594 |
| Fannie Mae, 6.762%, 3/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;679642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673528 |
| Fannie Mae, UMBS, 2.5%, 8/01/2036 - 9/01/2052 | 14394342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11942998 |
| Fannie Mae, UMBS, 5.5%, 8/01/2038 - 8/01/2054 | &nbsp;&nbsp;2374939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368668 |
| Fannie Mae, UMBS, 1.5%, 2/01/2042 - 9/01/2051 | &nbsp;&nbsp;1884456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392377 |
| Fannie Mae, UMBS, 2%, 2/01/2042 - 9/01/2052 | &nbsp;&nbsp;4979733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021600 |
| Fannie Mae, UMBS, 3.5%, 5/01/2049 - 7/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;360843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327822 |
| Fannie Mae, UMBS, 3%, 7/01/2050 - 8/01/2052 | &nbsp;&nbsp;2656339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273502 |
| Fannie Mae, UMBS, 4%, 8/01/2051 - 5/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;751522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697560 |
| Fannie Mae, UMBS, 4.5%, 7/01/2052 - 9/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;326137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309827 |
| Fannie Mae, UMBS, 5%, 8/01/2052 - 3/01/2053 | &nbsp;&nbsp;2192153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127877 |
| Fannie Mae, UMBS, 6.5%, 6/01/2053 - 1/01/2054 | &nbsp;&nbsp;&nbsp;&nbsp;828544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851590 |
| Fannie Mae, UMBS, 6%, 9/01/2053 - 10/01/2054 | &nbsp;&nbsp;3679813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720260 |
| Freddie Mac, 4%, 7/01/2025 - 1/15/2055 | &nbsp;&nbsp;2067683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008446 |
| Freddie Mac, 4.5%, 7/01/2025 - 5/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;981229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969162 |
| Freddie Mac, 3.75%, 8/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;850385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847219 |
| Freddie Mac, 2.745%, 1/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;504824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498735 |
| Freddie Mac, 3.208%, 2/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;669371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663781 |
| Freddie Mac, 2.57%, 7/25/2026 | &nbsp;&nbsp;4785283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696013 |
| Freddie Mac, 3.12%, 9/25/2026 | &nbsp;&nbsp;1944856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912964 |
| Freddie Mac, 2.525%, 10/25/2026 | &nbsp;&nbsp;1667889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627996 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, 2.797%, 12/25/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;172962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$170873 |
| Freddie Mac, 3.413%, 12/25/2026 | &nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463294 |
| Freddie Mac, 1.373%, 3/25/2027 (i) | &nbsp;&nbsp;2188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48403 |
| Freddie Mac, 3.243%, 4/25/2027 | &nbsp;&nbsp;1555025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525491 |
| Freddie Mac, 0.563%, 7/25/2027 (i) | 42891103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426209 |
| Freddie Mac, 0.408%, 8/25/2027 (i) | 32050944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254436 |
| Freddie Mac, 1.47%, 9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658295 |
| Freddie Mac, 3.286%, 11/25/2027 | &nbsp;&nbsp;1033900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010882 |
| Freddie Mac, 0.362%, 12/25/2027 (i) | &nbsp;&nbsp;&nbsp;&nbsp;207999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 |
| Freddie Mac, 1.603%, 12/25/2027 | &nbsp;&nbsp;1292375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212621 |
| Freddie Mac, 0.294%, 1/25/2028 (i) | 58188356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424920 |
| Freddie Mac, 0.299%, 1/25/2028 (i) | 24390067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180308 |
| Freddie Mac, 0.129%, 2/25/2028 (i) | 74173791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275986 |
| Freddie Mac, 0.115%, 4/25/2028 (i) | 48722505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187562 |
| Freddie Mac, 3.9%, 4/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;288736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286090 |
| Freddie Mac, 3%, 6/15/2028 - 10/01/2046 | &nbsp;&nbsp;4428433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048981 |
| Freddie Mac, 0.425%, 10/25/2028 (i) | &nbsp;&nbsp;6096254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85567 |
| Freddie Mac, 0.443%, 5/25/2029 (i) | &nbsp;&nbsp;6859411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115290 |
| Freddie Mac, 0.816%, 7/25/2029 (i) | &nbsp;&nbsp;4906286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154676 |
| Freddie Mac, 1.085%, 7/25/2029 (i) | &nbsp;&nbsp;7913463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298773 |
| Freddie Mac, 1.137%, 8/25/2029 (i) | 13942464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564320 |
| Freddie Mac, 0.571%, 1/25/2030 (i) | &nbsp;&nbsp;2651135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64494 |
| Freddie Mac, 1.316%, 1/25/2030 (i) | &nbsp;&nbsp;4091670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210606 |
| Freddie Mac, 1.797%, 4/25/2030 (i) | &nbsp;&nbsp;3344437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252992 |
| Freddie Mac, 1.838%, 4/25/2030 (i) | &nbsp;&nbsp;8166315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631700 |
| Freddie Mac, 1.665%, 5/25/2030 (i) | &nbsp;&nbsp;4373949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317360 |
| Freddie Mac, 1.798%, 5/25/2030 (i) | &nbsp;&nbsp;9928903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772169 |
| Freddie Mac, 5.5%, 6/01/2030 - 9/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;606815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618793 |
| Freddie Mac, 1.113%, 6/25/2030 (i) | &nbsp;&nbsp;3083228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143610 |
| Freddie Mac, 1.341%, 6/25/2030 (i) | &nbsp;&nbsp;3957955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233866 |
| Freddie Mac, 1.597%, 8/25/2030 (i) | &nbsp;&nbsp;3506241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252246 |
| Freddie Mac, 1.168%, 9/25/2030 (i) | &nbsp;&nbsp;2193674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117754 |
| Freddie Mac, 0.322%, 1/25/2031 (i) | 12638537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178155 |
| Freddie Mac, 0.78%, 1/25/2031 (i) | &nbsp;&nbsp;4987462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191807 |
| Freddie Mac, 0.355%, 2/25/2031 (i) | &nbsp;&nbsp;2871045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62007 |
| Freddie Mac, 1.214%, 7/25/2031 (i) | &nbsp;&nbsp;3953830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252048 |
| Freddie Mac, 0.855%, 9/25/2031 (i) | &nbsp;&nbsp;5826990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262321 |
| Freddie Mac, 0.32%, 6/25/2032 (i) | 17860106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372019 |
| Freddie Mac, 4.797%, 10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32985 |
| Freddie Mac, 0.154%, 11/25/2032 (i) | 11453817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151113 |
| Freddie Mac, 0.266%, 5/25/2033 (i) | &nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55370 |
| Freddie Mac, 3.5%, 8/15/2033 - 10/25/2058 | &nbsp;&nbsp;4143729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3922402 |
| Freddie Mac, 0.128%, 8/25/2033 (i) | 12475897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159744 |
| Freddie Mac, 0.176%, 10/25/2033 (i) | 11781459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199969 |
| Freddie Mac, 5%, 5/01/2034 - 12/01/2044 | &nbsp;&nbsp;1189033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197580 |
| Freddie Mac, 6%, 8/01/2034 - 10/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;382525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398951 |
| Freddie Mac, 0.905%, 9/25/2034 (i) | &nbsp;&nbsp;1508629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105321 |
| Freddie Mac, 0.055%, 1/25/2035 (i) | 17854931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168165 |
| Freddie Mac, 0.247%, 1/25/2035 (i) | &nbsp;&nbsp;6569974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156395 |
| Freddie Mac, 4.646%, 4/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22837 |
| Freddie Mac, 5.5%, 2/15/2036 (i) | &nbsp;&nbsp;&nbsp;&nbsp;110628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17874 |
| Freddie Mac, 6.5%, 5/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3763 |
| Freddie Mac, 5.147%, 5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28417 |
| Freddie Mac, 4.5%, 12/15/2040 (i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 |
| Freddie Mac, 4.847%, 8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46180 |
| Freddie Mac, 2.5%, 3/25/2051 (i) | &nbsp;&nbsp;1165761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190279 |
| Freddie Mac, 5.142%, 9/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;751135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733101 |
| Freddie Mac, 5.771%, 10/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82154 |
| Freddie Mac, 6.551%, 12/25/2053 | &nbsp;&nbsp;&nbsp;&nbsp;684910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681969 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Mortgage-Backed – continued | Mortgage-Backed – continued |  |
| Freddie Mac, 5.222%, 10/25/2054 | $&nbsp;&nbsp;1427196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1424959 |
| Freddie Mac, 6.772%, 1/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;377475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375563 |
| Freddie Mac, 5.922%, 2/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;642160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645632 |
| Freddie Mac, 3.25%, 11/25/2061 | &nbsp;&nbsp;&nbsp;&nbsp;768384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697696 |
| Freddie Mac, UMBS, 2%, 3/01/2037 - 3/01/2052 | 12153225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9517005 |
| Freddie Mac, UMBS, 2.5%, 3/01/2037 - 9/01/2052 | &nbsp;&nbsp;2098454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758611 |
| Freddie Mac, UMBS, 3%, 3/01/2047 - 9/01/2052 | &nbsp;&nbsp;2578223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227686 |
| Freddie Mac, UMBS, 1.5%, 11/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26161 |
| Freddie Mac, UMBS, 3.5%, 5/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;133506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119375 |
| Freddie Mac, UMBS, 4%, 5/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;601083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555468 |
| Freddie Mac, UMBS, 6%, 10/01/2052 - 7/01/2054 | &nbsp;&nbsp;1362236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376642 |
| Freddie Mac, UMBS, 5.5%, 12/01/2052 - 4/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp;777680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774024 |
| Ginnie Mae, 3.5%, 8/20/2029 - 1/20/2043 (i) | &nbsp;&nbsp;1071282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119431 |
| Ginnie Mae, 5.5%, 5/15/2033 - 1/20/2055 | &nbsp;&nbsp;3234685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224640 |
| Ginnie Mae, 4.5%, 7/20/2033 - 5/20/2054 | &nbsp;&nbsp;6119012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5901873 |
| Ginnie Mae, 5.657%, 8/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp;242265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246562 |
| Ginnie Mae, 4%, 5/16/2039 - 7/20/2053 | &nbsp;&nbsp;&nbsp;&nbsp;984737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930311 |
| Ginnie Mae, 5%, 8/20/2039 - 5/20/2053 | &nbsp;&nbsp;1073671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050426 |
| Ginnie Mae, 4%, 12/20/2039 - 8/16/2042 (i) | &nbsp;&nbsp;&nbsp;&nbsp;300368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42947 |
| Ginnie Mae, 4.539%, 9/20/2041 | &nbsp;&nbsp;1202374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169736 |
| Ginnie Mae, 3.5%, 12/15/2041 - 5/20/2055 | &nbsp;&nbsp;3210446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913745 |
| Ginnie Mae, 2.5%, 6/20/2042 - 6/20/2052 | &nbsp;&nbsp;5169042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337497 |
| Ginnie Mae, 3%, 4/20/2045 - 10/20/2052 | &nbsp;&nbsp;4036155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540001 |
| Ginnie Mae, 4.739%, 10/20/2045 | &nbsp;&nbsp;1108234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072384 |
| Ginnie Mae, 4.889%, 7/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;432185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421952 |
| Ginnie Mae, 4.689%, 10/20/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79739 |
| Ginnie Mae, 2.5%, 2/20/2051 (i) | &nbsp;&nbsp;&nbsp;&nbsp;351475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42856 |
| Ginnie Mae, 2%, 3/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;161495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129765 |
| Ginnie Mae, 6%, 2/20/2054 - 11/20/2055 | &nbsp;&nbsp;1562071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596951 |
| Ginnie Mae, 5.378%, 10/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;612865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607184 |
| Ginnie Mae, 5.478%, 3/20/2064 | &nbsp;&nbsp;&nbsp;&nbsp;216259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216899 |
| Ginnie Mae, 5.113%, 7/20/2064 | &nbsp;&nbsp;&nbsp;&nbsp;162338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162553 |
| Ginnie Mae, 5.183%, 10/20/2066 | &nbsp;&nbsp;&nbsp;&nbsp;205528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205993 |
| Ginnie Mae, 5.203%, 10/20/2066 | &nbsp;&nbsp;&nbsp;&nbsp;524325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525641 |
| Ginnie Mae, 5.249%, 1/20/2067 | &nbsp;&nbsp;&nbsp;&nbsp;454084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458206 |
| Ginnie Mae, 5.127%, 2/20/2067 | &nbsp;&nbsp;&nbsp;&nbsp;317384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320087 |
| Ginnie Mae, 5.174%, 3/20/2067 | &nbsp;&nbsp;&nbsp;&nbsp;713780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720420 |
| Ginnie Mae, 6.417%, 7/20/2067 | &nbsp;&nbsp;&nbsp;&nbsp;856807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868175 |
| Ginnie Mae, 4.883%, 11/20/2067 | &nbsp;&nbsp;&nbsp;&nbsp;249746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250569 |
| Ginnie Mae, 4.992%, 4/20/2068 | &nbsp;&nbsp;1244106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253509 |
| Ginnie Mae, 4.963%, 7/20/2070 | &nbsp;&nbsp;&nbsp;&nbsp;917484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912275 |
| Ginnie Mae, 4.978%, 1/20/2075 | &nbsp;&nbsp;&nbsp;&nbsp;458780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458461 |
| Ginnie Mae, 4.928%, 2/20/2075 | &nbsp;&nbsp;1023666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018233 |
| Ginnie Mae, TBA, 5.5%, 6/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496387 |
| Ginnie Mae, TBA, 6.5%, 6/15/2055 | &nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046571 |
| UMBS, TBA, 2%, 6/01/2055 | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175100 |
| UMBS, TBA, 5%, 6/01/2055 | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451784 |
| UMBS, TBA, 2.5%, 6/25/2055 | &nbsp;&nbsp;1775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445424 |
| UMBS, TBA, 3%, 6/25/2055 | &nbsp;&nbsp;4400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3743261 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$169499581 |
| Municipals – 0.2% | Municipals – 0.2% | Municipals – 0.2% |
| Golden State, CA, Tobacco Securitization Corp., Tobacco Settlement Rev., Taxable, "B", 2.746%, 6/01/2034 | $&nbsp;&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$719233 |
| Kentucky Higher Education Student Loan Corp. Rev., Taxable, "A-2", 6.195%, 6/01/2040 (w) | &nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904297 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 2.682%, 7/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245691 |
| Massachusetts Educational Financing Authority, Education Loan Rev., Taxable, "A", 6.352%, 7/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742055 |
| Michigan Finance Authority Tobacco Settlement Asset-Backed Rev., Taxable (2006 Sold Tobacco Receipts), "A-1", 2.326%, 6/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26858 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Municipals – continued | Municipals – continued | Municipals – continued |
| National Finance Authority, NH, Utility Refunding Rev., Taxable (Wheeling Power Co. Project), "A", 6.89%, 4/01/2034 | $&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$642008 |
| West Virginia Tobacco Settlement Financing Authority Asset-Backed Refunding, Taxable, "A-1", 1.647%, 6/01/2025 | &nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3455142 |
| Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% | Natural Gas - Distribution – 0.1% |
| Boston Gas Co., 5.843%, 1/10/2035 (n) | $1305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1335136 |
| Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% | Natural Gas - Pipeline – 0.1% |
| APA Infrastructure Ltd., 5%, 3/23/2035 (n) | $&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$443032 |
| APA Infrastructure Ltd., 5.75%, 9/16/2044 (n) | 1083000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027460 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1470492 |
| Oils – 0.1% | Oils – 0.1% | Oils – 0.1% |
| Marathon Petroleum Corp., 5.7%, 3/01/2035 | $1047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1035518 |
| Raizen Fuels Finance S.A., 6.95%, 3/05/2054 (n) | &nbsp;&nbsp;&nbsp;717000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658170 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1693688 |
| Other Banks & Diversified Financials – 1.0% | Other Banks & Diversified Financials – 1.0% | Other Banks & Diversified Financials – 1.0% |
| AIB Group PLC, 6.608% to 9/13/2028, FLR (SOFR - 1 day + 2.33%) to 9/13/2029 (n) | $2171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2283583 |
| Banco De Credito del Peru, 6.45%, 7/30/2035 (n) | &nbsp;&nbsp;&nbsp;829000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841137 |
| Banco GNB Sudameris S.A., 7.5% to 4/16/2026, FLR (CMT - 5yr. + 6.66%) to 4/16/2031 (n) | 1456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415913 |
| Banco Santander Mexico S.A., 5.621%, 12/10/2029 (n) | &nbsp;&nbsp;&nbsp;497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499982 |
| Bangkok Bank Public Co. Ltd. (Hong Kong), 5.65%, 7/05/2034 (n) | &nbsp;&nbsp;&nbsp;886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906729 |
| Bangkok Bank Public Co. Ltd. (Hong Kong), 3.733% to 9/25/2029, FLR (CMT - 5yr. + 1.9%) to 9/25/2034 | 1222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124209 |
| Bangkok Bank Public Co. Ltd. (Hong Kong), 6.056%, 3/25/2040 (n) | &nbsp;&nbsp;&nbsp;721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715324 |
| BBVA Bancomer S.A. (Texas), 8.45% to 6/29/2033, FLR (CMT - 5yr. + 4.661%) to 6/29/2038 (n) | &nbsp;&nbsp;&nbsp;362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377004 |
| BBVA Bancomer S.A. (Texas), 8.125%, 1/08/2039 (n) | &nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487044 |
| BBVA Mexico S.A., 7.625%, 2/11/2035 (n) | &nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491014 |
| BSF Finance, 5.5%, 11/23/2027 | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814322 |
| CaixaBank S.A., 6.84% to 9/13/2033, FLR (SOFR - 1 day + 2.77%) to 9/13/2034 (n) | 1234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336618 |
| Intesa Sanpaolo S.p.A., 7.2%, 11/28/2033 (n) | &nbsp;&nbsp;&nbsp;929000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025778 |
| M&T Bank Corp., 7.413% to 10/30/2028, FLR (SOFR - 1 day + 2.80%) to 10/30/2029 | &nbsp;&nbsp;&nbsp;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529931 |
| M&T Bank Corp., 5.053% to 1/27/2033, FLR (SOFR - 1 day + 1.850%) to 1/27/2034 | &nbsp;&nbsp;&nbsp;694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672464 |
| Manufacturers and Traders Trust Co., 4.7%, 1/27/2028 | 1206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210940 |
| NBK SPC Ltd. (State of Kuwait), 5.5% to 6/06/2029, FLR (SOFR - 1 day + 1.16%) to 6/06/2030 (n) | &nbsp;&nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435615 |
| Truist Financial Corp., 7.161% to 10/30/2028, FLR (SOFR - 1 day + 2.446%) to 10/30/2029 | 1016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093764 |
| Truist Financial Corp., 5.153% to 8/05/2031, FLR (SOFR - 1 day + 1.571%) to 8/05/2032 | &nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310706 |
| United Overseas Bank Ltd., 2% to 10/14/2026, FLR (CMT - 5yr. + 1.23%) to 10/14/2031 (n) | 1677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613729 |
| United Overseas Bank Ltd., 3.863% to 10/07/2027, FLR (CMT - 5yr. + 1.45%) to 10/07/2032 (n) | &nbsp;&nbsp;&nbsp;934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913277 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19099083 |
| Pharmaceuticals – 0.4% | Pharmaceuticals – 0.4% | Pharmaceuticals – 0.4% |
| AbbVie, Inc., 5.35%, 3/15/2044 | $1232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1178827 |
| AbbVie, Inc., 5.4%, 3/15/2054 | &nbsp;&nbsp;&nbsp;468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442969 |
| Biocon Biologics Global PLC, 6.67%, 10/09/2029 (n) | &nbsp;&nbsp;&nbsp;751000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698839 |
| Biogen, Inc., 5.05%, 1/15/2031 | &nbsp;&nbsp;&nbsp;801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805024 |
| Bristol-Myers Squibb Co., 5.5%, 2/22/2044 | &nbsp;&nbsp;&nbsp;629000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610716 |
| Eli Lilly & Co., 4.7%, 2/09/2034 | 1560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535372 |
| Eli Lilly & Co., 5.5%, 2/12/2055 | &nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266071 |
| Merck & Co., Inc., 2.75%, 12/10/2051 | &nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 |
| Pfizer Investment Enterprises Pte. Ltd., 5.3%, 5/19/2053 | &nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296968 |
| Pfizer, Inc., 2.55%, 5/28/2040 | &nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576529 |
| Roche Holdings, Inc., 5.338%, 11/13/2028 (n) | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413464 |
| Roche Holdings, Inc., 5.489%, 11/13/2030 (n) | &nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832172 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8151951 |
| Pollution Control – 0.0% | Pollution Control – 0.0% | Pollution Control – 0.0% |
| Ambipar Lux S.à r.l., 10.875%, 2/05/2033 (n) | $&nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$456382 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% | Precious Metals & Minerals – 0.1% |
| Capstone Copper Corp., 6.75%, 3/31/2033 (n) | $&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$229958 |
| Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n) | &nbsp;&nbsp;&nbsp;981000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007204 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1237162 |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |
| Burlington Northern Santa Fe LLC, 5.2%, 4/15/2054 | $1172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1088113 |
| Burlington Northern Sante Fe LLC, 5.5%, 3/15/2055 | &nbsp;&nbsp;&nbsp;538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520629 |
| Canadian Pacific Railway Co., 3.1%, 12/02/2051 | 1543000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988642 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2597384 |
| Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% | Real Estate - Apartment – 0.1% |
| American Homes 4 Rent LP, REIT, 5.25%, 3/15/2035 | $1401000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1367830 |
| Real Estate - Office – 0.2% | Real Estate - Office – 0.2% | Real Estate - Office – 0.2% |
| Boston Properties LP, REIT, 3.65%, 2/01/2026 | $1047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1038950 |
| Boston Properties LP, REIT, 2.75%, 10/01/2026 | &nbsp;&nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619826 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029 | 1164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042807 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031 | &nbsp;&nbsp;&nbsp;848000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736011 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3437594 |
| Real Estate - Other – 0.1% | Real Estate - Other – 0.1% | Real Estate - Other – 0.1% |
| EPR Properties, REIT, 3.6%, 11/15/2031 | $1136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1013774 |
| Prologis LP, REIT, 5.125%, 1/15/2034 | &nbsp;&nbsp;&nbsp;954000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954931 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1968705 |
| Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% | Real Estate - Retail – 0.2% |
| NNN REIT, Inc., 5.6%, 10/15/2033 | $&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$755414 |
| Realty Income Corp., REIT, 5.375%, 9/01/2054 | 1265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184734 |
| STORE Capital Corp., REIT, 4.625%, 3/15/2029 | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316395 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030 | 1860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618759 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3875302 |
| Restaurants – 0.0% | Restaurants – 0.0% | Restaurants – 0.0% |
| Arcos Dorados B.V., 6.375%, 1/29/2032 (n) | $&nbsp;&nbsp;&nbsp;836000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$852553 |
| Retailers – 0.2% | Retailers – 0.2% | Retailers – 0.2% |
| Alimentation Couche-Tard, Inc., 3.8%, 1/25/2050 (n) | $1098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$765921 |
| Amazon.com, Inc., 3.6%, 4/13/2032 | 1160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097949 |
| Home Depot, Inc., 3.9%, 6/15/2047 | 1617000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240193 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3104063 |
| Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% | Specialty Chemicals – 0.1% |
| International Flavors & Fragrances, Inc., 1.23%, 10/01/2025 (n) | $&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$325902 |
| International Flavors & Fragrances, Inc., 1.832%, 10/15/2027 (n) | &nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101717 |
| International Flavors & Fragrances, Inc., 2.3%, 11/01/2030 (n) | &nbsp;&nbsp;&nbsp;253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220496 |
| International Flavors & Fragrances, Inc., 5%, 9/26/2048 | &nbsp;&nbsp;&nbsp;743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609642 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1257757 |
| Specialty Stores – 0.0% | Specialty Stores – 0.0% | Specialty Stores – 0.0% |
| DICK'S Sporting Goods, 4.1%, 1/15/2052 | $&nbsp;&nbsp;&nbsp;811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$555976 |
| Supermarkets – 0.1% | Supermarkets – 0.1% | Supermarkets – 0.1% |
| Kroger Co., 5%, 9/15/2034 | $&nbsp;&nbsp;&nbsp;781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$760672 |
| Kroger Co., 5.5%, 9/15/2054 | &nbsp;&nbsp;&nbsp;384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355078 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1115750 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Telecommunications - Wireless – 0.6% | Telecommunications - Wireless – 0.6% | Telecommunications - Wireless – 0.6% |
| American Tower Corp., 5.2%, 2/15/2029 | $&nbsp;&nbsp;&nbsp;&nbsp;979000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$996202 |
| American Tower Corp., 5.45%, 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913824 |
| American Tower Corp., 3.7%, 10/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229203 |
| Cellnex Finance Co. S.A., 3.875%, 7/07/2041 (n) | &nbsp;&nbsp;1551000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183276 |
| Crown Castle, Inc., REIT, 3.7%, 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;986000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975542 |
| IHS Holding Ltd., 7.875%, 5/29/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730595 |
| Liberty Costa Rica Senior Secured Finance, 10.875%, 1/15/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608532 |
| PLT VII Finance S.à r.l., 6%, 6/15/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;924000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083801 |
| Rogers Communications, Inc., 4.5%, 3/15/2042 | $&nbsp;&nbsp;&nbsp;&nbsp;779000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649288 |
| Sitios Latinoamerica, S.A.B. de C.V., 6%, 11/25/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220353 |
| Telefonica Celular del Paraguay S.A., 5.875%, 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796787 |
| T-Mobile USA, Inc., 2.05%, 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529070 |
| T-Mobile USA, Inc., 5.05%, 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;701000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695025 |
| Turkcell Iletisim Hizmetleri A.S., 7.65%, 1/24/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297225 |
| Vodafone Group PLC, 5.625%, 2/10/2053 | &nbsp;&nbsp;1084000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994734 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10903457 |
| Tobacco – 0.1% | Tobacco – 0.1% | Tobacco – 0.1% |
| B.A.T. Capital Corp., 6.343%, 8/02/2030 | $&nbsp;&nbsp;1118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1192315 |
| Japan Tobacco, Inc., 5.25%, 6/15/2030 (n) | &nbsp;&nbsp;1013000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033802 |
| Philip Morris International, Inc., 5.625%, 11/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631387 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2857504 |
