# EDGAR Filing Document

**Accession Number:** 0000809173
**File Stem:** 0001752724-23-066017
**Filing Date:** 2023-3
**Character Count:** 552715
**Document Hash:** 4fbaa1cb6a876c020328c3ed501caa84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066017.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066017

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS MULTIMARKET INCOME TRUST
- **CENTRAL INDEX KEY:** 0000809173
- **IRS NUMBER:** 046562226
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04975
- **FILM NUMBER:** 23761536

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS HIGH YIELD MARKETS TRUST
- **DATE OF NAME CHANGE:** 19870204

## Nport-Ex

![](imgbead618e1.gif)

### Quarterly Report
January 31, 2023

MFS<sup>®</sup> Multimarket<br> Income Trust

![](img8b8f11522.gif)

MMT-Q1

------

### Portfolio of Investments
1/31/23 (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 – 129.4% | Bonds – 129.4% | Bonds – 129.4% |
| Aerospace & Defense – 1.8% | Aerospace & Defense – 1.8% | Aerospace & Defense – 1.8% |
| Boeing Co., 5.805%, 5/01/2050 | $&nbsp;&nbsp;&nbsp;396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$404276 |
| Bombardier, Inc., 7.5%, 3/15/2025 (n) | &nbsp;&nbsp;&nbsp;314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314393 |
| Bombardier, Inc., 7.125%, 6/15/2026 (n) | &nbsp;&nbsp;&nbsp;402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401039 |
| Bombardier, Inc., 7.5%, 2/01/2029 (n) | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279728 |
| F-Brasile S.p.A./F-Brasile U.S. LLC, 7.375%, 8/15/2026 (n) | &nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659601 |
| Moog, Inc., 4.25%, 12/15/2027 (n) | &nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853300 |
| Raytheon Technologies Corp., 2.82%, 9/01/2051 | &nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438163 |
| TransDigm, Inc., 6.25%, 3/15/2026 (n) | &nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619782 |
| TransDigm, Inc., 6.375%, 6/15/2026 | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562866 |
| TransDigm, Inc., 5.5%, 11/15/2027 | &nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510912 |
| TransDigm, Inc., 4.625%, 1/15/2029 | &nbsp;&nbsp;&nbsp;493000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444765 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$5488825 |
| Airlines – 0.2% | Airlines – 0.2% | Airlines – 0.2% |
| EasyJet Finco B.V., 1.875%, 3/03/2028 | &nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$473437 |
| Alcoholic Beverages – 0.0% | Alcoholic Beverages – 0.0% | Alcoholic Beverages – 0.0% |
| Pernod Ricard S.A., 3.75%, 11/02/2032 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$110776 |
| Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% | Apparel Manufacturers – 0.1% |
| Tapestry, Inc., 3.05%, 3/15/2032 | $&nbsp;&nbsp;&nbsp;424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$347548 |
| Asset-Backed & Securitized – 4.6% | Asset-Backed & Securitized – 4.6% | Asset-Backed & Securitized – 4.6% |
| 3650R Commercial Mortgage Trust, 2021-PF1, "XA", 1.029%, 11/15/2054 (i) | $3733723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$211710 |
| AA Bond Co. Ltd., 3.25%, 7/31/2028 | &nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453314 |
| ACRES 2021-FL2 Issuer Ltd., "B", FLR, 6.714% (LIBOR - 1mo. + 2.25%), 1/15/2037 (n) | $&nbsp;&nbsp;&nbsp;387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373985 |
| Arbor Realty Trust, Inc., CLO, 2021-FL1, "C", FLR, 6.423% (LIBOR - 1mo. + 2%), 12/15/2035 (n) | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94701 |
| Arbor Realty Trust, Inc., CLO, 2021-FL2, "C", FLR, 6.404% (LIBOR - 1mo. + 1.95%), 5/15/2036 (n) | &nbsp;&nbsp;&nbsp;471500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440678 |
| Arbor Realty Trust, Inc., CLO, 2022-FL1, "D", FLR, 7.278% (SOFR - 30 day + 3%), 1/15/2037 (n) | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564377 |
| AREIT 2022-CRE6 Trust, "D", FLR, 7.16% (SOFR - 30 day + 2.85%), 12/17/2024 (n) | &nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116621 |
| Bayview Financial Revolving Mortgage Loan Trust, FLR, 6.147% (LIBOR - 1mo. + 1.6%), 12/28/2040 (n) | &nbsp;&nbsp;&nbsp;433079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539120 |
| BBCMS Mortgage Trust, 2020-C7, "XA", 1.622%, 4/15/2053 (i) | &nbsp;&nbsp;&nbsp;990306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71559 |
| BBCMS Mortgage Trust, 2021-C10, "XA", 1.296%, 7/15/2054 (i) | &nbsp;&nbsp;&nbsp;991260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72044 |
| BBCMS Mortgage Trust, 2021-C9, "XA", 1.624%, 2/15/2054 (i) | 6570823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596947 |
| Benchmark 2021-B23 Mortgage Trust, "XA", 1.271%, 2/15/2054 (i) | 4040555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273165 |
| Benchmark 2021-B24 Mortgage Trust, "XA", 1.151%, 3/15/2054 (i) | 2043047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124742 |
| Benchmark 2021-B26 Mortgage Trust, "XA", 0.886%, 6/15/2054 (i) | 7102132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349540 |
| Benchmark 2021-B27 Mortgage Trust, "XA", 1.267%, 7/15/2054 (i) | 7129352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514691 |
| Benchmark 2022-B36 Mortgage Trust, "XA", 0.638%, 7/15/2055 (i) | 8711547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428967 |
| BSPRT 2021-FL7 Issuer Ltd., "C", FLR, 6.754% (LIBOR - 1mo. + 2.3%), 12/15/2038 (n) | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92714 |
| Business Jet Securities LLC, 2020-1A, "A", 2.981%, 11/15/2035 (n) | &nbsp;&nbsp;&nbsp;183781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168625 |
| Business Jet Securities LLC, 2021-1A, "B", 2.918%, 4/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;69750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60767 |
| Capital Automotive, 2020-1A, "A4", REIT, 3.19%, 2/15/2050 (n) | &nbsp;&nbsp;&nbsp;144267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136285 |
| Capital Automotive, 2020-1A, "B1", REIT, 4.17%, 2/15/2050 (n) | &nbsp;&nbsp;&nbsp;437500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404640 |
| CF Hippolyta Issuer LLC, 2020-1, "B1", 2.28%, 7/15/2060 (n) | &nbsp;&nbsp;&nbsp;&nbsp;90251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80296 |
| Commercial Mortgage Pass-Through Certificates, 2021-BN32, "XA", 0.779%, 4/15/2054 (i) | 3619281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157497 |
| Crest Ltd., CDO, 7%, (0.001% cash or 7% PIK) 1/28/2040 (a)(p) | 4324931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| HarbourView CLO VII Ltd., 7RA, "B", FLR, 6.494% (LIBOR - 3mo. + 1.7%), 7/18/2031 (n) | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399497 |
| LoanCore 2021-CRE5 Ltd., "AS", FLR, 6.204% (LIBOR - 1mo. + 1.75%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;938000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889383 |
| LoanCore 2021-CRE5 Ltd., "B", FLR, 6.454% (LIBOR - 1mo. + 2%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;464500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438781 |
| MF1 2021-FL5 Ltd., "C", FLR, 6.297% (LIBOR - 1mo. + 1.7%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;401500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374726 |
| MF1 2021-FL5 Ltd., "D", FLR, 7.097% (LIBOR - 1mo. + 2.5%), 7/15/2036 (n) | &nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704061 |
| MF1 2021-FL6 Ltd., "B", FLR, 6.12% (LIBOR - 1mo. + 1.65%), 7/16/2036 (n) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949507 |
| Morgan Stanley Capital I Trust, 2021-L5, "XA", 1.296%, 5/15/2054 (i) | 1822193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126086 |
| Morgan Stanley Capital I Trust, 2021-L6, "XA", 1.227%, 6/15/2054 (i) | 2770399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175830 |
| PFP III 2021-7 Ltd., "B", FLR, 5.854% (LIBOR - 1mo. + 1.4%), 4/14/2038 (n) | &nbsp;&nbsp;&nbsp;163992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153496 |