| Transportation - Services – 0.3% | Transportation - Services – 0.3% | Transportation - Services – 0.3% |
| Adani Ports & Special Economic Zone Ltd., 5%, 8/02/2041 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$677990 |
| Aeropuertos Dominicanos Siglo XXI S.A., 7%, 6/30/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640943 |
| Element Fleet Management Corp., 6.319%, 12/04/2028 (n) | &nbsp;&nbsp;1694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777211 |
| IRB Infrastructure Developers Ltd., 7.11%, 3/11/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;751000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743681 |
| Kingston Airport Revenue Finance, 6.75%, 12/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442485 |
| Royal Capital B.V., 5% to 5/05/2026, FLR (CMT - 5yr. + 7.396%) to 7/31/2070 | &nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388830 |
| Varanasi Aurangabad Nh-2 Tollway Private Ltd., 5.9%, 2/28/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202473 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4873613 |
| U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% | U.S. Government Agencies and Equivalents – 0.0% |
| Small Business Administration, 5.16%, 2/01/2028 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7678 |
| Small Business Administration, 2.21%, 2/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57247 |
| Small Business Administration, 2.22%, 3/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90855 |
| Small Business Administration, 3.15%, 7/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;113969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108820 |
| Small Business Administration, 3.16%, 8/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;149561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142923 |
| Small Business Administration, 3.62%, 9/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;104955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101452 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$508975 |
| U.S. Treasury Obligations – 4.1% | U.S. Treasury Obligations – 4.1% | U.S. Treasury Obligations – 4.1% |
| U.S. Treasury Bonds, 6.375%, 8/15/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$111557 |
| U.S. Treasury Bonds, 5.25%, 2/15/2029 (f) | &nbsp;&nbsp;2965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3112555 |
| U.S. Treasury Bonds, 2.375%, 2/15/2042 | &nbsp;&nbsp;5989000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266461 |
| U.S. Treasury Bonds, 3.25%, 5/15/2042 | &nbsp;&nbsp;1714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390349 |
| U.S. Treasury Bonds, 2.875%, 5/15/2043 | &nbsp;&nbsp;6853400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175923 |
| U.S. Treasury Bonds, 4.75%, 11/15/2043 | &nbsp;&nbsp;3755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681514 |
| U.S. Treasury Bonds, 4.625%, 11/15/2044 | &nbsp;&nbsp;1763000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693306 |
| U.S. Treasury Bonds, 4.75%, 2/15/2045 | &nbsp;&nbsp;5893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752120 |
| U.S. Treasury Bonds, 2.875%, 11/15/2046 (f) | &nbsp;&nbsp;7328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280740 |
| U.S. Treasury Bonds, 4.625%, 5/15/2054 | &nbsp;&nbsp;4568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345132 |
| U.S. Treasury Bonds, 4.625%, 2/15/2055 | &nbsp;&nbsp;1715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635681 |
| U.S. Treasury Notes, 3.625%, 3/31/2028 | 11275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11204531 |
| U.S. Treasury Notes, 2.375%, 5/15/2029 | &nbsp;&nbsp;6034500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697181 |
| U.S. Treasury Notes, 3.875%, 9/30/2029 | &nbsp;&nbsp;4658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645809 |
| U.S. Treasury Notes, 4.625%, 4/30/2031 | &nbsp;&nbsp;2748000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826790 |
| U.S. Treasury Notes, 1.625%, 5/15/2031 | &nbsp;&nbsp;4940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4303975 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| U.S. Treasury Obligations – continued | U.S. Treasury Obligations – continued | U.S. Treasury Obligations – continued |
| U.S. Treasury Notes, 1.875%, 2/15/2032 | $7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6504492 |
| U.S. Treasury Notes, 2.75%, 8/15/2032 (f) | 7333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$78308307 |
| Utilities - Electric Power – 2.2% | Utilities - Electric Power – 2.2% | Utilities - Electric Power – 2.2% |
| Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 | $&nbsp;&nbsp;&nbsp;821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$723152 |
| Adani Electricity Mumbai Ltd., 3.867%, 7/22/2031 (n) | 1362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150413 |
| Adani Transmission Ltd., 4.25%, 5/21/2036 (n) | 2171875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830936 |
| AEP Transmission Co. LLC, 5.375%, 6/15/2035 | &nbsp;&nbsp;&nbsp;507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509363 |
| AEP Transmission Co. LLC, 5.4%, 3/15/2053 | 1016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948866 |
| AES Andes S.A., 6.25%, 3/14/2032 (n) | &nbsp;&nbsp;&nbsp;456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458042 |
| AES Andes S.A., 8.15% to 6/10/2030, FLR (CMT - 5yr. + 3.835%) to 6/10/2035, FLR (CMT - 5yr. + 4.085%) to 6/10/2050, FLR (CMT - 5yr. + 4.835%) to 6/10/2055 (n) | &nbsp;&nbsp;&nbsp;739000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754438 |
| Alfa Desarrollo S.p.A., 4.55%, 9/27/2051 (n) | 1018676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738654 |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026 | &nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477257 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | &nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264435 |
| Berkshire Hathaway Energy Co., 5.15%, 11/15/2043 | &nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330972 |
| Berkshire Hathaway Energy Co., 4.6%, 5/01/2053 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242709 |
| ContourGlobal Power Holdings S.A., 6.75%, 2/28/2030 (n) | &nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633150 |
| DTE Energy Co., 4.95%, 7/01/2027 | &nbsp;&nbsp;&nbsp;943000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950603 |
| Duke Energy Carolinas LLC, 2.85%, 3/15/2032 | &nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614163 |
| Duke Energy Florida LLC, 3.4%, 10/01/2046 | &nbsp;&nbsp;&nbsp;388000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270230 |
| Duke Energy Florida LLC, 6.2%, 11/15/2053 | &nbsp;&nbsp;&nbsp;791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815508 |
| Enel Finance International N.V., 2.5%, 7/12/2031 (n) | 1318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141051 |
| Enel Finance International N.V., 7.75%, 10/14/2052 (n) | 1023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200190 |
| Energuate Trust, 5.875%, 5/03/2027 | 1002000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990727 |
| EnfraGen Energia Sur S.A., 5.375%, 12/30/2030 (n) | &nbsp;&nbsp;&nbsp;563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488044 |
| ENGIE Energia Chile S.A., 6.375%, 4/17/2034 (n) | 2101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136980 |
| EPH Financing International A.S., 6.651%, 11/13/2028 | &nbsp;&nbsp;&nbsp;953000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167302 |
| Eversource Energy, 5.5%, 1/01/2034 | $1026000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023390 |
| FirstEnergy Corp., 2.65%, 3/01/2030 | 1722000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563528 |
| Florida Power & Light Co., 3.95%, 3/01/2048 | 1811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400851 |
| Georgia Power Co., 4.7%, 5/15/2032 | &nbsp;&nbsp;&nbsp;673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665413 |
| Georgia Power Co., 5.125%, 5/15/2052 | &nbsp;&nbsp;&nbsp;909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824933 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | 2404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079671 |
| Jersey Central Power & Light Co., 5.1%, 1/15/2035 | &nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275971 |
| Kallpa Generacion S.A., 5.875%, 1/30/2032 (n) | &nbsp;&nbsp;&nbsp;797000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803774 |
| MidAmerican Energy Co., 5.85%, 9/15/2054 | &nbsp;&nbsp;&nbsp;956000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952521 |
| NextEra Energy Capital Holdings, Inc., 5.749%, 9/01/2025 | &nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782023 |
| NextEra Energy Capital Holdings, Inc., 2.44%, 1/15/2032 | 1090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930821 |
| Northern States Power Co. of Minnesota, 5.05%, 5/15/2035 | 1059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056196 |
| Oncor Electric Delivery Co. LLC, 5.35%, 4/01/2035 (n) | 1322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324294 |
| Pacific Gas & Electric Co., 6.1%, 1/15/2029 | &nbsp;&nbsp;&nbsp;531000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548597 |
| Pacific Gas & Electric Co., 2.5%, 2/01/2031 | 1108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952557 |
| Pacific Gas & Electric Co., 4%, 12/01/2046 | &nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566356 |
| PPL Electric Utilities Corp., 4.85%, 2/15/2034 | 1017000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003099 |
| PSEG Power LLC, 5.2%, 5/15/2030 (n) | &nbsp;&nbsp;&nbsp;863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871277 |
| PSEG Power LLC, 5.75%, 5/15/2035 (n) | &nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674809 |
| PT Sorik Marapi Geothermal Power, 7.75%, 8/05/2031 (n) | &nbsp;&nbsp;&nbsp;586456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578218 |
| Public Service Electric & Gas Co., 5.5%, 3/01/2055 | &nbsp;&nbsp;&nbsp;518000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497089 |
| ReNew Wind Energy AP2/ReNew Power Private Ltd., 4.5%, 7/14/2028 (n) | &nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717060 |
| Saavi Energia S.à r.l., 8.875%, 2/10/2035 (n) | &nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813285 |
| Southern California Edison Co., 5.45%, 3/01/2035 | &nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207995 |
| Southern California Edison Co., 4.5%, 9/01/2040 | &nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368716 |
| Termocandelaria Power S.A., 7.75%, 9/17/2031 (n) | &nbsp;&nbsp;&nbsp;847000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844442 |
| Xcel Energy, Inc., 4.6%, 6/01/2032 | 1154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107466 |
| Xcel Energy, Inc., 5.5%, 3/15/2034 | &nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342092 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$42613629 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Utilities - Other – 0.0% | Utilities - Other – 0.0% | Utilities - Other – 0.0% |
| National Central Cooling Co. PJSC, 2.5%, 10/21/2027 | $&nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$905681 |
| **Total Bonds** |  | &nbsp;&nbsp;**$844052386** |
| Common Stocks – 30.3% | Common Stocks – 30.3% | Common Stocks – 30.3% |
| Aerospace & Defense – 0.2% | Aerospace & Defense – 0.2% |  |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3473289 |
| Alcoholic Beverages – 0.3% | Alcoholic Beverages – 0.3% |  |
| Ambev S.A. | &nbsp;&nbsp;1370300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3361362 |
| Kirin Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;222200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190758 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6552120 |
| Apparel Manufacturers – 0.2% | Apparel Manufacturers – 0.2% |  |
| Compagnie Financiere Richemont S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1847852 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;197840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465086 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4312938 |
| Automotive – 0.5% | Automotive – 0.5% |  |
| Compagnie Generale des Etablissements Michelin | &nbsp;&nbsp;&nbsp;&nbsp;200376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7662770 |
| PT Astra International Tbk | &nbsp;&nbsp;4034400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201157 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8863927 |
| Brokerage & Asset Managers – 0.1% | Brokerage & Asset Managers – 0.1% |  |
| Euronext N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1741235 |
| IG Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929712 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2670947 |
| Business Services – 0.3% | Business Services – 0.3% |  |
| Cognizant Technology Solutions Corp., "A" | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1813609 |
| Infosys Technologies Ltd., ADR | &nbsp;&nbsp;&nbsp;&nbsp;105553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920009 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794063 |
| Verisk Analytics, Inc., "A" | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729969 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6257650 |
| Computer Software - Systems – 0.4% | Computer Software - Systems – 0.4% |  |
| Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp;1142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5852298 |
| NEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025852 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6878150 |
| Construction – 3.6% | Construction – 3.6% |  |
| American Homes 4 Rent LP, REIT | &nbsp;&nbsp;&nbsp;&nbsp;216480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8193768 |
| Anhui Conch Cement Co. Ltd. | &nbsp;&nbsp;1384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597951 |
| Compagnie de Saint-Gobain S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052014 |
| Equity Lifestyle Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;140578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936543 |
| Essex Property Trust, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11004532 |
| Heidelberg Materials AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6498292 |
| Mid-America Apartment Communities, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11132332 |
| Sun Communities, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11335248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$68750680 |
| Consumer Products – 1.2% | Consumer Products – 1.2% |  |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;113304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10530474 |
| Kao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107774 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10765036 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22403284 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Electronics – 0.5% | Electronics – 0.5% |  |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1173313 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685045 |
| NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367342 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558117 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9783817 |
| Energy - Independent – 0.5% | Energy - Independent – 0.5% |  |
| EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$688225 |
| Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380084 |
| Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6117253 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9185562 |
| Energy - Integrated – 0.8% | Energy - Integrated – 0.8% |  |
| Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$603708 |
| Eni S.p.A. | &nbsp;&nbsp;&nbsp;&nbsp;246177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625955 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274658 |
| PetroChina Co. Ltd. | &nbsp;&nbsp;4934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4146747 |
| Petroleo Brasileiro S.A., ADR | &nbsp;&nbsp;&nbsp;&nbsp;221128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551817 |
| TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3885169 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16088054 |
| Engineering - Construction – 0.1% | Engineering - Construction – 0.1% |  |
| Doosan Bobcat, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1491328 |
| Food & Beverages – 0.8% | Food & Beverages – 0.8% |  |
| General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7122222 |
| Inner Mongolia Yili Industrial Group Co. Ltd., "A" | &nbsp;&nbsp;&nbsp;&nbsp;216900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913326 |
| Nestle S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592212 |
| Nomad Foods Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856590 |
| PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385423 |
| WH Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;936000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860797 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14730570 |
| Food & Drug Stores – 0.4% | Food & Drug Stores – 0.4% |  |
| Tesco PLC | &nbsp;&nbsp;1612109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8427651 |
| Forest & Paper Products – 0.4% | Forest & Paper Products – 0.4% |  |
| Weyerhaeuser Co., REIT | &nbsp;&nbsp;&nbsp;&nbsp;261144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6766241 |
| Gaming & Lodging – 0.5% | Gaming & Lodging – 0.5% |  |
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2988411 |
| Ryman Hospitality Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470614 |
| Sunstone Hotel Investors Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;395142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540473 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9999498 |
| Health Maintenance Organizations – 0.3% | Health Maintenance Organizations – 0.3% |  |
| Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4661891 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524204 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6186095 |
| Insurance – 1.4% | Insurance – 1.4% |  |
| American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$856726 |
| Corebridge Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;169488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527004 |
| DB Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755272 |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151475 |
| Hartford Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422453 |
| Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;222375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7081129 |
| MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791799 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Insurance – continued | Insurance – continued |  |
| Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1954249 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27540107 |
| Machinery & Tools – 0.2% | Machinery & Tools – 0.2% |  |
| Finning International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1745109 |
| GEA Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972406 |
| Wabtec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924873 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4642388 |
| Major Banks – 0.5% | Major Banks – 0.5% |  |
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;178640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6194054 |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956430 |
| NatWest Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;214698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517528 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8668012 |
| Medical & Health Technology & Services – 0.9% | Medical & Health Technology & Services – 0.9% |  |
| Healthcare Realty Trust Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;341570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4952765 |
| Ventas, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp;193286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12424424 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17377189 |
| Medical Equipment – 0.1% | Medical Equipment – 0.1% |  |
| Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2391649 |
| Metals & Mining – 0.8% | Metals & Mining – 0.8% |  |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;&nbsp;106057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6290278 |
| Toyota Tsusho Corp. | &nbsp;&nbsp;&nbsp;&nbsp;216100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565509 |
| Vale S.A. | &nbsp;&nbsp;&nbsp;&nbsp;374400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410480 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14266267 |
| Network & Telecom – 0.2% | Network & Telecom – 0.2% |  |
| LM Ericsson Telephone Co., "B" | &nbsp;&nbsp;&nbsp;&nbsp;482428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4100181 |
| Other Banks & Diversified Financials – 1.3% | Other Banks & Diversified Financials – 1.3% |  |
| American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$935667 |
| China Construction Bank Corp. | &nbsp;&nbsp;7706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891132 |
| Kasikornbank PLC | &nbsp;&nbsp;&nbsp;&nbsp;322400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517350 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004009 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721017 |
| Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7280308 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125475 |
| Sberbank of Russia PJSC (a)(u) | &nbsp;&nbsp;1738404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701940 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24176898 |
| Pharmaceuticals – 2.0% | Pharmaceuticals – 2.0% |  |
| AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10642700 |
| Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6182790 |
| Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;223576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061371 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;300767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7065017 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10744846 |
| Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410424 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$38107148 |
| Printing & Publishing – 0.3% | Printing & Publishing – 0.3% |  |
| Lamar Advertising Co., REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3327266 |
| Wolters Kluwer N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080668 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5407934 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Real Estate – 2.3% | Real Estate – 2.3% |  |
| DigitalBridge Group, Inc., REIT | &nbsp;&nbsp;&nbsp;78739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$870853 |
| Federal Realty Investment Trust, REIT | &nbsp;&nbsp;104372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9965439 |
| Kimco Realty Corp., REIT | &nbsp;&nbsp;464792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9881478 |
| NNN REIT, Inc. | &nbsp;&nbsp;233360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9745114 |
| Simon Property Group, Inc., REIT | &nbsp;&nbsp;&nbsp;63275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10318254 |
| W.P. Carey, Inc., REIT | &nbsp;&nbsp;&nbsp;38541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418833 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43199971 |
| Real Estate - Office – 1.1% | Real Estate - Office – 1.1% |  |
| BXP, Inc., REIT | &nbsp;&nbsp;125792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8469575 |
| Cousins Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;44668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253831 |
| Douglas Emmett, Inc., REIT | &nbsp;&nbsp;220501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137729 |
| Highwoods Properties, Inc., REIT | &nbsp;&nbsp;262343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791587 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20652722 |
| Real Estate - Storage – 2.4% | Real Estate - Storage – 2.4% |  |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;320414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5309260 |
| Extra Space Storage, Inc., REIT | &nbsp;&nbsp;&nbsp;79133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11960953 |
| Prologis, Inc., REIT | &nbsp;&nbsp;211789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000285 |
| Rexford Industrial Realty, Inc., REIT | &nbsp;&nbsp;177999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272685 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$46543183 |
| Restaurants – 0.4% | Restaurants – 0.4% |  |
| Aramark | &nbsp;&nbsp;177100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7172550 |
| Specialty Stores – 0.5% | Specialty Stores – 0.5% |  |
| Home Depot, Inc. | &nbsp;&nbsp;&nbsp;10416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3836109 |
| JD.com, Inc., "A" | &nbsp;&nbsp;&nbsp;61750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002986 |
| Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072949 |
| Shimamura Co. Ltd. | &nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188961 |
| Target Corp. | &nbsp;&nbsp;&nbsp;30349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853109 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9954114 |
| Telecom - Infrastructure – 2.3% | Telecom - Infrastructure – 2.3% |  |
| American Tower Corp., REIT | &nbsp;&nbsp;&nbsp;13853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2973547 |
| Digital Realty Trust, Inc., REIT | &nbsp;&nbsp;&nbsp;99881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17131589 |
| Equinix, Inc., REIT | &nbsp;&nbsp;&nbsp;23194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20615291 |
| SBA Communications Corp., REIT | &nbsp;&nbsp;&nbsp;15378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566004 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44286431 |
| Telecom Services – 0.9% | Telecom Services – 0.9% |  |
| Advanced Info Service Public Co. Ltd. | &nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1095423 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp;156839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025628 |
| KDDI Corp. | &nbsp;&nbsp;616400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10655093 |
| Koninklijke KPN N.V. | &nbsp;&nbsp;629528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957832 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17733976 |
| Tobacco – 0.8% | Tobacco – 0.8% |  |
| Altria Group, Inc. | &nbsp;&nbsp;&nbsp;78647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4766795 |
| British American Tobacco PLC | &nbsp;&nbsp;139955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6286869 |
| Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;19169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14515394 |
| Utilities - Electric Power – 0.8% | Utilities - Electric Power – 0.8% |  |
| CLP Holdings Ltd. | &nbsp;&nbsp;121500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1030117 |
| Edison International | &nbsp;&nbsp;&nbsp;85850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777552 |
| Entergy Corp. | &nbsp;&nbsp;&nbsp;55770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4644526 |
| Iberdrola S.A. | &nbsp;&nbsp;210214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838095 |
| PG&E Corp. | &nbsp;&nbsp;&nbsp;57776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975259 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Common Stocks – continued | Common Stocks – continued | Common Stocks – continued |
| Utilities - Electric Power – continued | Utilities - Electric Power – continued |  |
| Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$774395 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16039944 |
| **Total Common Stocks** |  | &nbsp;&nbsp;**$579597859** |
| Convertible Preferred Stocks – 0.3% | Convertible Preferred Stocks – 0.3% | Convertible Preferred Stocks – 0.3% |
| Utilities - Electric Power – 0.3% | Utilities - Electric Power – 0.3% |  |
| NextEra Energy, Inc., 7.234% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4143053 |
| PG&E Corp., 6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781230 |
| **Total Convertible Preferred Stocks** | **Total Convertible Preferred Stocks** | &nbsp;&nbsp;&nbsp;&nbsp;**$5924283** |
| Preferred Stocks – 0.1% | Preferred Stocks – 0.1% | Preferred Stocks – 0.1% |
| Metals & Mining – 0.1% |  |  |
| Gerdau S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$990958 |
| Convertible Bonds – 0.0% | Convertible Bonds – 0.0% | Convertible Bonds – 0.0% |
| Utilities - Electric Power – 0.0% | Utilities - Electric Power – 0.0% |  |
| PG&E Corp., 4.25%, 12/01/2027 | $&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$985625 |
| Mutual Funds (h) – 25.6% | Mutual Funds (h) – 25.6% | Mutual Funds (h) – 25.6% |
| Mutual Funds – 22.7% | Mutual Funds – 22.7% | Mutual Funds – 22.7% |
| MFS High Yield Pooled Portfolio (v) | 52293895 | &nbsp;&nbsp;&nbsp;&nbsp;$434039328 |
| Money Market Funds – 2.9% | Money Market Funds – 2.9% |  |
| MFS Institutional Money Market Portfolio, 4.35% (v) | 54984374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$54984374 |
| **Total Mutual Funds** | **Total Mutual Funds** | &nbsp;&nbsp;&nbsp;**$489023702** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Underlying/Expiration Date/Exercise Price** | &nbsp;&nbsp;**Put/Call** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;**Par Amount/<br> Number of<br> Contracts** |  |
| Purchased Options – 0.1% | Purchased Options – 0.1% | Purchased Options – 0.1% | Purchased Options – 0.1% | Purchased Options – 0.1% |  |
| Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% | Market Index Securities – 0.1% |  |
| S&P 500 Index – March 2026 @ $4,800 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$105228082 | &nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp;$1659850 |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities – (0.6)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10524128) |
| **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;**$1911710535** |

---

(a) Non-income producing security.

(d) In default.

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

(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 $489,023,702 and $1,433,210,961, respectively.

(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.

(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 $264,958,207, representing 13.9% of net assets.

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

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

(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.

(w) When-issued security.

The following abbreviations are used in this report and are defined: <br> ADR American Depositary Receipt <br> AGM Assured Guaranty Municipal

------

Portfolio of Investments (unaudited) – continued

---

| | |
|:---|:---|
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury |
| CPI-U | Consumer Price Index - Urban Consumers |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate reported may not be the current rate. All reference rates are USD unless otherwise noted. |
| 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 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 indicated. A list of abbreviations is shown below: |
| BRL | Brazilian Real |
| CZK | Czech Koruna |
| EUR | Euro |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| TRY | Turkish Lira |
| ZAR | South African Rand |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 5/31/25** | **Derivative Contracts at 5/31/25** | **Derivative Contracts at 5/31/25** | **Derivative Contracts at 5/31/25** | **Derivative Contracts at 5/31/25** | **Derivative Contracts at 5/31/25** | **Derivative Contracts at 5/31/25** |
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| **Currency<br> Purchased** | **Currency<br> Purchased** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Currency<br> Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
| BRL | &nbsp;&nbsp;15440000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2610754 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;6/02/2025 | &nbsp;&nbsp;$88783 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831756 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941441 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5811 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223381 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250722 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;1005643 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1128210 | &nbsp;&nbsp;Morgan Stanley Capital Services LLC | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17074 |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148623 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7234 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
| MYR | &nbsp;&nbsp;&nbsp;&nbsp;3796018 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892551 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;7/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
| TRY | &nbsp;&nbsp;22495775 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535295 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10938 |
| TRY | &nbsp;&nbsp;&nbsp;&nbsp;6057125 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144785 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;2771833 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;15677045 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;6/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30851 |
|  |  |  |  |  |  | &nbsp;&nbsp;$160423 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237045 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41911 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;6/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$(466) |
| BRL | &nbsp;&nbsp;15202955 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2687982 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;6/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(29890) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526854 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602092 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2081) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758588 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869185 | &nbsp;&nbsp;Morgan Stanley Capital Services LLC | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5261) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;2584218 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;15202955 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;6/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(73874) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961099 | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;21543029 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(21783) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;1490775 | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;33124159 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(20486) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;8229886 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7246219 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(22525) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;3293319 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2898487 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7645) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;2346106 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2065598 | &nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6316) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450237 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;162623791 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5860) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;2024845 | &nbsp;&nbsp;INR | &nbsp;&nbsp;178250112 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;8/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(51020) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437994 | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;38769000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(13502) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544146 | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;30581000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;7/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3193) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939636 | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;3548380 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7375) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481113 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;9430302 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;(41534) |

---

------

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** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443849 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;8158783 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;7/18/2025 | &nbsp;&nbsp;&nbsp;$(8328) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(321139) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;**Long/<br> Short** | &nbsp;&nbsp;**Currency** | &nbsp;&nbsp;**Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **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*** |  |  |
| U.S. Treasury Bond 30 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;$1015031 | &nbsp;&nbsp;September – 2025 | &nbsp;&nbsp;$14862 |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;107 | &nbsp;&nbsp;11850250 | &nbsp;&nbsp;September – 2025 | &nbsp;&nbsp;&nbsp;&nbsp;21322 |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;258 | &nbsp;&nbsp;53518875 | &nbsp;&nbsp;September – 2025 | &nbsp;&nbsp;&nbsp;&nbsp;77679 |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;USD | &nbsp;&nbsp;605 | &nbsp;&nbsp;65453438 | &nbsp;&nbsp;September – 2025 | &nbsp;&nbsp;&nbsp;&nbsp;114297 |
|  |  |  |  |  |  | &nbsp;&nbsp;$228160 |
| **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*** |  |  |
| U.S. Treasury Ultra Bond 30 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;$1973063 | &nbsp;&nbsp;September – 2025 | &nbsp;&nbsp;$(31940) |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;2701125 | &nbsp;&nbsp;September – 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4292) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(36232) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** | **Notional<br> Amount** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Cash Flows<br> to Receive/<br> Frequency** | &nbsp;&nbsp;**Cash Flows<br> to Pay/<br> Frequency** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Net Unamortized<br> Upfront Payments<br> (Receipts)** | &nbsp;&nbsp;**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*** |  |  |  |
| 5/08/27 | USD | &nbsp;&nbsp;8190000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;Daily SOFR / Annually | &nbsp;&nbsp;3.5595% / Annually | &nbsp;&nbsp;&nbsp;$24891 | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$24891 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** | ***Interest Rate Swaps*** |  |  |  |
| 5/24/26 | USD | &nbsp;&nbsp;14600000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;Daily SOFR / Annually | &nbsp;&nbsp;4.7585% / Annually | &nbsp;&nbsp;$(102236) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(102236) |
| 12/26/26 | USD | &nbsp;&nbsp;3350000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;Daily SOFR / Annually | &nbsp;&nbsp;4.1635% / Annually | &nbsp;&nbsp;&nbsp;&nbsp;(15317) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(15317) |
| 12/26/29 | USD | &nbsp;&nbsp;6800000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;Daily SOFR / Annually | &nbsp;&nbsp;4.085% / Annually | &nbsp;&nbsp;&nbsp;(132721) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(132721) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(250274) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(250274) |
| ***Inflation Swaps*** | ***Inflation Swaps*** | ***Inflation Swaps*** | ***Inflation Swaps*** | ***Inflation Swaps*** | ***Inflation Swaps*** |  |  |  |
| 5/14/30 | USD | &nbsp;&nbsp;8900000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;CPI-U / At Maturity | &nbsp;&nbsp;2.539% / At Maturity | &nbsp;&nbsp;&nbsp;$(6680) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(6680) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(256954) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(256954) |

---

At May 31, 2025, the fund had cash collateral of $2,000 and other liquid securities with an aggregate value of $1,983,496 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
5/31/25 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

(1) Investment Valuations

The investments of the fund and the MFS High Yield Pooled Portfolio are valued as described below.

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. Events that occur after foreign markets close (such as developments in foreign markets and significant movements in the U.S. markets) and prior to the determination of the fund's net asset value may be deemed to have a material effect on the value of securities traded in foreign markets. Accordingly, the fund's foreign equity securities may often be valued at fair value. 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 May 31, 2025 in valuing the fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Financial Instruments** | &nbsp;&nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;**Total** |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;&nbsp;$402939962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$402939962 |
| &nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24308628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24308628 |
| &nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19519134 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23688196 |
| &nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22751612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22751612 |
| &nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11492069 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16552142 |
| &nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15184910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15184910 |
| &nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12095460 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12095460 |
| &nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10314617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10314617 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429946 |
| &nbsp;&nbsp;&nbsp;Other Countries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45521226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5386251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50907477 |
| U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78817282 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78817282 |
| Non - U.S. Sovereign Debt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;226243278 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226243278 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455142 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455142 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;197921322 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197921322 |
| Residential Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;176909723 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176909723 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9646279 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9646279 |
| Asset-Backed Securities (including CDOs) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12493238 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12493238 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;139551747 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139551747 |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489023702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489023702 |
| Total | &nbsp;&nbsp;&nbsp;$1028703738 | &nbsp;&nbsp;&nbsp;$893530925 | &nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;$1922234663 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$228160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$228160 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36232) |
| Forward Foreign Currency Exchange Contracts – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160423 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160423 |
| Forward Foreign Currency Exchange Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321139) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321139) |
| Swap Agreements – Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24891 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24891 |
| Swap Agreements – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256954) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256954) |

---

For further information regarding security characteristics, see the Portfolio of Investments. Please refer to the MFS High Yield Pooled Portfolio's financial statements for further information regarding the levels used in valuing its assets and liabilities. At May 31, 2025, the fund held one level 3 security valued at $0, which was also held and valued at $0 at February 28, 2025.