---

------

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 |
| PFP III 2021-7 Ltd., "C", FLR, 6.104% (LIBOR - 1mo. + 1.65%), 4/14/2038 (n) | $&nbsp;&nbsp;&nbsp;199990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$186107 |
| RAC Bond Co. PLC, 4.87%, 5/06/2026 | &nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301387 |
| Securitized Term Auto Receivable Trust, 2019-CRTA, "C", 2.849%, 3/25/2026 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;81686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81348 |
| TPG Real Estate Finance, 2021-FL4, "B", FLR, 6.314% (LIBOR - 1mo. + 1.85%), 3/15/2038 (n) | &nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322957 |
| Wells Fargo Commercial Mortgage Trust, 2021-C59, "XA", 1.535%, 4/15/2054 (i) | 2313021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192315 |
| Wells Fargo Commercial Mortgage Trust, 2021-C60, "XA", 1.547%, 8/15/2054 (i) | 1982808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175645 |
|  |  | &nbsp;&nbsp;&nbsp;$13798154 |
| Automotive – 2.0% | Automotive – 2.0% | Automotive – 2.0% |
| Clarios Global LP/Clarios U.S. Finance Co., 8.5%, 5/15/2027 (n) | $&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$781869 |
| Dana, Inc., 5.375%, 11/15/2027 | &nbsp;&nbsp;&nbsp;538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511216 |
| Dana, Inc., 4.25%, 9/01/2030 | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275049 |
| Dornoch Debt Merger Sub, Inc., 6.625%, 10/15/2029 (n) | &nbsp;&nbsp;&nbsp;688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516577 |
| Ford Motor Co., 5.113%, 5/03/2029 | &nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833983 |
| Ford Motor Credit Co. LLC, 4.134%, 8/04/2025 | 1405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341733 |
| Hyundai Capital America, 2%, 6/15/2028 (n) | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275495 |
| Hyundai Capital America, 6.375%, 4/08/2030 (n) | &nbsp;&nbsp;&nbsp;479000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503447 |
| Mercedes-Benz Financial Services (Canada), 3%, 2/23/2027 | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258114 |
| Real Hero Merger Sub 2, Inc., 6.25%, 2/01/2029 (n) | $&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423225 |
| RENK AG, 5.75%, 7/15/2025 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423875 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$6144583 |
| Broadcasting – 1.9% | Broadcasting – 1.9% | Broadcasting – 1.9% |
| Advantage Sales & Marketing, Inc., 6.5%, 11/15/2028 (n) | $&nbsp;&nbsp;&nbsp;579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$440040 |
| Discovery, Inc., 4.125%, 5/15/2029 | &nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201325 |
| Gray Escrow II, Inc., 5.375%, 11/15/2031 (n) | 1242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955129 |
| iHeartCommunications, Inc., 8.375%, 5/01/2027 | &nbsp;&nbsp;&nbsp;763000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683839 |
| Prosus N.V., 2.085%, 1/19/2030 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265483 |
| Prosus N.V., 3.68%, 1/21/2030 (n) | $&nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243065 |
| Prosus N.V., 3.061%, 7/13/2031 (n) | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260137 |
| Scripps Escrow II, Inc., 5.875%, 7/15/2027 (n) | &nbsp;&nbsp;&nbsp;607000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541748 |
| Summer (BC) Bidco B LLC, 5.5%, 10/31/2026 (n) | &nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628764 |
| Summer (BC) Holdco S.à r.l., "A", 9.25%, 10/31/2027 | &nbsp;&nbsp;&nbsp;207242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182755 |
| Ubisoft Entertainment S.A., 0.878%, 11/24/2027 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245855 |
| Warnermedia Holdings, Inc., 4.279%, 3/15/2032 (n) | $&nbsp;&nbsp;&nbsp;591000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525963 |
| WMG Acquisition Corp., 3.875%, 7/15/2030 (n) | &nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674347 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$5848450 |
| Brokerage & Asset Managers – 1.9% | Brokerage & Asset Managers – 1.9% | Brokerage & Asset Managers – 1.9% |
| AG TTMT Escrow Issuer LLC, 8.625%, 9/30/2027 (n) | $&nbsp;&nbsp;&nbsp;737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$760414 |
| Ameriprise Financial, Inc., 4.5%, 5/13/2032 | &nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208355 |
| Aretec Escrow Issuer, Inc., 7.5%, 4/01/2029 (n) | &nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559125 |
| Banco BTG Pactual S.A. (Cayman Islands Branch), 4.5%, 1/10/2025 (n) | &nbsp;&nbsp;&nbsp;894000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860922 |
| Low Income Investment Fund, 3.386%, 7/01/2026 | &nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178129 |
| Low Income Investment Fund, 3.711%, 7/01/2029 | &nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452202 |
| LPL Holdings, Inc., 4.625%, 11/15/2027 (n) | &nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804136 |
| LPL Holdings, Inc., 4%, 3/15/2029 (n) | &nbsp;&nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488670 |
| LPL Holdings, Inc., 4.375%, 5/15/2031 (n) | &nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315220 |
| NFP Corp., 4.875%, 8/15/2028 (n) | &nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475638 |
| NFP Corp., 6.875%, 8/15/2028 (n) | &nbsp;&nbsp;&nbsp;769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664923 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$5767734 |
| Building – 3.1% | Building – 3.1% | Building – 3.1% |
| ABC Supply Co., Inc., 4%, 1/15/2028 (n) | $1405000 | &nbsp;&nbsp;&nbsp;&nbsp;$1280053 |
| Foundation Building Materials LLC, 6%, 3/01/2029 (n) | &nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462507 |
| GYP Holding III Corp., 4.625%, 5/01/2029 (n) | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860039 |
| Holcim Sterling Finance (Netherlands) B.V., 2.25%, 4/04/2034 | &nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346490 |
| Interface, Inc., 5.5%, 12/01/2028 (n) | $&nbsp;&nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823347 |
| MIWD Holdco II LLC/MIWD Finance Co., 5.5%, 2/01/2030 (n) | &nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407420 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Building – continued | Building – continued | Building – continued |
| New Enterprise Stone & Lime Co., Inc., 9.75%, 7/15/2028 (n) | $&nbsp;&nbsp;&nbsp;566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$536729 |
| Patrick Industries, Inc., 7.5%, 10/15/2027 (n) | &nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801454 |
| SRM Escrow Issuer LLC, 6%, 11/01/2028 (n) | &nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497596 |
| SRS Distribution, Inc., 6.125%, 7/01/2029 (n) | &nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584739 |
| Standard Industries, Inc., 2.25%, 11/21/2026 | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197287 |
| Standard Industries, Inc., 4.75%, 1/15/2028 (n) | $&nbsp;&nbsp;&nbsp;501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469512 |
| Standard Industries, Inc., 4.375%, 7/15/2030 (n) | &nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790756 |
| Standard Industries, Inc., 3.375%, 1/15/2031 (n) | &nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131046 |
| Vulcan Materials Co., 3.5%, 6/01/2030 | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502563 |
| White Cap Buyer LLC, 6.875%, 10/15/2028 (n) | &nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559787 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$9251325 |
| Business Services – 1.6% | Business Services – 1.6% | Business Services – 1.6% |
| Entegris Escrow Corp., 5.95%, 6/15/2030 (n) | $&nbsp;&nbsp;&nbsp;291000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$279456 |
| Euronet Worldwide, Inc., 1.375%, 5/22/2026 | &nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406294 |
| Fiserv, Inc., 4.4%, 7/01/2049 | $&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256643 |
| HealthEquity, Inc., 4.5%, 10/01/2029 (n) | &nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555086 |
| Iron Mountain, Inc., 4.875%, 9/15/2027 (n) | &nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494308 |
| Iron Mountain, Inc., 5.25%, 3/15/2028 (n) | &nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366096 |
| Mastercard, Inc., 3.85%, 3/26/2050 | &nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245195 |
| Tencent Holdings Ltd., 3.8%, 2/11/2025 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683040 |
| Verscend Escrow Corp., 9.75%, 8/15/2026 (n) | &nbsp;&nbsp;&nbsp;792000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794754 |
| Visa, Inc., 4.15%, 12/14/2035 | &nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459507 |
| Visa, Inc., 3.65%, 9/15/2047 | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194007 |
| ZI Technologies LLC/ZI Finance Corp. Co., 3.875%, 2/01/2029 (n) | &nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4932761 |
| Cable TV – 5.6% | Cable TV – 5.6% | Cable TV – 5.6% |
| Cable One, Inc., 4%, 11/15/2030 (n) | $&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$593660 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 5.125%, 5/01/2027 (n) | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428872 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/01/2030 (n) | 1876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639230 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 8/15/2030 (n) | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982629 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, 2/01/2031 (n) | &nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649779 |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, 1/15/2034 (n) | &nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229967 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 6.384%, 10/23/2035 | &nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354886 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.8%, 3/01/2050 | &nbsp;&nbsp;&nbsp;271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213400 |
| Comcast Corp., 3.75%, 4/01/2040 | &nbsp;&nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177623 |
| CSC Holdings LLC, 5.375%, 2/01/2028 (n) | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168750 |
| CSC Holdings LLC, 5.75%, 1/15/2030 (n) | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819000 |
| CSC Holdings LLC, 4.125%, 12/01/2030 (n) | &nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539667 |
| DISH DBS Corp., 7.75%, 7/01/2026 | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345168 |
| DISH DBS Corp., 5.25%, 12/01/2026 (n) | &nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508506 |
| DISH DBS Corp., 5.125%, 6/01/2029 | &nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295689 |
| DISH Network Corp., 11.75%, 11/15/2027 (n) | &nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270192 |
| LCPR Senior Secured Financing DAC, 6.75%, 10/15/2027 (n) | &nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697599 |
| LCPR Senior Secured Financing DAC, 5.125%, 7/15/2029 (n) | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193600 |
| SES S.A., 3.5%, 1/14/2029 | &nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295269 |
| Sirius XM Holdings, Inc., 3.875%, 9/01/2031 (n) | $&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626529 |
| Sirius XM Radio, Inc., 4%, 7/15/2028 (n) | &nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467302 |
| Sirius XM Radio, Inc., 5.5%, 7/01/2029 (n) | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312010 |
| Telenet Finance Luxembourg S.A., 5.5%, 3/01/2028 (n) | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114800 |
| Time Warner Cable, Inc., 4.5%, 9/15/2042 | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167024 |
| Videotron Ltd., 5.125%, 4/15/2027 (n) | &nbsp;&nbsp;&nbsp;466000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447323 |
| Videotron Ltd., 3.625%, 6/15/2029 (n) | &nbsp;&nbsp;&nbsp;284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247096 |
| Virgin Media Finance PLC, 5%, 7/15/2030 (n) | 1015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851981 |
| Virgin Media Vendor Financing Notes IV DAC, 5%, 7/15/2028 (n) | 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107272 |
| Ziggo Bond Finance B.V., 5.125%, 2/28/2030 (n) | 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008330 |
|  |  | &nbsp;&nbsp;&nbsp;$16753153 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Chemicals – 2.1% | Chemicals – 2.1% | Chemicals – 2.1% |
| Alpek SAB de C.V., 3.25%, 2/25/2031 (n) | $&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$335253 |
| Arkema S.A., 3.5%, 1/23/2031 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212587 |
| Axalta Coating Systems Ltd., 4.75%, 6/15/2027 (n) | $&nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389340 |
| Axalta Coating Systems Ltd., 3.375%, 2/15/2029 (n) | 1160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997600 |
| Consolidated Energy Finance S.A., 5.625%, 10/15/2028 (n) | &nbsp;&nbsp;&nbsp;536000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466320 |
| Element Solutions, Inc., 3.875%, 9/01/2028 (n) | &nbsp;&nbsp;&nbsp;919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813315 |
| Ingevity Corp., 3.875%, 11/01/2028 (n) | &nbsp;&nbsp;&nbsp;861000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754656 |
| LSF11 A5 HoldCo LLC, 6.625%, 10/15/2029 (n) | &nbsp;&nbsp;&nbsp;662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543234 |
| S.P.C.M. S.A., 3.375%, 3/15/2030 (n) | &nbsp;&nbsp;&nbsp;709000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600169 |
| Sasol Financing (USA) LLC, 4.375%, 9/18/2026 | &nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513416 |
| Sasol Financing (USA) LLC, 5.5%, 3/18/2031 | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523500 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$6149390 |
| Computer Software – 1.1% | Computer Software – 1.1% | Computer Software – 1.1% |
| Camelot Finance S.A., 4.5%, 11/01/2026 (n) | $&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$399475 |
| Clarivate Science Holdings Corp., 3.875%, 7/01/2028 (n) | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187383 |
| Clarivate Science Holdings Corp., 4.875%, 7/01/2029 (n) | &nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554353 |
| Dun & Bradstreet Corp., 5%, 12/15/2029 (n) | &nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610996 |
| Microsoft Corp., 2.525%, 6/01/2050 | &nbsp;&nbsp;&nbsp;529000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376972 |
| Microsoft Corp., 2.675%, 6/01/2060 | &nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42323 |
| Microsoft Corp., 3.041%, 3/17/2062 | &nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221838 |
| Neptune Bidco U.S., Inc., 9.29%, 4/15/2029 (n) | &nbsp;&nbsp;&nbsp;456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443246 |
| VeriSign, Inc., 4.75%, 7/15/2027 | &nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401487 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3238073 |
| Computer Software - Systems – 1.5% | Computer Software - Systems – 1.5% | Computer Software - Systems – 1.5% |
| Apple, Inc., 4.5%, 2/23/2036 | $&nbsp;&nbsp;&nbsp;263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$269516 |
| Fair Isaac Corp., 5.25%, 5/15/2026 (n) | 1455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444451 |
| Fair Isaac Corp., 4%, 6/15/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51996 |
| Sabre GLBL, Inc., 7.375%, 9/01/2025 (n) | &nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163805 |
| Sabre GLBL, Inc., 11.25%, 12/15/2027 (n) | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302100 |