(2) Investments in Affiliated Issuers

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. For the purposes of this report, the following were affiliated issuers for the period ended May 31, 2025:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Beginning<br> Value** | &nbsp;&nbsp;**Purchases** | &nbsp;&nbsp;**Sales<br> Proceeds** | &nbsp;&nbsp;**Realized<br> Gain<br> (Loss)** | &nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation or<br> Depreciation** | &nbsp;&nbsp;**Ending<br> Value** |
| MFS High Yield Pooled Portfolio | &nbsp;&nbsp;$453541129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9364135 | &nbsp;&nbsp;&nbsp;&nbsp;$24464830 | &nbsp;&nbsp;$(745355) | &nbsp;&nbsp;$(3655751) | &nbsp;&nbsp;$434039328 |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20885712 | &nbsp;&nbsp;&nbsp;&nbsp;149886422 | &nbsp;&nbsp;&nbsp;&nbsp;115781447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4807) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54984374 |
|  | &nbsp;&nbsp;$474426841 | &nbsp;&nbsp;$159250557 | &nbsp;&nbsp;$140246277 | &nbsp;&nbsp;$(750162) | &nbsp;&nbsp;$(3657257) | &nbsp;&nbsp;$489023702 |

---

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Dividend<br> Income** | &nbsp;&nbsp;**Capital Gain<br> Distributions** |
| MFS High Yield Pooled Portfolio | &nbsp;&nbsp;$7833401 | &nbsp;&nbsp;$— |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419380 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  | &nbsp;&nbsp;$8252781 | &nbsp;&nbsp;$— |

---

------

Supplemental Information (unaudited) – continued

(3) Issuer Country Weightings

Issuer country weighting percentages of portfolio holdings based on net assets, as of May 31, 2025, are as follows:

---

| | |
|:---|:---|
| United States | 67.7% |
| United Kingdom | 2.3% |
| Canada | 2.3% |
| France | 1.9% |
| Japan | 1.6% |
| Switzerland | 1.1% |
| China | 1.1% |
| India | 1.1% |
| Mexico | 0.9% |
| Other Countries | 20.0% |

---

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

(4) Russia and Ukraine Conflict

The fund invests in securities and/or derivative instruments that are economically tied to Russia and/or Ukraine. Escalation of the conflict between Russia and Ukraine in late February 2022 caused market volatility and disruption in the tradability of Russian securities, including closure of the local securities market, temporary restriction on securities sales by non-residents, and disruptions to clearance and payment systems. To the extent that the fund is unable to sell securities, whether due to market constraints or to the sanctions imposed on Russia by the United States and other countries, those securities are considered illiquid and the value of those securities reflects their illiquid classification. Additionally, since there is no assurance on collectability of dividends declared by certain Russian issuers, all such dividends, related receivables, and/or currency denominated in Rubles, if applicable, have been valued at $0. Management continues to monitor these events and to evaluate the related impacts on fund performance.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-03327

- **c. CIK number of Registrant:** 0000356349

- **d. LEI of Registrant:** 5493000SCRZM3WD72S74

- **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 Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000012219

- **c. LEI of Series:** 7Z555RPCNKK7AVR16U38

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1937727814.48

**Total Liabilities:** $26013688.42

**Net Assets:** $1911714126.06

**Delayed Delivery Securities:** $13833453.08

**Cash Not Reported:** $17844.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1028.17221190 | **1-Year:** -23846.84340990 | **5-Year:** -85052.72700010 | **10-Year:** -137381.55117530 | **30-Year:** -75931.34768680

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

- **3-Month:** -415.90692490 | **1-Year:** -9282.44198410 | **5-Year:** -31452.21888790 | **10-Year:** -37905.22327440 | **30-Year:** -14001.18781620

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000068409 | -0.89%               | -0.33%               | 1.03%                |
| Class ID C000068412 | -0.81%               | -0.24%               | 1.11%                |
| Class ID C000068410 | -0.85%               | -0.28%               | 1.07%                |
| Class ID C000033358 | -0.83%               | -0.26%               | 1.09%                |
| Class ID C000033359 | -0.89%               | -0.33%               | 1.03%                |
| Class ID C000033360 | -0.81%               | -0.24%               | 1.11%                |
| Class ID C000068411 | -0.83%               | -0.26%               | 1.09%                |
| Class ID C000117928 | -0.80%               | -0.23%               | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1192271.24              | $-31934067.31                              |
| Month 2  | $-1418768.16             | $-13305570.30                              |
| Month 3  | $1271600.00              | $14077116.69                               |

**Designated Index Information**

- **Index Name:** 25% BBG US HY 2% Issuer Cap, 20% ACWI HDivY, 15% JPM GBI-EM Gbl Div, 15% BBG US Credit, 15% MSCI US REIT, 10% BBG US Gov/Mtge BI

- **Index Identifier:** 25% LF89TRUU, 20% M1ACWIHD, 15% JGENVUUG, 15% LUCRTRUU, 15%, 10% LUMSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2048255 | PA      | $1716779.11   | 0.09%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31292JBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         855 | PA      | $857.57       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government Bond                                                            | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      816000 | PA      | $748100.98    | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1038950.33   | 0.05%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K145, Class XAM   | CUSIP: 3137H7Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17860106 | PA      | $372018.86    | 0.02%             | 2032-06-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1750000 | PA      | $1737245.48   | 0.09%             | 2026-09-22      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Aris Mining Corp.                                                                | Aris Mining Corp.                                                                | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |      495000 | PA      | $502554.58    | 0.03%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52522 | PA      | $42890.09     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89096 | PA      | $69440.23     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Nigeria Government Bond                                                          | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      367000 | PA      | $301058.27    | 0.02%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                     | American Credit Acceptance Receivables Trust, Series 2024-2, Class A             | CUSIP: 02531BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      112176 | PA      | $112273.28    | 0.01%             | 2027-02-12      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                 | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      740000 | PA      | $730594.60    | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      597000 | PA      | $611090.19    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      718000 | PA      | $647977.77    | 0.03%             | 2054-10-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4092, Class AY                                                     | CUSIP: 3137AT2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      850000 | PA      | $813794.76    | 0.04%             | 2032-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                      | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      801000 | PA      | $748347.87    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                       | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1042806.64   | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1908270.53   | 0.10%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30345 | PA      | $31019.07     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31385XA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6747 | PA      | $6856.77      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      357000 | PA      | $281975.43    | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XKKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68994 | PA      | $66982.25     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                               | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1299000 | PA      | $1350056.09   | 0.07%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                          | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2223000 | PA      | $2151428.29   | 0.11%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36177UCZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12678 | PA      | $11914.23     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7738 | PA      | $7871.88      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      542000 | PA      | $551794.48    | 0.03%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                               | Columbia Pipelines Holding Co. LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      313000 | PA      | $316284.09    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5266, Class FA                                                     | CUSIP: 3137H9AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      751135 | PA      | $733100.73    | 0.04%             | 2052-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2533000 | PA      | $1547007.69   | 0.08%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       46868 | NS      | $2701940.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2018-73, Class MV                                                   | CUSIP: 3136B3DM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201624 | PA      | $196667.33    | 0.01%             | 2030-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                          | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      478000 | PA      | $459246.55    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      205828 | PA      | $175384.58    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     1354000 | PA      | $1207748.14   | 0.06%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM   | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8166315 | PA      | $631699.58    | 0.03%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       14523 | NS      | $1173313.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                              | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |      852000 | PA      | $869726.71    | 0.05%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202EZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93993 | PA      | $91980.15     | 0.00%             | 2039-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K106, Class X1    | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4091670 | PA      | $210606.43    | 0.01%             | 2030-01-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1244000 | PA      | $898790.00    | 0.05%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                    | CUSIP: 00PBPKLG0<br>LEI: N/A                  | N/A              | DE               |  | US        |         178 | NC      | $1659850.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1093495.42   | 0.06%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric and Gas Co., Series Q                                    | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      518000 | PA      | $497089.41    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | Euronext NV                                                                      | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |       10694 | NS      | $1741234.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2623504 | PA      | $2614433.45   | 0.14%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32151 | PA      | $25136.55     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                             | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      175000 | PA      | $175000.00    | 0.01%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195387 | PA      | $166374.50    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG Power LLC                                                                   | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $674809.21    | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       12460 | NS      | $1274658.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2024-4, Class A1                              | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |      358753 | PA      | $361462.22    | 0.02%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                 | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      781000 | PA      | $760671.62    | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                                | GLS Auto Receivables Issuer Trust, Series 2024-2A, Class A2                      | CUSIP: 37964VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      306571 | PA      | $307096.99    | 0.02%             | 2027-06-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1035000 | PA      | $1024654.62   | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corp.                                                  | Central American Bottling Corp.                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     2121000 | PA      | $2051569.07   | 0.11%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sorik Marapi Geothermal Power PT                                                 | Sorik Marapi Geothermal Power PT                                                 | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |      586456 | PA      | $578218.04    | 0.03%             | 2031-08-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      605000 | PA      | $631386.57    | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1618758.39   | 0.08%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                               | Oversea-Chinese Banking Corp. Ltd.                                               | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |      671000 | PA      | $667921.65    | 0.03%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465635 | PA      | $384104.42    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                            | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1811000 | PA      | $1835369.67   | 0.10%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19236 | PA      | $19058.46     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138WEVB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122820 | PA      | $111734.66    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                                      | Business Jet Securities LLC, Series 2024-1A, Class A                             | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      197447 | PA      | $200589.04    | 0.01%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                               | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |      549000 | PA      | $517469.28    | 0.03%             | 2037-03-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Capital BV                                                                 | Royal Capital BV                                                                 | CUSIP: N/A<br>LEI: 72450057BWJ6BYW0TI63       | Long             | DBT              | CORP              | NL        |      390000 | PA      | $388830.00    | 0.02%             | 2026-02-05      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14843.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    38220000 | PA      | $1499165.08   | 0.08%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      893000 | PA      | $881402.50    | 0.05%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126517 | PA      | $124707.68    | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2022-66, Class CF                                                   | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1113119 | PA      | $1077034.75   | 0.06%             | 2052-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1349000 | PA      | $1348457.14   | 0.07%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2011-123, Class JF                                                  | CUSIP: 3136A2PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41195 | PA      | $40971.78     | 0.00%             | 2041-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                                     | Northwestern Mutual Life Insurance Co. (The)                                     | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1584001.00   | 0.08%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                           | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1240193.43   | 0.06%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      235723 | PA      | $185600.27    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                 | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      799000 | PA      | $753377.10    | 0.04%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M5HJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2740 | PA      | $2858.00      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     9496000 | PA      | $487494.44    | 0.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LAD Auto Receivables Trust, Series 2022-1A, Class A                              | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       36331 | PA      | $36359.48     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1812000 | PA      | $1567380.00   | 0.08%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class X1    | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3083228 | PA      | $143609.99    | 0.01%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                           | DP World Crescent Ltd.                                                           | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     1123000 | PA      | $1119532.06   | 0.06%             | 2035-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3193.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176241 | PA      | $181887.49    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                               | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1084000 | PA      | $994734.39    | 0.05%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      343000 | PA      | $342092.12    | 0.02%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |      858000 | PA      | $859955.36    | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      569000 | PA      | $583730.44    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                      | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      902000 | PA      | $546905.30    | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3845, Class AI                                                     | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110628 | PA      | $17874.45     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4658000 | PA      | $4645809.13   | 0.24%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                               | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     1637000 | PA      | $1287600.14   | 0.07%             | 2052-04-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                             | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      659000 | PA      | $658044.45    | 0.03%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1122000 | PA      | $1151931.01   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133B2JW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      727788 | PA      | $574818.18    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8327.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                 | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |     1222000 | PA      | $1124209.21   | 0.06%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                | Uzbekneftegaz JSC                                                                | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     1236000 | PA      | $1115954.74   | 0.06%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      438992 | PA      | $429582.11    | 0.02%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IIFL Finance Ltd.                                                                | IIFL Finance Ltd.                                                                | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |      616000 | PA      | $603988.00    | 0.03%             | 2028-07-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | Virginia Power Fuel Securitization LLC, Series A-1                               | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |      314932 | PA      | $316310.12    | 0.02%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6853400 | PA      | $5175923.30   | 0.27%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      594368 | PA      | $484631.97    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                         | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1529000 | PA      | $1404564.11   | 0.07%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       17519 | NS      | $2367342.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      611000 | PA      | $620071.03    | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6469 | PA      | $6565.81      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      605000 | PA      | $621577.00    | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       57776 | NS      | $975258.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     1603000 | PA      | $1514323.00   | 0.08%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV               | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      781600 | PA      | $725379.32    | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      597000 | PA      | $498371.81    | 0.03%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10938.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31407KRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40854 | PA      | $40970.38     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1309000 | PA      | $1320637.01   | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority                                                       | CUSIP: 59447TH89<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |       26858 | PA      | $26858.21     | 0.00%             | 2030-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                                | Equity LifeStyle Properties, Inc.                                                | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      140578 | NS      | $8936543.46   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2609183 | PA      | $1624216.42   | 0.08%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      124200 | PA      | $121320.29    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                                      | Astra International Tbk. PT                                                      | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |     4034400 | NS      | $1201156.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      839000 | PA      | $764245.10    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419JS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14931 | PA      | $14912.02     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     1064000 | PA      | $1053365.62   | 0.06%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      487000 | PA      | $488223.34    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      998000 | PA      | $1048485.83   | 0.05%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $242708.56    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | Vale SA                                                                          | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      374400 | NS      | $3410479.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2015-144, Class HF                                                  | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1108234 | PA      | $1072383.55   | 0.06%             | 2045-10-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1266576 | PA      | $940432.68    | 0.05%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                                       | Essex Property Trust, Inc.                                                       | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       38762 | NS      | $11004531.80  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      863000 | PA      | $871277.47    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $597350.47    | 0.03%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2017-H03, Class F                                                   | CUSIP: 38376RS56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      454084 | PA      | $458205.89    | 0.02%             | 2067-01-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM   | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3506241 | PA      | $252245.99    | 0.01%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                     | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      998000 | PA      | $868380.10    | 0.05%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                           | Chase Auto Owner Trust, Series 2024-5A, Class A2                                 | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      253604 | PA      | $253264.32    | 0.01%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                         | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      572000 | PA      | $579677.96    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21641 | PA      | $22031.10     | 0.00%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5020 | PA      | $4800.48      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LAD Auto Receivables Trust, Series 2023-2A, Class A2                             | CUSIP: 505713AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17964 | PA      | $17974.16     | 0.00%             | 2027-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4604, Class FB                                                     | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46889 | PA      | $46179.97     | 0.00%             | 2046-08-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |      888000 | PA      | $869565.12    | 0.05%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                                 | Adani Transmission Step-One Ltd.                                                 | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     2171875 | PA      | $1830935.58   | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kasikornbank PCL                                                                 | Kasikornbank PCL                                                                 | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |      322400 | NS      | $1517349.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      443000 | PA      | $423499.49    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      956000 | PA      | $952521.46    | 0.05%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                  | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      888000 | PA      | $879953.56    | 0.05%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2016-4, Class LI                                                    | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250257 | PA      | $19761.50     | 0.00%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1324294.49   | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      610000 | PA      | $611912.17    | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                         | MFS Institutional Money Market Portfolio, Class A                                | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |    54821968 | NS      | $54821967.78  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      744143 | PA      | $662638.53    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      401000 | PA      | $370430.49    | 0.02%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     3682000 | PA      | $960119.33    | 0.05%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412FS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10756 | PA      | $11172.72     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                          | Mid-America Apartment Communities, Inc.                                          | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       71065 | NS      | $11132332.25  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1677 | PA      | $1706.51      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic                                                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4750000 | PA      | $3189625.00   | 0.17%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5926 | PA      | $6101.62      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -17 | NC      | $-31940.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      295388 | PA      | $240976.44    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33113 | PA      | $29295.03     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140NJQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17527 | PA      | $17380.70     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                     | Northern Star Resources Ltd.                                                     | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      981000 | PA      | $1007204.42   | 0.05%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4160, Class AY                                                     | CUSIP: 3137AXU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      878367 | PA      | $843120.68    | 0.04%             | 2033-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XHE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      381084 | PA      | $352163.24    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      893000 | PA      | $971766.17    | 0.05%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                | Galaxy Pipeline Assets Bidco Ltd.                                                | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1152908 | PA      | $1108966.93   | 0.06%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      999668 | PA      | $989960.39    | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      443000 | PA      | $445214.36    | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class A2           | CUSIP: 10805MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15157 | PA      | $15164.56     | 0.00%             | 2027-02-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                     | PPL Electric Utilities Corp.                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $1003098.77   | 0.05%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                   | Element Fleet Management Corp.                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     1694000 | PA      | $1777211.40   | 0.09%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M4T37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3636 | PA      | $3763.34      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                      | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1203928.18   | 0.06%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3117 | PA      | $3118.62      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         258 | NC      | $77678.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1233927 | PA      | $1034236.79   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                       | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      950000 | PA      | $985625.00    | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8229482 | PA      | $6412696.97   | 0.34%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1268000 | PA      | $1131690.00   | 0.06%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K522, Class X1    | CUSIP: 3137HDJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6859411 | PA      | $115289.55    | 0.01%             | 2029-05-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $494.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128PR3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          43 | PA      | $43.32        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                   | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      745000 | PA      | $755414.02    | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                                              | PetroChina Co. Ltd., Class H                                                     | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     4934000 | NS      | $4146747.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Funding II LLC                                                        | Chesapeake Funding II LLC, Series 2023-2A, Class A2                              | CUSIP: 165183DA9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      625129 | PA      | $627699.13    | 0.03%             | 2035-10-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1764000 | PA      | $1297032.69   | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.                                    | Tengizchevroil Finance Co. International Ltd.                                    | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     1286000 | PA      | $1123318.43   | 0.06%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                                    | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                           | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |      216900 | NS      | $913326.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1192315.34   | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM   | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3344437 | PA      | $252991.94    | 0.01%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1137600.82   | 0.06%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1107465.91   | 0.06%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      901000 | PA      | $972089.78    | 0.05%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M9ND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122636 | PA      | $125224.53    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      425000 | PA      | $389126.00    | 0.02%             | 2055-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      590000 | PA      | $586892.09    | 0.03%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| L'Oreal SA                                                                       | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      662000 | PA      | $666544.35    | 0.03%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128PRZ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          81 | PA      | $80.78        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      476000 | PA      | $487043.68    | 0.03%             | 2039-01-08      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                   | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class AS        | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      484000 | PA      | $483829.00    | 0.03%             | 2036-11-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                         | MF1 Ltd., Series 2020-FL4, Class A                                               | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      233953 | PA      | $233992.43    | 0.01%             | 2035-12-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt. Ltd.                                       | Varanasi Aurangabad Nh-2 Tollway Pvt. Ltd.                                       | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $202472.86    | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Philippine Government Bond                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    29530000 | PA      | $540944.55    | 0.03%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                               | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1196000 | PA      | $1239953.00   | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM15, Class A1                                           | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |      200244 | PA      | $199397.29    | 0.01%             | 2064-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                            | TC Ziraat Bankasi A/S                                                            | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      586000 | PA      | $583053.01    | 0.03%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                            | Capstone Copper Corp.                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      230000 | PA      | $229957.77    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3676.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     1009822 | PA      | $906820.08    | 0.05%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing plc                                                              | LSEGA Financing plc                                                              | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     1950000 | PA      | $1820885.57   | 0.10%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13502.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                   | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1228238.81   | 0.06%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                              | Hon Hai Precision Industry Co. Ltd.                                              | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |     1142000 | NS      | $5852297.81   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       53906 | NS      | $6117252.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AREIT Trust                                                                      | AREIT Trust, Series 2022-CRE6, Class AS                                          | CUSIP: 04002VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      946500 | PA      | $943273.81    | 0.05%             | 2037-01-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46932 | PA      | $46950.68     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                   | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       38541 | NS      | $2418833.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      456000 | PA      | $458041.97    | 0.02%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31371MMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         526 | PA      | $537.75       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      721797 | PA      | $595957.68    | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Central Cooling Co. PJSC                                                | National Central Cooling Co. PJSC                                                | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |      957000 | PA      | $905680.88    | 0.05%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4096, Class DZ                                                     | CUSIP: 3137ATAP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233812 | PA      | $218924.63    | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet SA                                                     | SAN Miguel Industrias Pet SA                                                     | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1835277.46   | 0.10%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1    | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7913463 | PA      | $298772.78    | 0.02%             | 2029-07-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      943000 | PA      | $950602.54    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       14193 | NS      | $1410423.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       15378 | NS      | $3566004.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1    | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12638537 | PA      | $178155.34    | 0.01%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36213FTG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29560 | PA      | $29863.02     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2990 | PA      | $2938.82      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      935000 | PA      | $866330.18    | 0.05%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                            | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1795000 | PA      | $1814953.85   | 0.09%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-152, Class XAM  | CUSIP: 3137H9MC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11453817 | PA      | $151112.50    | 0.01%             | 2032-11-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2020-49, Class JA                                                   | CUSIP: 3136BAF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179241 | PA      | $166064.30    | 0.01%             | 2044-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-159, Class XAM  | CUSIP: 3137HAMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12475897 | PA      | $159743.88    | 0.01%             | 2033-08-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152380 | PA      | $142516.21    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138EKET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274364 | PA      | $269406.98    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                             | Muthoot Finance Ltd.                                                             | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      714000 | PA      | $720826.41    | 0.04%             | 2028-02-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K075, Class X1    | CUSIP: 3137F4X98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    74173791 | PA      | $275985.84    | 0.01%             | 2028-02-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1868932 | PA      | $1529038.24   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10419 | PA      | $10435.79     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                        | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      570000 | PA      | $608532.00    | 0.03%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, 30 Year                                                                 | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      916287 | PA      | $891408.38    | 0.05%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                                     | British American Tobacco plc                                                     | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |      139955 | NS      | $6286869.43   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2012-144, Class LB                                                  | CUSIP: 3136ABKG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      783973 | PA      | $751454.82    | 0.04%             | 2033-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75142 | PA      | $69432.20     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31409CA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6796 | PA      | $6998.03      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                               | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      657000 | PA      | $651278.34    | 0.03%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31411VFL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1436 | PA      | $1460.32      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31292LSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      385059 | PA      | $356723.24    | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       20495 | NS      | $2380084.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410F5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3836 | PA      | $3842.67      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2359000 | PA      | $1671500.90   | 0.09%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                              | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      287000 | PA      | $279287.77    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class A2    | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      288736 | PA      | $286089.73    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M4GZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5744 | PA      | $5817.51      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138WFPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      266266 | PA      | $242176.45    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      758525 | PA      | $588805.03    | 0.03%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132A5GP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      796835 | PA      | $694417.99    | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K065, Class A2    | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1555025 | PA      | $1525491.03   | 0.08%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      695000 | PA      | $614163.35    | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2017-H08, Class FM                                                  | CUSIP: 38376R2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      713780 | PA      | $720419.82    | 0.04%             | 2067-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      529000 | PA      | $497403.21    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                          | Kirin Holdings Co. Ltd.                                                          | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      222200 | NS      | $3190758.16   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                              | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      959000 | PA      | $991163.64    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1586000 | PA      | $1601146.30   | 0.08%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2004-60, Class FW                                                   | CUSIP: 31394AWL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20637 | PA      | $20624.50     | 0.00%             | 2034-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18945 | PA      | $19739.44     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8900000 | PA      | $-6679.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2012-40, Class PE                                                   | CUSIP: 3136A5AW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      422025 | PA      | $402295.89    | 0.02%             | 2041-04-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114034 | PA      | $103765.59    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5860.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      629000 | PA      | $610715.53    | 0.03%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                            | Sun Communities, Inc.                                                            | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       91828 | NS      | $11335248.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                        | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      934000 | PA      | $913276.73    | 0.05%             | 2032-10-07      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3182817 | PA      | $3022099.28   | 0.16%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1193000 | PA      | $1141522.05   | 0.06%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                     | JD.com, Inc., Class A                                                            | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       61750 | NS      | $1002986.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2013-102, Class GM                                                  | CUSIP: 3136AGYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800271 | PA      | $768077.17    | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1035518.04   | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1041000 | PA      | $1035689.86   | 0.05%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138E55N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4823 | PA      | $4467.97      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                          | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      453000 | PA      | $481894.61    | 0.03%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     1491000 | PA      | $1305638.76   | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1339720.90   | 0.07%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2012-108, Class KI                                                  | CUSIP: 38378HQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      226456 | PA      | $31164.23     | 0.00%             | 2042-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9137 | PA      | $8340.77      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      677000 | PA      | $659614.64    | 0.03%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        7659 | NS      | $1072949.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA ACES, Series 2024-M6, Class A2                                              | CUSIP: 3136BTGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      771189 | PA      | $751568.80    | 0.04%             | 2027-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      909000 | PA      | $824932.60    | 0.04%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     1116771 | PA      | $1084648.01   | 0.06%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 312932ZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5452 | PA      | $5429.94      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        3182 | NS      | $935667.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      704000 | PA      | $701477.03    | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                         | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      743000 | PA      | $609642.36    | 0.03%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series GG                                          | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      347000 | PA      | $309884.04    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                                                                  | Energuate Trust                                                                  | CUSIP: N/A<br>LEI: 549300RVM37LH8GY7E41       | Long             | DBT              | CORP              | KY        |     1002000 | PA      | $990727.50    | 0.05%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         566 | NC      | $116873.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128PRZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         118 | PA      | $117.57       | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                            | ARI Fleet Lease Trust, Series 2023-A, Class A2                                   | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115922 | PA      | $116132.13    | 0.01%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | USGA              | PE        |      423000 | PA      | $423846.03    | 0.02%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $930821.50    | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                   | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     1098000 | PA      | $765921.24    | 0.04%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1934000 | PA      | $1801443.64   | 0.09%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-164, Class FM                                                  | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      612865 | PA      | $607184.31    | 0.03%             | 2054-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B24, Class XA                              | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6638489 | PA      | $285115.12    | 0.01%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                       | Digital Realty Trust, Inc.                                                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       99881 | NS      | $17131589.12  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      650000 | PA      | $663679.28    | 0.03%             | 2055-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                    | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |      895000 | PA      | $656811.22    | 0.03%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       85850 | NS      | $4777552.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1057000 | PA      | $1062285.00   | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                           | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      309000 | PA      | $306264.51    | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Albania                                                              | Republic of Albania                                                              | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |      795000 | PA      | $878872.62    | 0.05%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp.                                        | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      855000 | PA      | $719232.67    | 0.04%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2018 | PA      | $2100.68      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2013-43, Class MA                                                   | CUSIP: 3136ADY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      385774 | PA      | $364312.17    | 0.02%             | 2033-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       39835 | NS      | $6182790.35   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15985 | PA      | $15034.47     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                                               | Petroleo Brasileiro SA                                                           | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      221128 | NS      | $2551817.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2547 | PA      | $2653.42      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                           | Banco GNB Sudameris SA                                                           | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |     1456000 | PA      | $1415913.55   | 0.07%             | 2031-04-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      590000 | PA      | $583147.71    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | American Homes 4 Rent, Class A                                                   | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      216480 | NS      | $8193768.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                               | Indofood CBP Sukses Makmur Tbk. PT                                               | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     1243000 | PA      | $1125102.05   | 0.06%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      702000 | PA      | $714571.33    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                         | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       59608 | NS      | $3151474.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of India                                                                | Republic of India                                                                | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    38220000 | PA      | $471844.04    | 0.02%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      300767 | NS      | $7065016.83   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      746000 | PA      | $754126.10    | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2014-129, Class BI                                                  | CUSIP: 38379GKK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69796 | PA      | $2678.07      | 0.00%             | 2029-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      247339 | PA      | $223293.44    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2088 | PA      | $2199.85      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7584 | PA      | $7752.45      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K057, Class A2    | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4785283 | PA      | $4696013.34   | 0.25%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                      | Taiwan Semiconductor Manufacturing Co. Ltd.                                      