| SS&C Technologies Holdings, Inc., 5.5%, 9/30/2027 (n) | 1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033875 |
| Viavi Solutions, Inc., 3.75%, 10/01/2029 (n) | &nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802700 |
| Virtusa Corp., 7.125%, 12/15/2028 (n) | &nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4513643 |
| Conglomerates – 2.8% | Conglomerates – 2.8% | Conglomerates – 2.8% |
| ABB Finance B.V., 3.25%, 1/16/2027 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$108945 |
| ABB Finance B.V., 3.375%, 1/16/2031 | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172335 |
| BWX Technologies, Inc., 4.125%, 6/30/2028 (n) | $&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442228 |
| BWX Technologies, Inc., 4.125%, 4/15/2029 (n) | 1287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151903 |
| Chart Industries, Inc., 9.5%, 1/01/2031 (n) | &nbsp;&nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295308 |
| Gates Global LLC, 6.25%, 1/15/2026 (n) | &nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792794 |
| Griffon Corp., 5.75%, 3/01/2028 | &nbsp;&nbsp;&nbsp;739000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699404 |
| Grupo KUO S.A.B. de C.V., 5.75%, 7/07/2027 (n) | &nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529073 |
| Madison IAQ LLC, 5.875%, 6/30/2029 (n) | &nbsp;&nbsp;&nbsp;863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684566 |
| Regal Rexnord Corp., 6.05%, 4/15/2028 (n) | &nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527912 |
| Regal Rexnord Corp., 6.3%, 2/15/2030 (n) | &nbsp;&nbsp;&nbsp;473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482301 |
| TriMas Corp., 4.125%, 4/15/2029 (n) | 1543000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373656 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/2028 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993336 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$8253761 |
| Construction – 1.0% | Construction – 1.0% | Construction – 1.0% |
| Empire Communities Corp., 7%, 12/15/2025 (n) | $&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$502275 |
| Mattamy Group Corp., 5.25%, 12/15/2027 (n) | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219600 |
| Mattamy Group Corp., 4.625%, 3/01/2030 (n) | &nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543987 |
| Meritage Homes Corp., 3.875%, 4/15/2029 (n) | &nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545044 |
| Taylor Morrison Communities, Inc., 5.75%, 1/15/2028 (n) | &nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780862 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Construction – continued | Construction – continued | Construction – continued |
| Weekley Homes LLC/Weekley Finance Corp., 4.875%, 9/15/2028 (n) | $&nbsp;&nbsp;&nbsp;534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$464713 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3056481 |
| Consumer Products – 1.6% | Consumer Products – 1.6% | Consumer Products – 1.6% |
| Energizer Gamma Acquisition B.V., 3.5%, 6/30/2029 | &nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$295960 |
| Energizer Holdings, Inc., 4.375%, 3/31/2029 (n) | $&nbsp;&nbsp;&nbsp;572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496736 |
| Mattel, Inc., 3.375%, 4/01/2026 (n) | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531528 |
| Mattel, Inc., 5.875%, 12/15/2027 (n) | &nbsp;&nbsp;&nbsp;342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341145 |
| Mattel, Inc., 6.2%, 10/01/2040 | &nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106777 |
| Mattel, Inc., 5.45%, 11/01/2041 | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188288 |
| Newell Brands, Inc., 6.375%, 9/15/2027 | &nbsp;&nbsp;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394034 |
| Newell Brands, Inc., 6.625%, 9/15/2029 | &nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458947 |
| Prestige Consumer Healthcare, Inc., 5.125%, 1/15/2028 (n) | &nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625689 |
| Prestige Consumer Healthcare, Inc., 3.75%, 4/01/2031 (n) | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212275 |
| Reckitt Benckiser Treasury Services PLC, 3%, 6/26/2027 (n) | &nbsp;&nbsp;&nbsp;396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373953 |
| Spectrum Brands, Inc., 3.875%, 3/15/2031 (n) | &nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366835 |
| SWF Escrow Issuer Corp., 6.5%, 10/01/2029 (n) | &nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384591 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4776758 |
| Consumer Services – 2.9% | Consumer Services – 2.9% | Consumer Services – 2.9% |
| Allied Universal Holdco LLC, 6.625%, 7/15/2026 (n) | $&nbsp;&nbsp;&nbsp;228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$219507 |
| Allied Universal Holdco LLC, 9.75%, 7/15/2027 (n) | &nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635075 |
| Allied Universal Holdco LLC, 6%, 6/01/2029 (n) | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321840 |
| ANGI Group LLC, 3.875%, 8/15/2028 (n) | &nbsp;&nbsp;&nbsp;887000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679912 |
| Arches Buyer, Inc., 6.125%, 12/01/2028 (n) | &nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623272 |
| Booking Holdings, Inc., 4.75%, 11/15/2034 | &nbsp;&nbsp;&nbsp;134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154851 |
| GoDaddy, Inc., 3.5%, 3/01/2029 (n) | $1302000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125970 |
| GW B-CR Security Corp., 9.5%, 11/01/2027 (n) | &nbsp;&nbsp;&nbsp;516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509596 |
| Match Group Holdings II LLC, 5%, 12/15/2027 (n) | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407518 |
| Match Group Holdings II LLC, 4.625%, 6/01/2028 (n) | &nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887578 |
| Match Group Holdings II LLC, 4.125%, 8/01/2030 (n) | &nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232200 |
| Match Group Holdings II LLC, 3.625%, 10/01/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44137 |
| Realogy Group LLC/Realogy Co-Issuer Corp., 5.75%, 1/15/2029 (n) | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443198 |
| Realogy Group LLC/Realogy Co-Issuer Corp., 5.25%, 4/15/2030 (n) | &nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 |
| Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2027 (n) | &nbsp;&nbsp;&nbsp;753000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567490 |
| TriNet Group, Inc., 3.5%, 3/01/2029 (n) | 1097000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921184 |
| WASH Multi-Family Acquisition, Inc., 5.75%, 4/15/2026 (n) | &nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514877 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$8603205 |
| Containers – 2.0% | Containers – 2.0% | Containers – 2.0% |
| ARD Finance S.A., 6.5% (6.5% cash or 7.25% PIK), 6/30/2027 (p) | $&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$525575 |
| Ardagh Metal Packaging Finance USA LLC, 3.25%, 9/01/2028 (n) | &nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329074 |
| Ardagh Metal Packaging Finance USA LLC, 4%, 9/01/2029 (n) | &nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715234 |
| Ardagh Packaging Finance PLC/Ardagh MP Holdings USA, Inc., 5.25%, 8/15/2027 (n) | &nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769752 |
| Can-Pack S.A./Eastern PA Land Investment Holding LLC, 3.875%, 11/15/2029 (n) | 1176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976539 |
| Crown Americas LLC, 5.25%, 4/01/2030 | &nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558250 |
| Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 9/30/2026 | 1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979544 |
| Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 2/01/2026 | &nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410315 |
| LABL, Inc., 5.875%, 11/01/2028 (n) | &nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207862 |