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |       49000 | NS      | $1558117.03   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                       | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $925078.01    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      622856 | PA      | $551951.61    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140AH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177774 | PA      | $179649.35    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      744000 | PA      | $609825.11    | 0.03%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      864000 | PA      | $848880.00    | 0.04%             | 2035-05-06      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                          | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     1083000 | PA      | $1027459.68   | 0.05%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      370833 | PA      | $320905.71    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                               | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1356000 | PA      | $992655.94    | 0.05%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      828000 | PA      | $811167.87    | 0.04%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4543, Class HM                                                     | CUSIP: 3137BMPZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      689981 | PA      | $679658.83    | 0.04%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7500000 | PA      | $6504492.15   | 0.34%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160667 | PA      | $148362.25    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM2, Class A1                                            | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |      594141 | PA      | $595475.79    | 0.03%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM   | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4373949 | PA      | $317359.74    | 0.02%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      214000 | PA      | $252147.13    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128LXE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1517 | PA      | $1522.52      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      507000 | PA      | $509362.63    | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | Cie de Saint-Gobain SA                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       71747 | NS      | $8052013.57   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                                | Manufacturers & Traders Trust Co.                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $1210939.61   | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      826000 | PA      | $576529.30    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      264805 | PA      | $218486.36    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2017-H04, Class BF                                                  | CUSIP: 38376RT22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      317384 | PA      | $320087.19    | 0.02%             | 2067-02-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Nigeria Government Bond                                                          | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1553000 | PA      | $1321119.18   | 0.07%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class XA                 | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     4966787 | PA      | $129192.09    | 0.01%             | 2052-01-15      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-79, Class JI                                                   | CUSIP: 38384AZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      351475 | PA      | $42855.85     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                           | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1204000 | PA      | $1238651.12   | 0.06%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | Federal Realty Investment Trust                                                  | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      104372 | NS      | $9965438.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4940000 | PA      | $4303975.00   | 0.23%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223158 | PA      | $212638.99    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140QEWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116181 | PA      | $96282.10     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                      | United States Small Business Administration, Series 2013-20B, Class 1            | CUSIP: 83162CVH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61434 | PA      | $57247.05     | 0.00%             | 2033-02-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      640178 | PA      | $553602.22    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K740, Class A2    | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $658295.12    | 0.03%             | 2027-09-25      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229699 | PA      | $212205.38    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31335B7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      390198 | PA      | $398266.93    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      757000 | PA      | $662807.35    | 0.03%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                            | DB Insurance Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       24097 | NS      | $1755271.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83455 | PA      | $85308.74     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                     | NBK SPC Ltd.                                                                     | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |      426000 | PA      | $435614.82    | 0.02%             | 2030-06-06      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AREIT LLC                                                                        | AREIT LLC, Series 2023-CRE8, Class A                                             | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      474249 | PA      | $475183.29    | 0.02%             | 2041-08-17      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78078 | PA      | $76788.46     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      717000 | PA      | $658169.50    | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306514 | PA      | $238552.30    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advanced Info Service PCL                                                        | Advanced Info Service PCL                                                        | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |      124000 | NS      | $1095423.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2015-3, Class PC                                                    | CUSIP: 3136AMNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      240724 | PA      | $231815.53    | 0.01%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      795000 | PA      | $813285.00    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      299994 | PA      | $265138.59    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                       | Simon Property Group, Inc.                                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       63275 | NS      | $10318254.25  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      981000 | PA      | $971190.00    | 0.05%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                        | ELM Trust, Series 2024-ELM, Class A10                                            | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030787 | PA      | $1041252.68   | 0.05%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           9 | NC      | $14861.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                           | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      958000 | PA      | $980829.14    | 0.05%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                       | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      449000 | PA      | $464856.15    | 0.02%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |      246177 | NS      | $3625955.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      848000 | PA      | $822151.44    | 0.04%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3772, Class PE                                                     | CUSIP: 3137A4J99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      345794 | PA      | $344499.07    | 0.02%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |     1134000 | PA      | $1095215.82   | 0.06%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-13, Class A1                               | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830994 | PA      | $828784.56    | 0.04%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                                                          | Aramark                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      177100 | NS      | $7172550.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11275000 | PA      | $11204531.25  | 0.59%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                                 | Dua Capital Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      878000 | PA      | $788989.24    | 0.04%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                              | Republic of Ecuador                                                              | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2930000 | PA      | $1565147.40   | 0.08%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15649.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                            | Kingston Airport Revenue Finance Ltd.                                            | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      447000 | PA      | $442485.30    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                       | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1401479.74   | 0.07%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3632, Class PK                                                     | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      184080 | PA      | $186415.76    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       26359 | NS      | $3422452.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140N0TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34961 | PA      | $34690.01     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                           | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      313000 | PA      | $307300.69    | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K066, Class A1    | CUSIP: 3137F2L38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      172962 | PA      | $170873.49    | 0.01%             | 2026-12-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1318000 | PA      | $1141051.49   | 0.06%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                               | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1020000 | PA      | $1060869.63   | 0.06%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467135 | PA      | $401105.50    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                             | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1213481.15   | 0.06%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | New Hampshire Business Finance Authority, Series 2024 A                          | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      630000 | PA      | $642008.43    | 0.03%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      248081 | PA      | $246499.22    | 0.01%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        9514 | NS      | $1924872.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1093000 | PA      | $946538.00    | 0.05%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      629528 | NS      | $2957832.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M6HH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         568 | PA      | $583.01       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                                          | Banco Nacional de Comercio Exterior SNC                                          | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |      454000 | PA      | $455421.02    | 0.02%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H4, Class XA                         | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8754996 | PA      | $208534.38    | 0.01%             | 2051-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       10416 | NS      | $3836108.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      293000 | PA      | $297225.06    | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      131261 | NS      | $7122221.86   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31297V6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3107 | PA      | $3170.33      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $952556.84    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1091000 | PA      | $915349.00    | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       52673 | PA      | $44149.01     | 0.00%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPH Financing International A/S                                                  | EPH Financing International A/S                                                  | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      953000 | PA      | $1167302.28   | 0.06%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| nVent Finance SARL                                                               | nVent Finance SARL                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      952000 | PA      | $950242.52    | 0.05%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |      599000 | PA      | $596218.05    | 0.03%             | 2029-10-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                     | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     1470000 | PA      | $1528876.78   | 0.08%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6774 | PA      | $6776.41      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM3, Class A1                                            | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |      365157 | PA      | $367182.91    | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1097948.61   | 0.06%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                                     | Infosys Ltd.                                                                     | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      105553 | NS      | $1920009.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2024-CBM, Class A2                                   | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      201342 | PA      | $203450.96    | 0.01%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K071, Class A2    | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1033900 | PA      | $1010882.08   | 0.05%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                               | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      672000 | PA      | $665476.78    | 0.03%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1       | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      711746 | PA      | $715627.62    | 0.04%             | 2068-12-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      800000 | PA      | $809884.00    | 0.04%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                       | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      169488 | NS      | $5527003.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      415639 | PA      | $359430.41    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138WGUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      695221 | PA      | $632181.93    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                    | Popular, Inc.                                                                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       10871 | NS      | $1125474.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2012-77, Class MY                                                   | CUSIP: 38375GBQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      120000 | PA      | $107436.61    | 0.01%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1038000 | PA      | $1081405.01   | 0.06%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      388000 | PA      | $270230.27    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1201000 | PA      | $1136746.50   | 0.06%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Petra Diamonds US Treasury plc                                                   | Petra Diamonds US Treasury plc                                                   | CUSIP: N/A<br>LEI: 635400LZYOO6WHAO2H58       | Long             | DBT              | CORP              | GB        |     1636301 | PA      | $871351.05    | 0.05%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      500000 | PA      | $496386.72    | 0.03%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                     | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1178827.25   | 0.06%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.                                     | Kentucky Higher Education Student Loan Corp., Series 2025A-2                     | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      890000 | PA      | $904297.23    | 0.05%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                       | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1747000 | PA      | $1432234.14   | 0.07%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      625000 | PA      | $443063.25    | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      522475 | PA      | $438640.48    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30614 | PA      | $24993.80     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      261144 | NS      | $6766241.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $88782.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140AESU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50545 | PA      | $51078.12     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      885000 | PA      | $755309.37    | 0.04%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | Telefonaktiebolaget LM Ericsson, Class B                                         | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      482428 | NS      | $4100181.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series HH                                          | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      998000 | PA      | $893204.99    | 0.05%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                                                              | Alcon Finance Corp.                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     2224000 | PA      | $2165022.10   | 0.11%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                                                     | Peru LNG Srl                                                                     | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |      310858 | PA      | $287943.60    | 0.02%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      317000 | PA      | $287284.49    | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         852 | PA      | $847.55       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2015-68, Class BW                                                   | CUSIP: 3136AP2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      564516 | PA      | $535604.60    | 0.03%             | 2035-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B26, Class XA                              | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6489212 | PA      | $228033.50    | 0.01%             | 2054-06-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4779 | PA      | $4798.69      | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1209344.07   | 0.06%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     2171000 | PA      | $2283583.52   | 0.12%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      979000 | PA      | $996202.08    | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2237 | PA      | $2286.32      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419EJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57612 | PA      | $57635.08     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1687000 | PA      | $1139912.82   | 0.06%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179XDG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38015 | PA      | $37863.39     | 0.00%             | 2052-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                 | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |      836000 | PA      | $852552.80    | 0.04%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      685000 | PA      | $691969.92    | 0.04%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      588000 | PA      | $546573.11    | 0.03%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                          | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      840000 | PA      | $802692.41    | 0.04%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       78647 | NS      | $4766794.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DNV59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      422826 | PA      | $330871.64    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      762000 | PA      | $751636.80    | 0.04%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                       | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6387195 | PA      | $251080.62    | 0.01%             | 2054-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                    | Massachusetts Educational Financing Authority                                    | CUSIP: 57563RRA9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      255000 | PA      | $245690.74    | 0.01%             | 2027-07-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31406XKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3614 | PA      | $3616.41      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      538000 | PA      | $520629.44    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20526.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      440367 | PA      | $211376.16    | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                         | MF1 Ltd., Series 2021-FL7, Class A                                               | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      681266 | PA      | $680530.48    | 0.04%             | 2036-10-16      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K538, Class X1    | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2651135 | PA      | $64494.42     | 0.00%             | 2030-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1889000 | PA      | $1535031.62   | 0.08%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania (The)                                 | Trustees of the University of Pennsylvania (The), Series 2020                    | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     2127000 | PA      | $1191886.15   | 0.06%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1059000 | PA      | $1070980.28   | 0.06%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1402000 | PA      | $1419363.64   | 0.07%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      705000 | PA      | $721110.15    | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      488000 | PA      | $437920.19    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                         | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      568000 | PA      | $521135.80    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                          | Aristocrat Leisure Ltd.                                                          | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |       74296 | NS      | $2988410.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128KYA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8707 | PA      | $9083.36      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      499000 | PA      | $484209.67    | 0.03%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128LXC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2860 | PA      | $2911.20      | 0.00%             | 2030-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | Wolters Kluwer NV                                                                | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |       11724 | NS      | $2080668.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1       | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353425 | PA      | $350733.40    | 0.02%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BDS LLC                                                                          | BDS LLC, Series 2024-FL13, Class A                                               | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      365500 | PA      | $363324.54    | 0.02%             | 2039-09-19      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      437000 | PA      | $443975.23    | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      698000 | PA      | $712050.84    | 0.04%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Sultanate of Oman Government Bond                                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     3170000 | PA      | $3178102.52   | 0.17%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                     | GEA Group AG                                                                     | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |       14540 | NS      | $972406.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         107 | NC      | $21321.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp.                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1722000 | PA      | $1563528.04   | 0.08%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                      | SierraCol Energy Andina LLC                                                      | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      743000 | PA      | $679319.40    | 0.04%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34803 | PA      | $28055.08     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      454000 | PA      | $368715.60    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140JAGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291460 | PA      | $297812.71    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                             | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A                   | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135683 | PA      | $135576.09    | 0.01%             | 2036-11-25      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                                                     | Ventas, Inc.                                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      193286 | NS      | $12424424.08  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129135 | PA      | $122725.32    | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133506 | PA      | $119374.62    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-83, Class FM                                                   | CUSIP: 38382QWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95266 | PA      | $77968.52     | 0.00%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                        | Tesco plc                                                                        | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     1612109 | NS      | $8427651.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                                     | Iberdrola SA                                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      210214 | NS      | $3838094.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Financiere Richemont SA                                                      | Cie Financiere Richemont SA (Registered)                                         | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        9821 | NS      | $1847851.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      832000 | PA      | $802096.88    | 0.04%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                             | LoanCore Issuer Ltd., Series 2021-CRE5, Class AS                                 | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749387.33    | 0.04%             | 2036-07-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN32, Class XA                                                 | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4783355 | PA      | $151531.89    | 0.01%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4786 | PA      | $3729.99      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1082000 | PA      | $904407.85    | 0.05%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1023389.94   | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1179 | PA      | $1228.20      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                      | United States Small Business Administration, Series 2013-20C, Class 1            | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97801 | PA      | $90855.30     | 0.00%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                        | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |      823000 | PA      | $722073.95    | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                               | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1082000 | PA      | $1118517.50   | 0.06%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4568000 | PA      | $4345131.57   | 0.23%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53188 | PA      | $41478.61     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      940742 | PA      | $825491.70    | 0.04%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp.                                                               | Kimco Realty Corp.                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      464792 | NS      | $9881477.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140HMPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47424 | PA      | $45708.86     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | Enterprise Fleet Financing LLC, Series 2025-1, Class A2                          | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181000 | PA      | $181122.05    | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic (The)                                                         | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3267000 | PA      | $2322837.00   | 0.12%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419AT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99959 | PA      | $100356.58    | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                        | KREF Ltd., Series 2021-FL2, Class A                                              | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      233784 | PA      | $232727.72    | 0.01%             | 2039-02-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                        | Booz Allen Hamilton, Inc.                                                        | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $994473.69    | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K130, Class XAM   | CUSIP: 3137H1YZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3953830 | PA      | $252048.36    | 0.01%             | 2031-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                                  | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A2A                       | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      379000 | PA      | $378754.67    | 0.02%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417YSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10149 | PA      | $10153.30     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14856 | PA      | $14587.25     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      737376 | PA      | $574611.51    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                         | Cousins Properties, Inc.                                                         | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       44668 | NS      | $1253830.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31414QTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1700 | PA      | $1731.61      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jscb Agrobank                                                                    | Jscb Agrobank                                                                    | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      399000 | PA      | $412159.94    | 0.02%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                         | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      324000 | PA      | $312321.94    | 0.02%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                 | Provident Funding Mortgage Trust, Series 2024-1, Class A3                        | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      439174 | PA      | $437205.30    | 0.02%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                                                       | ACREC Ltd., Series 2021-FL1, Class A                                             | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      451065 | PA      | $449862.15    | 0.02%             | 2036-10-16      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K054, Class A2    | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      504824 | PA      | $498734.96    | 0.03%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                             | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       45824 | NS      | $603707.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25942 | PA      | $21152.30     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1075220 | PA      | $937327.10    | 0.05%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17074.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                             | Navistar Financial Dealer Note Master Owner Trust II, Series 2023-1, Class B     | CUSIP: 63938PBV0<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |      218000 | PA      | $218736.32    | 0.01%             | 2028-08-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, 30 Year                                                                 | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      234266 | PA      | $233503.97    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      348000 | PA      | $383263.54    | 0.02%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                             | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      952000 | PA      | $746844.00    | 0.04%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1020978 | PA      | $834230.44    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                         | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      253000 | PA      | $220495.47    | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356741 | PA      | $263149.50    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Nigeria Government Bond                                                          | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      296000 | PA      | $295230.40    | 0.02%             | 2031-06-09      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      911000 | PA      | $915691.60    | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                          | Republic of El Salvador                                                          | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      294000 | PA      | $292200.72    | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67281 | PA      | $54844.99     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                         | MF1 Ltd., Series 2022-FL8, Class A                                               | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1042591 | PA      | $1037930.47   | 0.05%             | 2037-02-19      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1594000 | PA      | $958605.16    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2022-B36, Class XA                              | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6959357 | PA      | $288419.43    | 0.02%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      927000 | PA      | $938570.67    | 0.05%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                    | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1362000 | PA      | $1150413.44   | 0.06%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| ForteBank JSC                                                                    | ForteBank JSC                                                                    | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      287000 | PA      | $283169.47    | 0.01%             | 2030-02-04      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class XA                                  | CUSIP: 054975AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4254952 | PA      | $144817.30    | 0.01%             | 2055-12-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      895893 | PA      | $751447.87    | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29367 | PA      | $22941.86     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                            | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      703000 | PA      | $703878.75    | 0.04%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      188729 | PA      | $92005.39     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      771000 | PA      | $763867.51    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128MJS43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39317 | PA      | $36321.52     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31371LQW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14156 | PA      | $14412.05     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                             | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |      797000 | PA      | $803774.51    | 0.04%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                               | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      895000 | PA      | $917915.41    | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      419000 | PA      | $345126.80    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                     | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1451784.26   | 0.08%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                                      | Biocon Biologics Global plc                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      751000 | PA      | $698838.81    | 0.04%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                            | Holcim Finance US LLC                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      295000 | PA      | $293941.78    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                    | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1023000 | PA      | $1200189.85   | 0.06%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                   | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      619000 | PA      | $550127.58    | 0.03%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15289 | PA      | $15628.25     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2820078 | PA      | $2849000.36   | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2010-116, Class BM                                                  | CUSIP: 31398NQG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109804 | PA      | $107928.23    | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525381 | PA      | $432920.35    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      325000 | PA      | $316395.33    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14600000 | PA      | $-102236.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                | Republic of India                                                                | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   169380000 | PA      | $2081607.46   | 0.11%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2017-H23, Class FB                                                  | CUSIP: 38375US43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      249746 | PA      | $250569.27    | 0.01%             | 2067-11-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      498971 | PA      | $389132.51    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                      | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     2154000 | PA      | $2200835.97   | 0.12%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      875000 | PA      | $778832.92    | 0.04%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2013-1, Class YI                                                    | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398247 | PA      | $28920.41     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29889.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-26, Class E                                                    | CUSIP: 38384J5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      501196 | PA      | $515471.81    | 0.03%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                            | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      644000 | PA      | $609799.45    | 0.03%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31408DV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9034 | PA      | $9383.96      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM3, Class A1       | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      392785 | PA      | $393197.23    | 0.02%             | 2070-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                       | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1272768.42   | 0.07%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128PR3G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          26 | PA      | $25.69        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      435695 | PA      | $359659.75    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140A1D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106281 | PA      | $107398.21    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                               | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      688000 | PA      | $680370.56    | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2110 | PA      | $2198.53      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1692 | PA      | $1739.15      | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2006-60, Class HF                                                   | CUSIP: 31395NTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6710 | PA      | $6707.84      | 0.00%             | 2036-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Marin General Hospital                                                           | Marin General Hospital, Series 2023                                              | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      839000 | PA      | $915446.92    | 0.05%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS           | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      935980 | PA      | $932555.56    | 0.05%             | 2036-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3272000 | PA      | $3196349.92   | 0.17%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                               | Kingdom of Morocco                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     1443000 | PA      | $1626973.19   | 0.09%             | 2035-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274405 | PA      | $256042.98    | 0.01%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                             | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      601000 | PA      | $593487.50    | 0.03%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| IG Group Holdings plc                                                            | IG Group Holdings plc                                                            | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       61500 | NS      | $929711.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133D3L45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      199876 | PA      | $179834.14    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1153928 | PA      | $1056544.64   | 0.06%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273558 | PA      | $213239.31    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                        | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      881000 | PA      | $806016.62    | 0.04%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                          | APA Infrastructure Ltd.                                                          | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      470000 | PA      | $443032.58    | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kao Corp.                                                                        | Kao Corp.                                                                        | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |       24300 | NS      | $1107773.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-H12, Class GF                                                  | CUSIP: 38380QEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      917484 | PA      | $912275.42    | 0.05%             | 2070-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     1013000 | PA      | $1038041.36   | 0.05%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                              | Toyota Tsusho Corp.                                                              | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      216100 | NS      | $4565509.18   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                                    | Medtronic plc                                                                    | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       28822 | NS      | $2391649.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34490 | PA      | $27005.33     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31406V2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2055 | PA      | $2059.82      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                               | Republic of Zambia                                                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      319563 | PA      | $194933.43    | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                       | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      812000 | PA      | $862381.20    | 0.05%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                 | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | NUSS              | RS        |      245000 | PA      | $242785.20    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2895 | PA      | $2962.88      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      701000 | PA      | $695024.65    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97359 | PA      | $92587.85     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138AA5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35005 | PA      | $34361.87     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3923, Class DA                                                     | CUSIP: 3137AFKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      235592 | PA      | $228814.94    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      752000 | PA      | $746871.55    | 0.04%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     1287000 | PA      | $1300648.64   | 0.07%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2025-H04, Class FC                                                  | CUSIP: 38384LAF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      458780 | PA      | $458461.18    | 0.02%             | 2075-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153333 | PA      | $145961.08    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                   | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      819000 | PA      | $727874.78    | 0.04%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M6WA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82883 | PA      | $86452.02     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                         | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      330000 | PA      | $325902.23    | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                            | Petronas Capital Ltd.                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1150000 | PA      | $1139156.09   | 0.06%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1118060.16   | 0.06%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1715000 | PA      | $1635681.25   | 0.09%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                            | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      405000 | PA      | $403728.30    | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      197840 | NS      | $2465086.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229446 | PA      | $225089.90    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      329000 | PA      | $326481.36    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       19169 | NS      | $3461729.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                                          | Eskom Holdings SOC Ltd.                                                          | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |      684000 | PA      | $684383.04    | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      161495 | PA      | $129765.43    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MAU              | CUSIP: 35563P7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      768384 | PA      | $697695.72    | 0.04%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36297H6A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2557 | PA      | $2460.80      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21893 | PA      | $21424.23     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46108 | PA      | $46574.34     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                             | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      593000 | PA      | $576781.45    | 0.03%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      341000 | PA      | $289854.09    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                          | DBS Group Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      178640 | NS      | $6194053.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                    | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |      624000 | PA      | $626227.06    | 0.03%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5607 | PA      | $5581.05      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1058000 | PA      | $1047448.79   | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      582000 | PA      | $582903.30    | 0.03%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      694000 | PA      | $672464.19    | 0.04%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ambev SA                                                                         | Ambev SA                                                                         | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |     1370300 | NS      | $3361361.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                     | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1775000 | PA      | $1445423.80   | 0.08%             | 2055-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      673000 | PA      | $665412.83    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                            | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1911000 | PA      | $1534530.80   | 0.08%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31416XV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22019 | PA      | $21992.07     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                                | Turkiye Ihracat Kredi Bankasi A/S                                                | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      583000 | PA      | $591430.18    | 0.03%             | 2028-02-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2014-122, Class PI                                                  | CUSIP: 38379ETW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      236831 | PA      | $12648.89     | 0.00%             | 2029-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                          | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      740000 | PA      | $763565.30    | 0.04%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3984000 | PA      | $3452432.97   | 0.18%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31693 | PA      | $26004.21     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                                                   | Sunstone Hotel Investors, Inc.                                                   | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      395142 | NS      | $3540472.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                 | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      886000 | PA      | $906728.86    | 0.05%             | 2034-07-05      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       11047 | NS      | $774394.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5427 | PA      | $5389.38      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      463590 | PA      | $403540.44    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                       | Ferguson Enterprises, Inc.                                                       | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1525814.99   | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                               | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1037000 | PA      | $623599.95    | 0.03%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2020-65, Class EI                                                   | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      444760 | PA      | $88175.77     | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200424 | PA      | $196207.89    | 0.01%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                    | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |      821000 | PA      | $723152.07    | 0.04%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132JADZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      252139 | PA      | $224732.43    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                        | EQT Trust, Series 2024-EXTR, Class B                                             | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234585 | PA      | $236628.87    | 0.01%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44916 | PA      | $41596.66     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     2672000 | PA      | $2567196.52   | 0.13%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| MediaTek, Inc.                                                                   | MediaTek, Inc.                                                                   | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |      113000 | NS      | $4685044.82   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306880 | PA      | $250967.36    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      435747 | PA      | $359574.85    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      907000 | PA      | $899353.99    | 0.05%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      710000 | PA      | $695694.83    | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                          | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     3715000 | PA      | $3614695.00   | 0.19%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      406391 | PA      | $317972.63    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                             | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1239045.52   | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                   | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      652000 | PA      | $544420.00    | 0.03%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                                               | Shimamura Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       17100 | NS      | $1188960.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co.                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     2404000 | PA      | $2079670.59   | 0.11%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      929000 | PA      | $1025777.90   | 0.05%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2014-H13, Class FL                                                  | CUSIP: 38375UKZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      162338 | PA      | $162552.85    | 0.01%             | 2064-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                               | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     1147000 | PA      | $1118616.34   | 0.06%             | 2033-04-24      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130856 | PA      | $124688.85    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2015-90, Class UQ                                                   | CUSIP: 3136AQVJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177525 | PA      | $167537.90    | 0.01%             | 2045-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLT VII Finance Sarl                                                             | PLT VII Finance Sarl                                                             | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      924000 | PA      | $1083801.03   | 0.06%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      290789 | PA      | $240368.01    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2111000 | PA      | $1582194.50   | 0.08%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      640000 | PA      | $515998.00    | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1094000 | PA      | $992114.14    | 0.05%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                             | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      400000 | PA      | $413464.25    | 0.02%             | 2028-11-13      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128LXAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6072 | PA      | $6301.10      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5492, Class MB                                                     | CUSIP: 3137HHZ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      377475 | PA      | $375562.55    | 0.02%             | 2055-01-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                | GLS Auto Select Receivables Trust, Series 2023-1A, Class A2                      | CUSIP: 36267FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85322 | PA      | $85482.82     | 0.00%             | 2027-08-16      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2011-52, Class GT                                                   | CUSIP: 38377VGJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      113364 | PA      | $112291.85    | 0.01%             | 2039-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                             | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | NUSS              | ID        |      957000 | PA      | $881144.75    | 0.05%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      645000 | PA      | $637018.13    | 0.03%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM   | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3957955 | PA      | $233865.67    | 0.01%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1939000 | PA      | $1176673.95   | 0.06%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                        | NEC Corp.                                                                        | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       39000 | NS      | $1025852.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                             | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2041000 | PA      | $2002927.66   | 0.10%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1931000 | PA      | $1680481.50   | 0.09%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5058 | PA      | $5177.10      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                               | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1396000 | PA      | $1145090.90   | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      870348 | PA      | $763488.98    | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2017-161, Class DF                                                  | CUSIP: 38380HZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       82891 | PA      | $79738.86     | 0.00%             | 2047-10-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127688.45    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5085, Class IK                                                     | CUSIP: 3137FXSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1165761 | PA      | $190279.18    | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                     | Bacardi Ltd.                                                                     | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     2504000 | PA      | $2241956.78   | 0.12%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292531 | PA      | $295511.29    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                         | CUSIP: 74947LAE4<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |      918000 | PA      | $905396.19    | 0.05%             | 2029-09-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                     | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4400000 | PA      | $3743260.93   | 0.20%             | 2055-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1491000 | PA      | $1511277.60   | 0.08%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                 | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1301000 | PA      | $794735.94    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      531000 | PA      | $548597.03    | 0.03%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      215000 | PA      | $207994.68    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alinea CLO Ltd.                                                                  | Alinea CLO Ltd., Series 2018-1A, Class AR                                        | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      514761 | PA      | $514409.85    | 0.03%             | 2031-07-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 406, Class F36                                                     | CUSIP: 3133Q3JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81017 | PA      | $82154.19     | 0.00%             | 2053-10-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-H23, Class F                                                   | CUSIP: 38376RB70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      205528 | PA      | $205992.83    | 0.01%             | 2066-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1860000 | PA      | $1880155.67   | 0.10%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                           | Republic of Costa Rica                                                           | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1919000 | PA      | $1959778.75   | 0.10%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                                             | Shriram Finance Ltd.                                                             | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      553000 | PA      | $555764.45    | 0.03%             | 2027-04-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      716000 | PA      | $739175.11    | 0.04%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      776000 | PA      | $749077.42    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K059, Class A2    | CUSIP: 3137BSRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1944856 | PA      | $1912963.67   | 0.10%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       18147 | NS      | $2385423.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1421000 | PA      | $1229965.89   | 0.06%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      359326 | PA      | $242623.74    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237661 | PA      | $195473.56    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7191 | PA      | $7469.90      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      675000 | PA      | $679171.49    | 0.04%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                             | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1193000 | PA      | $1192773.33   | 0.06%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      429000 | PA      | $421349.68    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K528, Class X1    | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4906286 | PA      | $154675.57    | 0.01%             | 2029-07-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138LQ2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50518 | PA      | $48031.41     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                             | Cognizant Technology Solutions Corp., Class A                                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       22393 | NS      | $1813609.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      454000 | PA      | $395656.55    | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5367, Class MF                                                     | CUSIP: 3137HB7A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      684910 | PA      | $681968.91    | 0.04%             | 2053-12-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31335AZE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      546112 | PA      | $478262.39    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2319000 | PA      | $2000644.85   | 0.10%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410GRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271677 | PA      | $276593.36    | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                         | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      686000 | PA      | $693891.28    | 0.04%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7644.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      751390 | PA      | $686558.57    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      563000 | PA      | $529069.98    | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class X1    | CUSIP: 3137FEZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    48722505 | PA      | $187562.16    | 0.01%             | 2028-04-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      664703 | PA      | $660311.94    | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1186000 | PA      | $1108281.06   | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K062, Class A2    | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2463294.00   | 0.13%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      497000 | PA      | $499982.00    | 0.03%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116136 | PA      | $110673.74    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | Erste Group Bank AG                                                              | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       11889 | NS      | $956430.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      830000 | PA      | $823686.11    | 0.04%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-84, Class AT                                                   | CUSIP: 38384NWN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1347717 | PA      | $1321467.18   | 0.07%             | 2054-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank ATB                                       | Uzbek Industrial and Construction Bank ATB                                       | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      741000 | PA      | $760266.00    | 0.04%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LAD Auto Receivables Trust, Series 2025-1A, Class A2                             | CUSIP: 505712AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      735000 | PA      | $734261.25    | 0.04%             | 2027-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140MXVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14280 | PA      | $13492.93     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                            | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      936000 | PA      | $781794.00    | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                              | PFS Financing Corp., Series 2023-C, Class B                                      | CUSIP: 69335PEZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208000 | PA      | $210178.63    | 0.01%             | 2028-10-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                     | Bulgarian Energy Holding EAD                                                     | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |     1054000 | PA      | $1140736.59   | 0.06%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1925000 | PA      | $1545044.14   | 0.08%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1719335.12   | 0.09%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1335135.84   | 0.07%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286770 | PA      | $234260.23    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-20, Class PD                                                   | CUSIP: 38384JC85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1060875 | PA      | $1081479.06   | 0.06%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1299258 | PA      | $958209.82    | 0.05%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      498915 | PA      | $509584.09    | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                        | ACREC LLC, Series 2023-FL2, Class A                                              | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      848816 | PA      | $849875.53    | 0.04%             | 2038-02-19      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31405PNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5478 | PA      | $5563.73      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      582000 | PA      | $589051.10    | 0.03%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3727000 | PA      | $3729544.31   | 0.20%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15205 | PA      | $15251.72     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1670000 | PA      | $1447661.21   | 0.08%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      460000 | PA      | $537858.69    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      643000 | PA      | $608599.50    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3350000 | PA      | $-15316.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                               | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     1411000 | PA      | $1389833.87   | 0.07%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-NQM8, Class A1                                            | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      351882 | PA      | $352423.19    | 0.02%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KKVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21332 | PA      | $16719.82     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K072, Class X1    | CUSIP: 3137FEBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207999 | PA      | $1683.11      | 0.00%             | 2027-12-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      592764 | PA      | $550637.94    | 0.03%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22524.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                               | Ooredoo International Finance Ltd.                                               | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      662000 | PA      | $641305.22    | 0.03%             | 2034-10-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      632000 | PA      | $640942.80    | 0.03%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      491000 | PA      | $529930.55    | 0.03%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8694000 | PA      | $456207.85    | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      180865 | PA      | $87086.50     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      451000 | PA      | $467190.90    | 0.02%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5989000 | PA      | $4266460.65   | 0.22%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1974000 | PA      | $1771072.80   | 0.09%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                              | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     1018675 | PA      | $738654.17    | 0.04%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1787000 | PA      | $1565143.95   | 0.08%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                        | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1149000 | PA      | $738872.55    | 0.04%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      113304 | NS      | $10530473.76  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1118000 | PA      | $1118000.00   | 0.06%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                              | PFS Financing Corp., Series 2025-A, Class A                                      | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      692000 | PA      | $691453.18    | 0.04%             | 2029-01-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-104, Class CF                                                  | CUSIP: 3136BUEY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      632547 | PA      | $630593.94    | 0.03%             | 2055-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ETA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226283 | PA      | $233246.69    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                     | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2800000 | PA      | $2175100.28   | 0.11%             | 2055-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | Roche Holding AG                                                                 | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       33307 | NS      | $10744846.29  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64455 | PA      | $53811.88     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      602261 | PA      | $618343.08    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM1, Class A2                                            | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |       79348 | PA      | $79844.12     | 0.00%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202FSD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39243 | PA      | $36978.38     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36225B2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24978 | PA      | $25611.01     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140LSKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229183 | PA      | $232664.83    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-157, Class XAM  | CUSIP: 3137HAAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2600000 | PA      | $55370.38     | 0.00%             | 2033-05-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      646000 | PA      | $666400.18    | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K073, Class X1    | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24390067 | PA      | $180308.45    | 0.01%             | 2028-01-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                      | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      779000 | PA      | $649288.21    | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                                  | Rexford Industrial Realty, Inc.                                                  | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      177999 | NS      | $6272684.76   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-466.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3233, Class PA                                                     | CUSIP: 31397BYP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      256324 | PA      | $267965.79    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17908 | PA      | $16347.35     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XNCU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      370438 | PA      | $345396.52    | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3056 | PA      | $3061.42      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                 | CUSIP: 06000GAA9<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      721000 | PA      | $715324.35    | 0.04%             | 2040-03-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      565350 | PA      | $438146.25    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $948865.82    | 0.05%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Nigeria Government Bond                                                          | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      601000 | PA      | $511263.76    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2011-123, Class MA                                                  | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      324776 | PA      | $313726.47    | 0.02%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      601083 | PA      | $555468.01    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                       | KDDI Corp.                                                                       | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |      616400 | NS      | $10655093.33  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $911155.23    | 0.05%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2480000 | PA      | $1676594.33   | 0.09%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                             | NextEra Energy, Inc.                                                             | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       92748 | NS      | $4143053.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                    | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      638000 | PA      | $600646.59    | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     6800000 | PA      | $-132720.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       14723 | NS      | $4661890.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      561000 | PA      | $565918.35    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53565 | PA      | $49579.50     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27959 | PA      | $26995.73     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                               | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      873000 | PA      | $465789.15    | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 3620AFWD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4677 | PA      | $4509.51      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   186960000 | PA      | $447233.50    | 0.02%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2018-H06, Class KF                                                  | CUSIP: 38380LBW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1244106 | PA      | $1253508.86   | 0.07%             | 2068-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      476000 | PA      | $434699.69    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       30349 | NS      | $2853109.49   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      287916 | PA      | $262160.77    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class X1    | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    42891103 | PA      | $426208.89    | 0.02%             | 2027-07-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M9LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      129799 | PA      | $120288.14    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132JAJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119100 | PA      | $106005.32    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      888000 | PA      | $898140.96    | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                               | Telefonica Celular del Paraguay SA                                               | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |      802000 | PA      | $796787.00    | 0.04%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     1234000 | PA      | $1226932.03   | 0.06%             | 2030-05-14      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                          | Sberbank of Russia PJSC                                                          | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     1738404 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12044000000 | PA      | $740310.45    | 0.04%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140A1VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28696 | PA      | $29025.06     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363833 | PA      | $330496.09    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      284699 | PA      | $284505.08    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                     | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      753000 | PA      | $646089.06    | 0.03%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                            | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $969200.38    | 0.05%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2011-62, Class KF                                                   | CUSIP: 31397U6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39386 | PA      | $38947.74     | 0.00%             | 2041-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K733, Class A2    | CUSIP: 3137FJXQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      850385 | PA      | $847219.06    | 0.04%             | 2025-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      309000 | PA      | $310705.61    | 0.02%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                             | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      576000 | PA      | $595008.00    | 0.03%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K511, Class X1    | CUSIP: 3137HB3H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6096254 | PA      | $85567.02     | 0.00%             | 2028-10-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2013-81, Class PI                                                   | CUSIP: 38378TKC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       87824 | PA      | $1399.23      | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                           | Republic of Montenegro                                                           | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      568000 | PA      | $630680.18    | 0.03%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                 | Jersey Central Power & Light Co., Series WI*                                     | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      282000 | PA      | $275970.65    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      816000 | PA      | $682446.26    | 0.04%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                                                        | DigitalBridge Group, Inc.                                                        | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |       78739 | NS      | $870853.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30356.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133C8PQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17548 | PA      | $17796.33     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M9DT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50147 | PA      | $49430.22     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128PRY29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          15 | PA      | $15.39        | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31405VJP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10046 | PA      | $10148.53     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36297GLY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16549 | PA      | $16349.45     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258582 | PA      | $263474.38    | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                        | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $1056195.92   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                      | United States Small Business Administration, Series 2013-20G, Class 1            | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113969 | PA      | $108819.91    | 0.01%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                                   | Tata Consultancy Services Ltd.                                                   | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       19620 | NS      | $794062.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      662000 | PA      | $454554.81    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                           | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      949000 | PA      | $929020.16    | 0.05%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      492981 | PA      | $489518.86    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                     | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      967000 | PA      | $969746.28    | 0.05%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                            | ReNew Wind Energy AP2                                                            | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      765000 | PA      | $717060.21    | 0.04%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      781943 | PA      | $657081.71    | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     2101000 | PA      | $2136979.63   | 0.11%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                                   | Czech Republic                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    19910000 | PA      | $966872.92    | 0.05%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31297LBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8216 | PA      | $8311.30      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-169, Class XAM  | CUSIP: 3137HK2F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6569974 | PA      | $156394.95    | 0.01%             | 2035-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25765 | PA      | $25355.26     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      262205 | PA      | $215819.82    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-36, Class FB                                                   | CUSIP: 3136BR3E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      644818 | PA      | $644304.42    | 0.03%             | 2054-06-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp., Series A                                                             | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       40929 | NS      | $1781230.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2013-56, Class PK                                                   | CUSIP: 3136AEZE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317370 | PA      | $294602.45    | 0.02%             | 2043-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      740344 | PA      | $580480.98    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                               | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1663000 | PA      | $1677135.50   | 0.09%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2851000 | PA      | $2517937.88   | 0.13%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      710000 | PA      | $725228.79    | 0.04%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      486000 | PA      | $496340.31    | 0.03%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                           | Verisk Analytics, Inc.                                                           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        5507 | NS      | $1729968.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1321569 | PA      | $1212143.09   | 0.06%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2748000 | PA      | $2826790.33   | 0.15%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      223576 | NS      | $2061370.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4243, Class BZ                                                     | CUSIP: 3137B45J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      784604 | PA      | $764264.05    | 0.04%             | 2033-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                 | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      731000 | PA      | $718573.00    | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306575 | PA      | $260947.75    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      637000 | PA      | $619825.51    | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      224471 | PA      | $213938.70    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133W6ZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1183295 | PA      | $1195742.20   | 0.06%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410KA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15712 | PA      | $16060.65     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99728 | PA      | $94571.96     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1481000 | PA      | $1447677.50   | 0.08%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | Southern Gas Corridor CJSC                                                       | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | NUSS              | AZ        |     1530000 | PA      | $1545300.00   | 0.08%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust, Series 2024-1A, Class A2B                 | CUSIP: 96043RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      142201 | PA      | $142227.52    | 0.01%             | 2027-03-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31408GSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2780 | PA      | $2824.65      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51710 | PA      | $47792.29     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4283, Class TZ                                                     | CUSIP: 3137B6HC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      974746 | PA      | $951108.29    | 0.05%             | 2033-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      461000 | PA      | $414427.94    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                          | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      716000 | PA      | $703038.25    | 0.04%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31409WVY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5981 | PA      | $6230.65      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                          | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      708000 | PA      | $708000.00    | 0.04%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                         | KB Financial Group, Inc.                                                         | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |       26626 | NS      | $2004008.78   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-89, Class HF                                                   | CUSIP: 38379XRW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      432185 | PA      | $421951.84    | 0.02%             | 2046-07-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class A2           | CUSIP: 10806HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $549786.60    | 0.03%             | 2027-09-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                               | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1030571.31   | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      272000 | PA      | $266070.80    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      277624 | PA      | $273310.79    | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                                    | WH Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      936000 | NS      | $860796.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                          | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      674000 | PA      | $697805.68    | 0.04%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K125, Class XAM   | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4987462 | PA      | $191806.82    | 0.01%             | 2031-01-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                         | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2668315 | PA      | $133501.39    | 0.01%             | 2054-05-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      404905 | PA      | $150827.11    | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      503458 | PA      | $444832.87    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                                                   | Videotron Ltd.                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     1077000 | PA      | $1062182.42   | 0.06%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                 | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      384000 | PA      | $355078.25    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      826000 | PA      | $494999.81    | 0.03%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2017-H15, Class FB                                                  | CUSIP: 38376R6C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      856807 | PA      | $868174.60    | 0.05%             | 2067-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      554000 | PA      | $528154.04    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                                 | Venezuela Government Bond                                                        | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     6312000 | PA      | $1023806.40   | 0.05%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $878262.00    | 0.05%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      599000 | PA      | $610590.52    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2021-10, Class AC                                                   | CUSIP: 3136BFMA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227114 | PA      | $197976.75    | 0.01%             | 2041-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                               | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      954000 | PA      | $948705.30    | 0.05%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-40, Class FX                                                   | CUSIP: 38383WQB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1202374 | PA      | $1169736.04   | 0.06%             | 2041-09-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1791000 | PA      | $1828185.42   | 0.10%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $384.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard University                                                                | Howard University, Series 2020                                                   | CUSIP: 442851AG6<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |      285000 | PA      | $282041.24    | 0.01%             | 2025-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133WGP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70642 | PA      | $71365.36     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1    | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13942464 | PA      | $564319.82    | 0.03%             | 2029-08-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3113, Class QE                                                     | CUSIP: 31396HE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      173786 | PA      | $177266.76    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                               | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      713000 | PA      | $717742.95    | 0.04%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140HHF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22703 | PA      | $21920.36     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2010-103, Class WA                                                  | CUSIP: 38377DSY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      242265 | PA      | $246561.68    | 0.01%             | 2034-08-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1341000 | PA      | $1213430.67   | 0.06%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5261.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                                                         | Manulife Financial Corp.                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      222375 | NS      | $7081129.09   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      271301 | PA      | $234675.37    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                                          | EnfraGen Energia Sur SA                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      563000 | PA      | $488044.15    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6315.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3129456R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      323047 | PA      | $323601.90    | 0.02%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      769000 | PA      | $742931.68    | 0.04%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2292.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8454 | PA      | $8622.94      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                                     | Americold Realty Trust, Inc.                                                     | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      320414 | NS      | $5309259.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2023-54, Class FD                                                   | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      689493 | PA      | $693732.53    | 0.04%             | 2053-11-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1543000 | PA      | $988641.85    | 0.05%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      640000 | PA      | $586888.79    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                      | United States Small Business Administration, Series 2008-20B, Class 1            | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7654 | PA      | $7677.68      | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1167690.93   | 0.06%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      631000 | PA      | $630744.55    | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      478000 | PA      | $469535.71    | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | Export-Import Bank of India                                                      | CUSIP: 30218VAA4<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1099000 | PA      | $1105824.93   | 0.06%             | 2035-01-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $1013774.28   | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                                   | Magyar Export-Import Bank Zrt.                                                   | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      798000 | PA      | $811342.56    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      905000 | PA      | $913824.24    | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2022-BNK43, Class XA                                                | CUSIP: 06541QBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7900677 | PA      | $407461.64    | 0.02%             | 2055-08-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4471, Class PI                                                     | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18060 | PA      | $1672.48      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                        | United Overseas Bank Ltd.                                                        | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     1677000 | PA      | $1613729.26   | 0.08%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132GEV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111585 | PA      | $111777.12    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      791000 | PA      | $815507.77    | 0.04%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                                    | China Construction Bank Corp., Class H                                           | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     7706000 | NS      | $6891132.10   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1713522 | PA      | $1663770.98   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                   | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      818000 | PA      | $767072.92    | 0.04%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                            | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      992000 | PA      | $993408.64    | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1304070 | PA      | $1304598.54   | 0.07%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138A4XB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      387099 | PA      | $387255.26    | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     2245000 | PA      | $1639209.20   | 0.09%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132GETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10262 | PA      | $10099.84     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      592000 | PA      | $587762.67    | 0.03%             | 2030-04-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1054752.12   | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1036000 | PA      | $748717.99    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2009-68, Class PN                                                   | CUSIP: 38373ATA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      154394 | PA      | $156078.92    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM   | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2188000 | PA      | $48402.50     | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                         | Adani Ports & Special Economic Zone Ltd.                                         | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      865000 | PA      | $677989.60    | 0.04%             | 2041-08-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       48254 | NS      | $3791799.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                       | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      463000 | PA      | $465753.25    | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11509 | PA      | $11262.16     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133B7LC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30621 | PA      | $25094.81     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-11, Class FM                                                   | CUSIP: 3136BUX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      679642 | PA      | $673527.95    | 0.04%             | 2055-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7374.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                             | Navistar Financial Dealer Note Master Owner Trust II, Series 2023-1, Class A     | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |      393000 | PA      | $394255.01    | 0.02%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      877000 | PA      | $815610.00    | 0.04%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1472168.42   | 0.08%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      359034 | PA      | $292934.72    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2188000 | PA      | $1717478.83   | 0.09%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      971000 | PA      | $1146266.86   | 0.06%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      739000 | PA      | $754438.45    | 0.04%             | 2055-06-10      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      681911 | PA      | $667294.85    | 0.03%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Termocandelaria Power SA                                                         | Termocandelaria Power SA                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      847000 | PA      | $844442.06    | 0.04%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K755, Class XAM   | CUSIP: 3137HCKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2871045 | PA      | $62007.39     | 0.00%             | 2031-02-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      303824 | PA      | $280801.44    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                             | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class AS                  | CUSIP: 75575WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      109000 | PA      | $108935.80    | 0.01%             | 2036-11-25      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      468000 | PA      | $442968.48    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                   | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      233360 | NS      | $9745113.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      200376 | NS      | $7662770.18   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138ERQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1069759 | PA      | $1036043.90   | 0.05%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1141993 | PA      | $890150.52    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20486.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      292000 | PA      | $293943.15    | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM   | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2193674 | PA      | $117754.23    | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2018-44, Class PZ                                                   | CUSIP: 3136B13S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1258676 | PA      | $1147197.93   | 0.06%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31296L3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5664 | PA      | $5711.01      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM16, Class A1                                           | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |      392937 | PA      | $392819.90    | 0.02%             | 2064-10-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                            | ARI Fleet Lease Trust, Series 2023-B, Class A2                                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171050 | PA      | $172333.45    | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                     | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      826000 | PA      | $860692.00    | 0.05%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        6538 | NS      | $1524203.