| Trivium Packaging Finance B.V., 8.5%, 8/15/2027 (n) | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615513 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$6087658 |
| Electrical Equipment – 0.6% | Electrical Equipment – 0.6% | Electrical Equipment – 0.6% |
| CommScope Technologies LLC, 5%, 3/15/2027 (n) | $&nbsp;&nbsp;&nbsp;914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$697818 |
| Telefonaktiebolaget LM Ericsson, 1.125%, 2/08/2027 | &nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483755 |
| Telefonaktiebolaget LM Ericsson, 1%, 5/26/2029 | &nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578618 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1760191 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Electronics – 1.3% | Electronics – 1.3% | Electronics – 1.3% |
| Broadcom, Inc., 4.15%, 11/15/2030 | $&nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$80224 |
| Broadcom, Inc., 3.469%, 4/15/2034 (n) | &nbsp;&nbsp;&nbsp;197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163338 |
| Broadcom, Inc., 3.137%, 11/15/2035 (n) | &nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281817 |
| Broadcom, Inc., 3.187%, 11/15/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7646 |
| Broadcom, Inc., 4.926%, 5/15/2037 (n) | &nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104636 |
| Entegris, Inc., 4.375%, 4/15/2028 (n) | &nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285075 |
| Entegris, Inc., 3.625%, 5/01/2029 (n) | &nbsp;&nbsp;&nbsp;487000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415323 |
| Sensata Technologies B.V., 5.625%, 11/01/2024 (n) | &nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245057 |
| Sensata Technologies B.V., 5%, 10/01/2025 (n) | &nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796141 |
| Sensata Technologies B.V., 5.875%, 9/01/2030 (n) | &nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382688 |
| Sensata Technologies, Inc., 4.375%, 2/15/2030 (n) | &nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565787 |
| Synaptics, Inc., 4%, 6/15/2029 (n) | &nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627788 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3955520 |
| Emerging Market Quasi-Sovereign – 7.8% | Emerging Market Quasi-Sovereign – 7.8% | Emerging Market Quasi-Sovereign – 7.8% |
| Abu Dhabi Crude Oil Pipeline, 3.65%, 11/02/2029 | $1100000 | &nbsp;&nbsp;&nbsp;&nbsp;$1037797 |
| Airport Authority Hong Kong, 3.25%, 1/12/2052 (n) | &nbsp;&nbsp;&nbsp;376000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290843 |
| Banco de Reservas de la Republica Dominicana, 7%, 2/01/2023 (n) | &nbsp;&nbsp;&nbsp;946000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946000 |
| Ceske Drahy A.S. (Czech Republic), 5.625%, 10/12/2027 | &nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603448 |
| CEZ A.S. (Czech Republic), 2.375%, 4/06/2027 | &nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376019 |
| China Construction Bank Corp., Hong Kong Branch, 4.25% to 2/27/2024, FLR (CMT - 5yr. + 1.88%) to 2/27/2029 | $&nbsp;&nbsp;&nbsp;964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955837 |
| Empresa Nacional del Petroleo (Republic of Chile), 3.75%, 8/05/2026 (n) | &nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398818 |
| Empresa Nacional del Petroleo (Republic of Chile), 3.75%, 8/05/2026 | &nbsp;&nbsp;&nbsp;806000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759922 |
| EQUATE Petrochemical B.V. (State of Kuwait), 4.25%, 11/03/2026 | 1034000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005875 |
| Eskom Holdings SOC Ltd. (Republic of South Africa), 6.35%, 8/10/2028 (n) | 1052000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004387 |
| Export-Import Bank of India, 3.375%, 8/05/2026 | 1366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279997 |
| Huarong Finance 2017 Co. Ltd. (People's Republic of China), 4.95%, 11/07/2047 | &nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270684 |
| Indian Railway Finance Corp., 2.8%, 2/10/2031 (n) | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581742 |
| Industrial & Commercial Bank of China Macau, 2.875% to 9/12/2024, FLR (CMT - 5yr. + 1.65%) to 9/12/2029 | &nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673583 |
| Ipoteka Bank (Republic of Uzbekistan), 5.5%, 11/19/2025 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932500 |
| Korea Development Bank, 4.25%, 9/08/2032 | &nbsp;&nbsp;&nbsp;771000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751330 |
| Korea Hydro & Nuclear Power Co. Ltd., 4.25%, 7/27/2027 (n) | &nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369980 |
| MDGH - GMTN RSC Ltd. (United Arab Emirates), 2.5%, 11/07/2024 | &nbsp;&nbsp;&nbsp;508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486685 |
| MDGH - GMTN RSC Ltd. (United Arab Emirates), 2.875%, 11/07/2029 (n) | 1091000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987355 |
| MDGH - GMTN RSC Ltd. (United Arab Emirates), 2.5%, 6/03/2031 | &nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567171 |
| NAK Naftogaz Ukraine via Standard Bank London Holdings PLC, 7.625%, 11/08/2026 (a)(z) | &nbsp;&nbsp;&nbsp;869000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178145 |
| Office Cherifien des Phosphates S.A. (Kingdom of Morocco), 6.875%, 4/25/2044 (n) | &nbsp;&nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361344 |
| Office Cherifien des Phosphates S.A. (Kingdom of Morocco), 5.125%, 6/23/2051 (n) | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471372 |
| Ooredoo International Finance Ltd. (State of Qatar), 2.625%, 4/08/2031 | &nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324357 |
| Petroleos Mexicanos, 6.49%, 1/23/2027 | &nbsp;&nbsp;&nbsp;904000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848865 |
| Petroleos Mexicanos, 6.7%, 2/16/2032 | &nbsp;&nbsp;&nbsp;907000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752869 |
| Petroleos Mexicanos, 6.75%, 9/21/2047 | 1593000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105240 |
| PT Pertamina (Persero) (Republic of Indonesia), 3.65%, 7/30/2029 | &nbsp;&nbsp;&nbsp;376000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346912 |
| PT Pertamina (Persero) (Republic of Indonesia), 6.5%, 11/07/2048 (n) | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931699 |
| Qatar Petroleum, 2.25%, 7/12/2031 | &nbsp;&nbsp;&nbsp;544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462068 |
| Qatar Petroleum, 3.125%, 7/12/2041 | &nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280943 |
| QNB Finance Ltd. (State of Qatar), 2.75%, 2/12/2027 | &nbsp;&nbsp;&nbsp;547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510296 |
| Southern Gas Corridor CJSC (Republic of Azerbaijan), 6.875%, 3/24/2026 | 1367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408666 |
| State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030 | 1152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205368 |
|  |  | &nbsp;&nbsp;&nbsp;$23468117 |
| Emerging Market Sovereign – 11.8% | Emerging Market Sovereign – 11.8% | Emerging Market Sovereign – 11.8% |
| Arab Republic of Egypt, 6.588%, 2/21/2028 | $1087000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$896818 |
| Arab Republic of Egypt, 7.903%, 2/21/2048 | 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743411 |
| Dominican Republic, 5.5%, 2/22/2029 (n) | &nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702679 |
| Dominican Republic, 5.875%, 1/30/2060 (n) | 2234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715985 |
| Federal Republic of Nigeria, 8.747%, 1/21/2031 (n) | &nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747953 |
| Hellenic Republic (Republic of Greece), 1.75%, 6/18/2032 (n) | 3171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804698 |
| Hellenic Republic (Republic of Greece), 4.25%, 6/15/2033 (n) | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408518 |

---

------

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 |
| Kingdom of Morocco, 1.375%, 3/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$758300 |
| Kingdom of Morocco, 3%, 12/15/2032 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357840 |
| Oriental Republic of Uruguay, 8.25%, 5/21/2031 | 42100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977362 |
| Republic of Angola, 8.25%, 5/09/2028 | $&nbsp;&nbsp;&nbsp;&nbsp;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464241 |
| Republic of Angola, 9.375%, 5/08/2048 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356024 |
| Republic of Argentina, 1.5%, 7/09/2035 | &nbsp;&nbsp;1047289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321849 |
| Republic of Benin, 6.875%, 1/19/2052 | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629938 |
| Republic of Chile, 3.1%, 1/22/2061 | $&nbsp;&nbsp;&nbsp;&nbsp;672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442290 |
| Republic of Cote d'Ivoire, 5.25%, 3/22/2030 | &nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054938 |
| Republic of Ghana, 8.125%, 3/26/2032 (a)(n) | $&nbsp;&nbsp;&nbsp;&nbsp;593000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217928 |
| Republic of Guatemala, 6.125%, 6/01/2050 (n) | &nbsp;&nbsp;1592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544685 |
| Republic of Hungary, 5.5%, 6/16/2034 (n) | &nbsp;&nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952253 |
| Republic of Indonesia, 4.65%, 9/20/2032 | &nbsp;&nbsp;1159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153438 |
| Republic of Kenya, 8%, 5/22/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674204 |
| Republic of Paraguay, 5.6%, 3/13/2048 | &nbsp;&nbsp;1049000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948696 |
| Republic of Philippines, 3.556%, 9/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;327000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301916 |
| Republic of Romania, 2.124%, 7/16/2031 (n) | &nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950713 |
| Republic of Serbia, 2.05%, 9/23/2036 (n) | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529033 |
| Republic of Sri Lanka, 6.125%, 6/03/2025 (a) | $&nbsp;&nbsp;&nbsp;&nbsp;668000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233971 |
| Republic of Turkey, 4.75%, 1/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;521000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469538 |
| State of Qatar, 4%, 3/14/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530814 |
| State of Qatar, 4.817%, 3/14/2049 (n) | &nbsp;&nbsp;1404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400490 |
| State of Qatar, 4.4%, 4/16/2050 | &nbsp;&nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191658 |
| Sultanate of Oman, 6%, 8/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767760 |
| Sultanate of Oman, 7%, 1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607140 |
| United Mexican States, 7.5%, 6/03/2027 | 87500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4417308 |
| United Mexican States, 2.659%, 5/24/2031 | $&nbsp;&nbsp;1021000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855818 |
| United Mexican States, 7.75%, 5/29/2031 | 50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510183 |
| United Mexican States, 4.75%, 4/27/2032 | $&nbsp;&nbsp;&nbsp;&nbsp;736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708849 |
| United Mexican States, 4.875%, 5/19/2033 | &nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619217 |
| United Mexican States, 3.771%, 5/24/2061 | &nbsp;&nbsp;&nbsp;&nbsp;753000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512213 |
|  |  | &nbsp;&nbsp;&nbsp;$35480669 |
| Energy - Independent – 3.2% | Energy - Independent – 3.2% | Energy - Independent – 3.2% |
| Antero Resources Corp., 7.625%, 2/01/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$501074 |
| CNX Resources Corp., 6%, 1/15/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540688 |
| CNX Resources Corp., 7.375%, 1/15/2031 (n) | &nbsp;&nbsp;&nbsp;&nbsp;157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152681 |
| Comstock Resources, Inc., 6.75%, 3/01/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802575 |
| CrownRock LP/CrownRock Finance, Inc., "F", 5%, 5/01/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719020 |
| Encino Acquisition Partners Holdings LLC, 8.5%, 5/01/2028 (n) | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466155 |
| Energean Israel Finance Ltd., 4.875%, 3/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789952 |
| Leviathan Bond Ltd., 6.125%, 6/30/2025 (n) | &nbsp;&nbsp;1270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260475 |
| Medco Bell Pte. Ltd., 6.375%, 1/30/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478034 |
| Moss Creek Resources Holdings, Inc., 7.5%, 1/15/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410913 |
| Permian Resources Operating LLC, 7.75%, 2/15/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114931 |
| Permian Resources Operating LLC, 5.875%, 7/01/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575504 |
| SM Energy Co., 6.5%, 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537439 |
| Southwestern Energy Co., 8.375%, 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267837 |
| Southwestern Energy Co., 5.375%, 3/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479594 |
| Tap Rock Resources LLC, 7%, 10/01/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128724 |
| Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026 (n) | &nbsp;&nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376492 |
| Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026 | &nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914464 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$9516552 |
| Energy - Integrated – 0.4% | Energy - Integrated – 0.4% | Energy - Integrated – 0.4% |
| BP Capital Markets PLC, 3.625% to 6/22/2029, FLR (EUR Swap Rate - 5yr. + 4.12%) to 6/22/2034, FLR (EUR Swap Rate - 5yr. + 4.37%) to 6/22/2049, FLR (EUR Swap Rate - 5yr. + 5.12%) to 6/22/2170 | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$240516 |
| Eni S.p.A., 4.25%, 5/09/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360108 |
| Galp Energia SGPS S.A., 2%, 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407655 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Energy - Integrated – continued | Energy - Integrated – continued | Energy - Integrated – continued |
| MOL PLC, 1.5%, 10/08/2027 | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$173865 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1182144 |
| Engineering - Construction – 0.1% | Engineering - Construction – 0.1% | Engineering - Construction – 0.1% |
| Bouygues S.A., 4.625%, 6/07/2032 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$233819 |
| Entertainment – 1.8% | Entertainment – 1.8% | Entertainment – 1.8% |
| Carnival Corp., 7.625%, 3/01/2026 | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$156619 |
| Carnival Corp. PLC, 7.625%, 3/01/2026 (n) | $&nbsp;&nbsp;&nbsp;784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713440 |
| Carnival Corp. PLC, 5.75%, 3/01/2027 (n) | &nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336150 |
| Carnival Corp. PLC, 9.875%, 8/01/2027 (n) | &nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262013 |
| Life Time, Inc., 5.75%, 1/15/2026 (n) | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533366 |
| Life Time, Inc., 8%, 4/15/2026 (n) | &nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165110 |
| Merlin Entertainments, 5.75%, 6/15/2026 (n) | &nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409405 |
| Motion Bondco DAC, 6.625%, 11/15/2027 (n) | &nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588238 |
| NCL Corp. Ltd., 5.875%, 3/15/2026 (n) | &nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458439 |
| NCL Corp. Ltd., 5.875%, 2/15/2027 (n) | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148760 |
| Royal Caribbean Cruises Ltd., 4.25%, 7/01/2026 (n) | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242900 |
| Royal Caribbean Cruises Ltd., 5.375%, 7/15/2027 (n) | &nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339254 |
| Royal Caribbean Cruises Ltd., 5.5%, 4/01/2028 (n) | &nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653600 |
| SeaWorld Parks & Entertainment, 5.25%, 8/15/2029 (n) | &nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442868 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$5450162 |
| Financial Institutions – 4.2% | Financial Institutions – 4.2% | Financial Institutions – 4.2% |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.65%, 7/21/2027 | $1230000 | &nbsp;&nbsp;&nbsp;&nbsp;$1142846 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.3%, 1/30/2032 | &nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152809 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.85%, 10/29/2041 | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117021 |
| Avation Capital S.A., 8.25% (8.25% cash or 9% PIK), 10/31/2026 (p) | &nbsp;&nbsp;&nbsp;411485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351820 |
| Avolon Holdings Funding Ltd., 5.25%, 5/15/2024 (n) | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632307 |
| Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n) | &nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344987 |
| Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 (n) | &nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266668 |
| Credit Acceptance Corp., 5.125%, 12/31/2024 (n) | &nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611690 |
| CTP N.V., 0.875%, 1/20/2026 | &nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330496 |
| CTP N.V., 1.5%, 9/27/2031 | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405410 |
| EXOR N.V., 0.875%, 1/19/2031 | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233546 |
| Global Aircraft Leasing Co. Ltd., 6.5% (6.5% cash or 7.25% PIK), 9/15/2024 (p) | $1475623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346630 |
| Grand City Properties S.A., 2.5% to 10/24/2023, FLR (EUR Swap Rate - 5yr. + 2.432%) to 10/24/2028, FLR (EUR Swap Rate - 5yr. + 2.682%) to 10/24/2043, FLR (EUR Swap Rate - 5yr. + 3.432%) to 10/24/2069 | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266352 |
| Howard Hughes Corp., 4.125%, 2/01/2029 (n) | $&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798756 |
| Logicor Financing S.à r.l., 1.625%, 1/17/2030 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331053 |
| Logicor Financing S.à r.l., 0.875%, 1/14/2031 | &nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129812 |
| Nationstar Mortgage Holdings, Inc., 6%, 1/15/2027 (n) | $&nbsp;&nbsp;&nbsp;961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891327 |
| OneMain Finance Corp., 6.875%, 3/15/2025 | &nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378807 |
| OneMain Finance Corp., 7.125%, 3/15/2026 | &nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610975 |
| P3 Group S.à r.l., 0.875%, 1/26/2026 | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475240 |
| Rocket Mortgage Co-Issuer, Inc., 3.625%, 3/01/2029 (n) | $&nbsp;&nbsp;&nbsp;912000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769445 |
| Samhallsbyggnadsbolaget i Norden AB, 1.75%, 1/14/2025 | &nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594202 |
| Samhallsbyggnadsbolaget i Norden AB, 2.875% to 1/30/2027, FLR (EUR Swap Rate - 5yr. + 3.223%) to 1/30/32, FLR (EUR Swap Rate - 5yr. + 3.473%) to 1/30/47, FLR (EUR Swap Rate - 5yr. + 4.473%) to 1/30/2171 | 1160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481107 |
| SLM Corp., 3.125%, 11/02/2026 | $&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264960 |
| VGP N.V., 1.5%, 4/08/2029 | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370659 |
| Vonovia SE, REIT, 1.625%, 9/01/2051 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230029 |
|  |  | &nbsp;&nbsp;&nbsp;$12528954 |
| Food & Beverages – 3.6% | Food & Beverages – 3.6% | Food & Beverages – 3.6% |
| Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038 | $&nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$198211 |
| Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049 | &nbsp;&nbsp;&nbsp;331000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355006 |
| B&G Foods, Inc., 5.25%, 4/01/2025 | &nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414664 |
| B&G Foods, Inc., 5.25%, 9/15/2027 | &nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137488 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Food & Beverages – continued | Food & Beverages – continued | Food & Beverages – continued |
| Bacardi Ltd., 5.15%, 5/15/2038 (n) | $&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$416576 |
| BellRing Brands, Inc., 7%, 3/15/2030 (n) | &nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838749 |
| Central America Bottling Co., 5.25%, 4/27/2029 (n) | &nbsp;&nbsp;&nbsp;691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663560 |
| Constellation Brands, Inc., 3.15%, 8/01/2029 | &nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582196 |
| Constellation Brands, Inc., 2.25%, 8/01/2031 | &nbsp;&nbsp;&nbsp;393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324257 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3%, 2/02/2029 (n) | &nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231755 |
| JBS USA Lux S.A./JBS USA Food Co./JBS USA Finance, Inc., 3.625%, 1/15/2032 (n) | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835400 |
| Kraft Heinz Foods Co., 3.875%, 5/15/2027 | &nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491973 |
| Lamb Weston Holdings, Inc., 4.125%, 1/31/2030 (n) | &nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698469 |
| Performance Food Group Co., 5.5%, 10/15/2027 (n) | &nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827746 |
| Post Holdings, Inc., 5.625%, 1/15/2028 (n) | &nbsp;&nbsp;&nbsp;584000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562100 |
| Post Holdings, Inc., 4.625%, 4/15/2030 (n) | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888800 |
| Primo Water Holding, Inc., 4.375%, 4/30/2029 (n) | &nbsp;&nbsp;&nbsp;927000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808567 |
| PT Indofood CBP Sukses Makmur Tbk, 3.398%, 6/09/2031 | &nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654549 |
| U.S. Foods Holding Corp., 4.75%, 2/15/2029 (n) | &nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773001 |
|  |  | &nbsp;&nbsp;&nbsp;$10703067 |
| Gaming & Lodging – 3.7% | Gaming & Lodging – 3.7% | Gaming & Lodging – 3.7% |
| Boyd Gaming Corp., 4.75%, 12/01/2027 | $&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$389774 |
| Boyd Gaming Corp., 4.75%, 6/15/2031 (n) | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251947 |
| Caesars Entertainment, Inc., 4.625%, 10/15/2029 (n) | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363375 |
| Caesars Entertainment, Inc., 7%, 2/15/2030 (n) | &nbsp;&nbsp;&nbsp;472000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480260 |
| Caesars Resort Collection LLC/CRC Finco, Inc., 8.125%, 7/01/2027 (n) | &nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680050 |
| CCM Merger, Inc., 6.375%, 5/01/2026 (n) | &nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593078 |
| Hilton Domestic Operating Co., Inc., 3.75%, 5/01/2029 (n) | &nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879229 |
| Hilton Domestic Operating Co., Inc., 3.625%, 2/15/2032 (n) | &nbsp;&nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644928 |
| International Game Technology PLC, 4.125%, 4/15/2026 (n) | 1040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985424 |
| International Game Technology PLC, 6.25%, 1/15/2027 (n) | &nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 |
| Marriott International, Inc., 2.85%, 4/15/2031 | &nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240016 |
| Marriott Ownership Resorts, Inc., 4.5%, 6/15/2029 (n) | &nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313383 |
| Sands China Ltd., 4.3%, 1/08/2026 | &nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569129 |
| Sands China Ltd., 4.875%, 6/18/2030 | &nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450950 |
| Scientific Games Holdings LP/Scientific Games US Finco, Inc., 6.625%, 3/01/2030 (n) | &nbsp;&nbsp;&nbsp;584000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520213 |
| VICI Properties LP / VICI Note Co., Inc., 4.25%, 12/01/2026 (n) | &nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608719 |
| VICI Properties LP / VICI Note Co., Inc., 5.75%, 2/01/2027 (n) | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273556 |
| VICI Properties LP, REIT, 4.95%, 2/15/2030 | &nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692407 |
| Wyndham Hotels & Resorts, Inc., 4.375%, 8/15/2028 (n) | &nbsp;&nbsp;&nbsp;803000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740611 |
| Wynn Macau Ltd., 5.625%, 8/26/2028 (n) | &nbsp;&nbsp;&nbsp;409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360271 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.125%, 10/01/2029 (n) | &nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714000 |
|  |  | &nbsp;&nbsp;&nbsp;$10981320 |
| Industrial – 1.4% | Industrial – 1.4% | Industrial – 1.4% |
| Albion Financing 1 S.à r.l., 6.125%, 10/15/2026 (n) | $&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$188417 |
| Albion Financing 2 S.à r.l., 8.75%, 4/15/2027 (n) | &nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542400 |
| APi Escrow Corp., 4.75%, 10/15/2029 (n) | &nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882712 |
| CPI Property Group S.A., 3.75% to 7/27/2028, FLR (EUR Swap Rate - 5yr. + 4.338%) to 7/27/2033, FLR (EUR Swap Rate - 5yr. + 4.588%) to 7/27/2048, FLR (EUR Swap Rate - 5yr. + 5.338%) to 1/27/2170 | &nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217086 |
| Dar Al-Arkan Sukuk Co. Ltd., 6.875%, 2/26/2027 | $1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976028 |
| Trustees of the University of Pennsylvania, 2.396%, 10/01/2050 | &nbsp;&nbsp;&nbsp;966000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658111 |
| Williams Scotsman International, Inc., 4.625%, 8/15/2028 (n) | &nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782939 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$4247693 |
| Insurance – 0.6% | Insurance – 0.6% | Insurance – 0.6% |
| AIA Group Ltd., 0.88% to 9/09/2028, FLR (EUR Swap Rate - 5yr. + 1.1%) to 9/09/2033 | &nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$631302 |
| Argentum Netherlands B.V., 5.125%, 6/01/2048 | $&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274346 |
| ASR Nederland N.V., 7% to 12/07/2033, FLR (EUR Swap Rate - 5yr. + 5.3%) to 12/07/2043 | &nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427667 |
| Corebridge Financial, Inc., 4.35%, 4/05/2042 (n) | $&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94586 |
| Equitable Holdings, Inc., 5.594%, 1/11/2033 | &nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465851 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1893752 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Insurance - Health – 0.3% | Insurance - Health – 0.3% | Insurance - Health – 0.3% |
| UnitedHealth Group, Inc., 5.3%, 2/15/2030 | $&nbsp;&nbsp;&nbsp;&nbsp;416000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$437390 |
| UnitedHealth Group, Inc., 4.625%, 7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514069 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$951459 |
| Insurance - Property & Casualty – 1.0% | Insurance - Property & Casualty – 1.0% | Insurance - Property & Casualty – 1.0% |
| Alliant Holdings Intermediate LLC, 6.75%, 10/15/2027 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$266569 |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 5.875%, 11/01/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712 |
| Aon Corp./Aon Global Holdings PLC, 2.6%, 12/02/2031 | &nbsp;&nbsp;&nbsp;&nbsp;238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201791 |
| AssuredPartners, Inc., 5.625%, 1/15/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453352 |
| GTCR (AP) Finance, Inc., 8%, 5/15/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319121 |
| Hub International Ltd., 5.625%, 12/01/2029 (n) | &nbsp;&nbsp;&nbsp;&nbsp;994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889503 |
| Marsh & McLennan Cos., Inc., 2.25%, 11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267150 |
| QBE Insurance Group Ltd., 2.5% to 9/13/2028, FLR (GBP Government Yield - 5yr. + 2.061%) to 9/13/2038 | &nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321921 |
| Ryan Specialty Group, 4.375%, 2/01/2030 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323549 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3051668 |
| International Market Quasi-Sovereign – 0.7% | International Market Quasi-Sovereign – 0.7% | International Market Quasi-Sovereign – 0.7% |
| Caixa Geral de Depositos S.A. (Republic of Portugal), 5.75%, 10/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$226458 |
| Electricite de France S.A., 2.875% to 3/15/2027, FLR (EUR Swap Rate - 5yr. + 3.373%) to 3/15/2031, FLR (EUR Swap Rate - 5yr. + 3.623%) to 3/15/2047, FLR (EUR Swap Rate - 5yr. + 4.373%) to 3/15/2070 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371805 |
| EnBW International Finance B.V., 3.5%, 7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328733 |
| EnBW International Finance B.V., 4.049%, 11/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110505 |
| La Banque Postale S.A., 4.375%, 1/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436206 |
| Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333682 |
| RTE Reseau de Transport d'Electricite, 0.75%, 1/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162596 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1969985 |
| International Market Sovereign – 3.0% | International Market Sovereign – 3.0% | International Market Sovereign – 3.0% |
| Commonwealth of Australia, 3.75%, 4/21/2037 | 11586000 | &nbsp;&nbsp;&nbsp;&nbsp;$8134004 |
| Government of Bermuda, 2.375%, 8/20/2030 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204345 |
| Government of Bermuda, 5%, 7/15/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733948 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$9072297 |
| Local Authorities – 0.2% | Local Authorities – 0.2% | Local Authorities – 0.2% |
| Province of Alberta, 4.5%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$326721 |
| Province of British Columbia, 2.95%, 6/18/2050 | &nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197345 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$524066 |
| Machinery & Tools – 0.5% | Machinery & Tools – 0.5% | Machinery & Tools – 0.5% |
| CNH Industrial Capital LLC, 1.875%, 1/15/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$236062 |
| Sarens Finance Co. N.V., 5.75%, 2/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214210 |
| Terex Corp., 5%, 5/15/2029 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901069 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1351341 |
| Major Banks – 4.9% | Major Banks – 4.9% | Major Banks – 4.9% |
| Australia and New Zealand Banking Group Ltd., 2.57% to 11/25/2030, FLR (CMT - 5yr. + 1.7%) to 11/25/2035 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$434191 |
| Banco de Sabadell S.A., 5.25% to 2/07/2028, FLR (EUR Swap Rate - 1yr. + 2.4%) to 2/07/2029 | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325908 |
| Banco de Sabadell S.A., 5% to 11/19/2027, FLR (EUR Swap Rate - 5yr. + 5.171%) to 2/19/2170 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183024 |
| Bank of America Corp., 3.5%, 4/19/2026 | $&nbsp;&nbsp;&nbsp;&nbsp;493000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479687 |
| Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032 | &nbsp;&nbsp;1055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890687 |
| Bank of Ireland Group PLC, 4.875% to 7/16/2027, FLR (EUR Swap Rate - 1yr. + 2.05%) to 7/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110373 |
| Barclays Bank PLC, 8.407% to 11/14/2027, FLR (GBP Swap Rate - 5yr. + 4.75%) to 11/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205606 |
| BNP Paribas S.A., 3.875%, 1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440383 |
| Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n) | $&nbsp;&nbsp;&nbsp;&nbsp;688000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553131 |
| Crédit Agricole Group, 3.875%, 11/28/2034 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217311 |
| Credit Suisse AG (London), 2.125%, 5/31/2024 | &nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398379 |
| Credit Suisse Group AG, 7.75% to 3/01/2028, FLR (EUR ICE Swap Rate - 1yr. + 4.95%) to 3/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259983 |
| Danske Bank A.S., 4.125% to 1/10/2030, FLR (EUR Swap Rate - 1yr. + 1.25%) to 1/10/2031 | &nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446587 |
| Goldman Sachs Group, Inc., 2.383% to 7/21/2031, FLR (SOFR - 1 day + 1.248%) to 