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2012-112, Class BY                                                  | CUSIP: 3136A84D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      831869 | PA      | $800303.15    | 0.04%             | 2032-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Sultanate of Oman Government Bond                                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     2105000 | PA      | $2165518.75   | 0.11%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1385000 | PA      | $1366579.50   | 0.07%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      325000 | PA      | $229202.51    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      498854 | PA      | $413322.78    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129946 | PA      | $108072.00    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132CWWF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26435 | PA      | $24510.72     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      324000 | PA      | $296968.40    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      788000 | PA      | $813416.56    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2012-12, Class KN                                                   | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      220582 | PA      | $220224.25    | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                         | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      109000 | PA      | $101716.77    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      360843 | PA      | $327821.52    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                                         | JBS USA Holding Lux SARL                                                         | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      977000 | PA      | $919006.84    | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284157 | PA      | $221408.69    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1811000 | PA      | $1400850.64   | 0.07%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      651654 | PA      | $572543.51    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux Sarl                                                                 | Ambipar Lux Sarl                                                                 | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      488000 | PA      | $456382.48    | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     1081000 | PA      | $1043424.44   | 0.05%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140A1FW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2647711 | PA      | $2677354.58   | 0.14%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                            | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      893000 | PA      | $875140.00    | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Ultra Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -24 | NC      | $-4291.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      691769 | PA      | $590141.28    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-161, Class XAM  | CUSIP: 3137HB3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11781459 | PA      | $199969.06    | 0.01%             | 2033-10-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1561000 | PA      | $1471382.99   | 0.08%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21766 | PA      | $22249.29     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      937000 | PA      | $919938.49    | 0.05%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K737, Class A2    | CUSIP: 3137FQXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1667889 | PA      | $1627995.60   | 0.09%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      853000 | PA      | $779207.03    | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36290VHK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2131 | PA      | $2144.95      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $1093764.12   | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                                   | Prologis, Inc.                                                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      211789 | NS      | $23000285.40  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                                    | Rio Tinto plc                                                                    | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      106057 | NS      | $6290277.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      804000 | PA      | $704709.05    | 0.04%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417NB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6127 | PA      | $6134.54      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       74882 | NS      | $10765036.32  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7333000 | PA      | $6680191.11   | 0.35%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2025-H05, Class F                                                   | CUSIP: 38384LCT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1023666 | PA      | $1018232.92   | 0.05%             | 2075-02-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                     | Islamic Republic of Pakistan                                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      557000 | PA      | $543757.59    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                               | Ryman Hospitality Properties, Inc.                                               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       35739 | NS      | $3470614.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      592000 | PA      | $595798.06    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Nigeria Government Bond                                                          | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      632000 | PA      | $632078.60    | 0.03%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Notas do Tesouro Nacional                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     5356000 | PA      | $845727.34    | 0.04%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                     | Mattel, Inc.                                                                     | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      790000 | PA      | $745231.41    | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2099737.66   | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21783.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3897 | PA      | $3751.21      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31371LTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2295 | PA      | $2334.62      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K734, Class A2    | CUSIP: 3137FLN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      669371 | PA      | $663781.03    | 0.03%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9326 | PA      | $9348.31      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-98, Class FJ                                                   | CUSIP: 3136BUSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      871875 | PA      | $870934.19    | 0.05%             | 2053-12-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1216000 | PA      | $1114384.27   | 0.06%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5810.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                               | Republic of Serbia                                                               | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      647000 | PA      | $641365.43    | 0.03%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13841 | PA      | $13708.26     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                               | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1385704.69   | 0.07%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62542 | PA      | $52229.06     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31411GNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7340 | PA      | $7664.22      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417NCH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7231 | PA      | $7234.45      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                             | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     3361000 | PA      | $2819879.00   | 0.15%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3755000 | PA      | $3681513.49   | 0.19%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      236919 | PA      | $218626.84    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                      | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      811000 | PA      | $555976.14    | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                 | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       66235 | NS      | $3885169.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                                              | Flowers Foods, Inc.                                                              | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1049623.50   | 0.05%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2013-6, Class GI                                                    | CUSIP: 38378FJG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      676831 | PA      | $102705.12    | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                    | Paychex, Inc.                                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      372000 | PA      | $376823.10    | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2017-30, Class VH                                                   | CUSIP: 3136AWQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      285076 | PA      | $277482.07    | 0.01%             | 2030-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                                        | BXP, Inc.                                                                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      125792 | NS      | $8469575.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-46, Class AM                                                   | CUSIP: 3136BSJF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      487534 | PA      | $489048.19    | 0.03%             | 2054-07-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2022-29, Class MG                                                   | CUSIP: 3136BM3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86904 | PA      | $86321.22     | 0.00%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      384005 | PA      | $376948.23    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311857 | PA      | $296333.76    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | Nestle SA (Registered)                                                           | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       24326 | NS      | $2592211.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      295896 | PA      | $281766.99    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143698 | PA      | $118587.50    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      423009 | PA      | $349783.71    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                               | Ma'aden Sukuk Ltd.                                                               | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |      581000 | PA      | $586862.29    | 0.03%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                            | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      781000 | PA      | $722085.42    | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                              | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      324000 | PA      | $327990.18    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      560000 | PA      | $466586.32    | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | Sultanate of Oman Government Bond                                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1218000 | PA      | $1191715.56   | 0.06%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $612.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                 | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      956000 | PA      | $941103.24    | 0.05%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                                    | Healthcare Realty Trust, Inc.                                                    | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      341570 | NS      | $4952765.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      709000 | PA      | $725784.16    | 0.04%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      629096 | PA      | $295675.12    | 0.02%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Sri Lanka Government Bond                                                        | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      246839 | PA      | $229559.85    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K068, Class X1    | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    32050944 | PA      | $254436.42    | 0.01%             | 2027-08-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      668000 | PA      | $700080.70    | 0.04%             | 2028-10-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      538000 | PA      | $540066.14    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1771000 | PA      | $1713906.98   | 0.09%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31413ECR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4982 | PA      | $5191.44      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31415PNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         857 | PA      | $872.98       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      699486 | PA      | $698027.55    | 0.04%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2013-84, Class CY                                                   | CUSIP: 3136AF5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1328840 | PA      | $1276095.98   | 0.07%             | 2033-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                            | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      794000 | PA      | $791991.18    | 0.04%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         940 | PA      | $961.76       | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140MJU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29265 | PA      | $24936.35     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-168, Class XAM  | CUSIP: 3137HJ6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17854931 | PA      | $168164.88    | 0.01%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       68206 | NS      | $7280308.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       57185 | NS      | $10642700.35  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      376231 | PA      | $323134.50    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B27, Class XA                              | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7379671 | PA      | $392574.87    | 0.02%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61503 | PA      | $62140.12     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107490 | PA      | $102815.31    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      625000 | PA      | $633150.00    | 0.03%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2012-44, Class IK                                                   | CUSIP: 3136A5C38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36818 | PA      | $1484.17      | 0.00%             | 2031-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                | Algonquin Power & Utilities Corp.                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      475000 | PA      | $477257.26    | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4533, Class GA                                                     | CUSIP: 3137BMFL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14837 | PA      | $14802.39     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      556000 | PA      | $463751.63    | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                      | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      844000 | PA      | $962473.71    | 0.05%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                         | Argentine Republic                                                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3925000 | PA      | $2437425.00   | 0.13%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     1017000 | PA      | $961037.28    | 0.05%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-NQM1, Class A1                                            | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      293975 | PA      | $295108.54    | 0.02%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4630, Class MA                                                     | CUSIP: 3137BSY98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      407151 | PA      | $402317.38    | 0.02%             | 2055-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1088112.83   | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                                                | CLP Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      121500 | NS      | $1030117.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                                             | Douglas Emmett, Inc.                                                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      220501 | NS      | $3137729.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      217038 | PA      | $104720.84    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      954000 | PA      | $954930.36    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       71258 | PA      | $65113.44     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                            | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      839000 | PA      | $830894.58    | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132J8ZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62730 | PA      | $55793.86     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                                      | Anhui Conch Cement Co. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |     1384000 | NS      | $3597950.79   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      478691 | PA      | $440366.53    | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | Republic of Serbia                                                               | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      429000 | PA      | $392193.54    | 0.02%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1263000 | PA      | $1182540.59   | 0.06%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Finning International, Inc.                                                      | Finning International, Inc.                                                      | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |       47274 | NS      | $1745109.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      977000 | PA      | $749796.45    | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      706000 | PA      | $666702.90    | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      343589 | PA      | $286950.87    | 0.02%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      724000 | PA      | $750644.48    | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      485000 | PA      | $491013.79    | 0.03%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2438000 | PA      | $2341365.51   | 0.12%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                              | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      745000 | PA      | $753700.11    | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412LKF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1456 | PA      | $1475.58      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                    | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1152187.85   | 0.06%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5500, Class KF                                                     | CUSIP: 3137HJBF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1427196 | PA      | $1424958.63   | 0.07%             | 2054-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     1580000 | PA      | $1562439.36   | 0.08%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                   | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3443822 | PA      | $235327.01    | 0.01%             | 2054-02-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31297CW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25231 | PA      | $25707.50     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2016-82, Class FD                                                   | CUSIP: 3136AUAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      879650 | PA      | $868156.91    | 0.05%             | 2046-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         663 | PA      | $675.27       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412V6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         423 | PA      | $428.57       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                          | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      843000 | PA      | $832472.62    | 0.04%             | 2034-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       10122 | NS      | $856726.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 90015WAQ6<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      712000 | PA      | $697940.34    | 0.04%             | 2030-01-07      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | Heidelberg Materials AG                                                          | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       33187 | NS      | $6498291.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        6339 | NS      | $688225.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      611817 | PA      | $483294.58    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                                        | KREF Ltd., Series 2021-FL2, Class AS                                             | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      526000 | PA      | $522229.63    | 0.03%             | 2039-02-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1721 | PA      | $1728.07      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      106000 | PA      | $111556.72    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1234496.25   | 0.06%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100505 | PA      | $98799.39     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3129456V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46669 | PA      | $45779.39     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC SARL                                                   | Chile Electricity Lux MPC SARL                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      445470 | PA      | $457163.59    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1535372.34   | 0.08%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $1068822.08   | 0.06%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1395531.41   | 0.07%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-165, Class XAM  | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1508629 | PA      | $105320.86    | 0.01%             | 2034-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                           | Cellnex Finance Co. SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1551000 | PA      | $1183276.36   | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                               | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      717000 | PA      | $719151.00    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                                              | Doosan Bobcat, Inc.                                                              | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |       43895 | NS      | $1491328.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      973000 | PA      | $987308.94    | 0.05%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                          | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      736000 | PA      | $454480.00    | 0.02%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140KTTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38584 | PA      | $28537.71     | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2080.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133BNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90751 | PA      | $91738.86     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7328000 | PA      | $5280740.00   | 0.28%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      705000 | PA      | $527839.49    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                            | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2461000 | PA      | $2085270.12   | 0.11%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                               | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1922000 | PA      | $1381553.90   | 0.07%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                             | Sompo Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |       64100 | NS      | $1954249.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2012-23, Class CE                                                   | CUSIP: 3136A4ES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205991 | PA      | $209358.17    | 0.01%             | 2042-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      640000 | PA      | $640161.91    | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2050 | PA      | $2042.69      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165292 | PA      | $157173.28    | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFS High Yield Pooled Portfolio                                                  | MFS High Yield Pooled Portfolio                                                  | CUSIP: 552984668<br>LEI: 549300B758U8480GXX22 | Long             |  | RF                | US        |    52054285 | NS      | $432050563.91 | 22.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government International Bond                                              | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      533000 | PA      | $493906.53    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1249559 | PA      | $1089362.68   | 0.06%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      720000 | PA      | $733896.00    | 0.04%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419HBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10009 | PA      | $10013.28     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6034500 | PA      | $5697180.86   | 0.30%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 2962, Class KF                                                     | CUSIP: 31395TR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23052 | PA      | $22837.30     | 0.00%             | 2035-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                       | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      716000 | PA      | $710149.06    | 0.04%             | 2032-04-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                                       | Highwoods Properties, Inc.                                                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      262343 | NS      | $7791587.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      409715 | PA      | $384649.46    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1234000 | PA      | $1336617.76   | 0.07%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7474 | PA      | $7639.63      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2016-19, Class AH                                                   | CUSIP: 3136ARB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      976038 | PA      | $932903.82    | 0.05%             | 2046-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      723000 | PA      | $710347.98    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41534.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                      | National Bank of Uzbekistan                                                      | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | USGA              | UZ        |      668000 | PA      | $688883.63    | 0.04%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1323000 | PA      | $1243384.20   | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      277000 | PA      | $259244.30    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1184000 | PA      | $1201106.25   | 0.06%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                         | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     1401000 | PA      | $1367829.88   | 0.07%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                            | Leidos Holdings, Inc.                                                            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       23386 | NS      | $3473288.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                               | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      336000 | PA      | $323517.60    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                       | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      758000 | PA      | $578952.18    | 0.03%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2016-30, Class PA                                                   | CUSIP: 3136AR2J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      297572 | PA      | $280763.36    | 0.01%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5502, Class FD                                                     | CUSIP: 3137HJSW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      642160 | PA      | $645631.65    | 0.03%             | 2055-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2009-121, Class MI                                                  | CUSIP: 38375AVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73912 | PA      | $11782.73     | 0.00%             | 2039-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209461 | PA      | $173663.82    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      819000 | PA      | $745621.71    | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1486000 | PA      | $1440360.68   | 0.08%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1430693.40   | 0.07%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31406LYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1946 | PA      | $1979.65      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                             | Bulgaria Government Bond                                                         | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      293000 | PA      | $338690.95    | 0.02%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM   | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9928903 | PA      | $772168.80    | 0.04%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1023946 | PA      | $858237.69    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-7, Class FE                                                    | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1440169 | PA      | $1435372.64   | 0.08%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1714000 | PA      | $1390348.60   | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1068000 | PA      | $1072736.74   | 0.06%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2015-87, Class BF                                                   | CUSIP: 3136AQWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91548 | PA      | $89978.90     | 0.00%             | 2045-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                      | United States Small Business Administration, Series 2013-20I, Class 1            | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      104954 | PA      | $101451.60    | 0.01%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM   | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5826990 | PA      | $262321.18    | 0.01%             | 2031-09-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      484000 | PA      | $485924.87    | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                                                        | Gerdau SA (Preference)                                                           | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |      371658 | NS      | $990958.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1366000 | PA      | $1166729.11   | 0.06%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                         | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1214000 | PA      | $1248458.18   | 0.07%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 3531, Class FA                                                     | CUSIP: 31398CUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28499 | PA      | $28417.31     | 0.00%             | 2039-05-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      358000 | PA      | $336627.40    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      594975 | PA      | $498688.15    | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                          | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1178268.39   | 0.06%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                               | LPL Holdings, Inc.                                                               | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1210370.05   | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                         | Bimbo Bakeries USA, Inc.                                                         | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      317000 | PA      | $328925.86    | 0.02%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      521561 | PA      | $438678.36    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                                 | QNB Finance Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |     1129000 | PA      | $1093622.79   | 0.06%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                    | Entergy Corp.                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       55770 | NS      | $4644525.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202DYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39041 | PA      | $38637.68     | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                      | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      493000 | PA      | $499777.57    | 0.03%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      829000 | PA      | $841136.56    | 0.04%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      741000 | PA      | $732560.01    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MF1                                                                              | MF1, Series 2024-FL15, Class A                                                   | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1151000 | PA      | $1151153.08   | 0.06%             | 2041-08-18      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31412QF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1229 | PA      | $1229.03      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417N4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13026 | PA      | $13031.22     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140N2N56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      409637 | PA      | $397123.92    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      810000 | PA      | $566355.79    | 0.03%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9178 | PA      | $8487.72      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      986000 | PA      | $975542.20    | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92146 | PA      | $85345.58     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                            | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      638000 | PA      | $578602.20    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-51, Class CF                                                   | CUSIP: 38384KSF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      216259 | PA      | $216898.75    | 0.01%             | 2064-03-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1763000 | PA      | $1693306.41   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                   | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1351000 | PA      | $978627.25    | 0.05%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                           | Republic of Azerbaijan                                                           | CUSIP: N/A<br>LEI: 7890009G02BUL1M3LS88       | Long             | DBT              | NUSS              | AZ        |      857000 | PA      | $750180.09    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class X1    | CUSIP: 3137F4D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    58188356 | PA      | $424920.47    | 0.02%             | 2028-01-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35480 | PA      | $26161.32     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24059 | PA      | $22051.44     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      581000 | PA      | $570861.55    | 0.03%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3415 | PA      | $3438.65      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2965000 | PA      | $3112555.06   | 0.16%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 31335B7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      366426 | PA      | $368402.68    | 0.02%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                            | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1063000 | PA      | $869951.29    | 0.05%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nomad Foods Ltd.                                                                 | Nomad Foods Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |       48948 | NS      | $856590.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       13853 | NS      | $2973546.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        9423 | NS      | $1721016.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5893000 | PA      | $5752120.47   | 0.30%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      796000 | PA      | $798023.32    | 0.04%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                         | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A2B               | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      486001 | PA      | $485831.20    | 0.03%             | 2028-02-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                      | Hellenic Telecommunications Organization SA                                      | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |      156839 | NS      | $3025627.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36202EDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3711 | PA      | $3778.24      | 0.00%             | 2035-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2114000 | PA      | $1979613.65   | 0.10%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140X6EF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299992 | PA      | $306278.37    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                   | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      832000 | PA      | $580608.30    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8190000 | PA      | $24890.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      251955 | PA      | $222092.00    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      337709 | PA      | $321825.64    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                             | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      795000 | PA      | $832172.44    | 0.04%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1120937.22   | 0.06%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Republic of Paraguay                                                             | CUSIP: 699149AM2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      942000 | PA      | $942423.90    | 0.05%             | 2033-08-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | Icon Investments Six DAC                                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     1724000 | PA      | $1752361.56   | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140A0UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      303684 | PA      | $306888.02    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      851000 | PA      | $858672.25    | 0.04%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2024-99, Class FE                                                   | CUSIP: 3136BUMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1307067 | PA      | $1305722.37   | 0.07%             | 2055-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      214698 | NS      | $1517528.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      362000 | PA      | $377004.44    | 0.02%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      542287 | PA      | $447543.23    | 0.02%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138EK6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255549 | PA      | $242785.74    | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      774372 | PA      | $768636.30    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      811817 | PA      | $743221.59    | 0.04%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                     | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      801000 | PA      | $805023.89    | 0.04%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3128M5M56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13389 | PA      | $13704.10     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      778000 | PA      | $684811.16    | 0.04%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      360000 | PA      | $330971.66    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                          | Bermuda Government Bond                                                          | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     2322000 | PA      | $1475561.34   | 0.08%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32499 | PA      | $33220.59     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                      | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |      800000 | PA      | $814322.45    | 0.04%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                            | Ashtead Capital, Inc.                                                            | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      408000 | PA      | $405265.27    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      969000 | PA      | $794892.27    | 0.04%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1184733.92   | 0.06%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                    | Massachusetts Educational Financing Authority, Series 2024A                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      760000 | PA      | $742054.58    | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                    | Sammons Financial Group, Inc.                                                    | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1147548.82   | 0.06%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28707 | PA      | $22604.72     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      780000 | PA      | $782022.52    | 0.04%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                               | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      751000 | PA      | $743681.41    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                        | Republic of Turkiye (The)                                                        | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1575000 | PA      | $1130501.93   | 0.06%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19898 | PA      | $19035.33     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      420201 | PA      | $364201.68    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      910913 | PA      | $776098.12    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4474, Class HJ                                                     | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90657 | PA      | $86341.63     | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                             | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1152000 | PA      | $1117440.00   | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                                        | Extra Space Storage, Inc.                                                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       79133 | NS      | $11960952.95  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA                    | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8577615 | PA      | $275990.78    | 0.01%             | 2072-12-15      | Variable      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K741, Class A2    | CUSIP: 3137FF3X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1292375 | PA      | $1212621.25   | 0.06%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      848000 | PA      | $736011.30    | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                   | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      780000 | PA      | $747560.72    | 0.04%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      730000 | PA      | $727554.50    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                              | American Transmission Systems, Inc.                                              | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $264434.77    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                             | CUSIP: 36200J6N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2329 | PA      | $2346.94      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      418620 | PA      | $397832.56    | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                            | CUSIP: 3132GLGN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10848 | PA      | $10056.13     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co.                                                            | Lamar Advertising Co., Class A                                                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       27603 | NS      | $3327265.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B            | CUSIP: 55282XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1241000 | PA      | $1224640.02   | 0.06%             | 2036-07-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      584000 | PA      | $598012.67    | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2024-1, Class A2                              | CUSIP: 92540EAB9<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      184457 | PA      | $184749.24    | 0.01%             | 2069-01-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |      217000 | PA      | $220352.65    | 0.01%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                              | Japan Tobacco, Inc.                                                              | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     1013000 | PA      | $1033802.33   | 0.05%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |      870000 | PA      | $769158.30    | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      817000 | PA      | $793373.32    | 0.04%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2024-7, Class A1                              | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     1165045 | PA      | $1158102.64   | 0.06%             | 2069-09-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      594000 | PA      | $589084.34    | 0.03%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      918000 | PA      | $991666.09    | 0.05%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140XCST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155070 | PA      | $114425.13    | 0.01%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140AAEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72591 | PA      | $73356.45     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4231, Class FD                                                     | CUSIP: 3137B3HY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33006 | PA      | $32985.09     | 0.00%             | 2032-10-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1116405 | PA      | $912555.50    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                          | Hazine Mustesarligi Varlik Kiralama A/S                                          | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      631000 | PA      | $629688.68    | 0.03%             | 2030-04-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31404GYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13233 | PA      | $13646.25     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3138EPS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111952 | PA      | $106478.31    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-H22, Class FA                                                  | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      524325 | PA      | $525641.39    | 0.03%             | 2066-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                | GLS Auto Select Receivables Trust, Series 2023-2A, Class A2                      | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      188394 | PA      | $189901.86    | 0.01%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      581000 | PA      | $558508.61    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73873.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Small Business Administration                                      | United States Small Business Administration, Series 2013-20H, Class 1            | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149561 | PA      | $142923.39    | 0.01%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      781000 | PA      | $784667.74    | 0.04%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1397000 | PA      | $1454278.58   | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                      | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1405852.88   | 0.07%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       23194 | NS      | $20615291.08  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      963000 | PA      | $976091.34    | 0.05%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      413782 | PA      | $345719.14    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                      | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1857000 | PA      | $1594796.02   | 0.08%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                            | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      641000 | PA      | $598061.11    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Albania                                                              | Republic of Albania                                                              | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |      601000 | PA      | $719020.30    | 0.04%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                             | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      593622 | PA      | $483719.58    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      532000 | PA      | $505025.95    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31406PDM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4551 | PA      | $4635.41      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      932000 | PA      | $904133.16    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                             | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1411515 | PA      | $1153922.59   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer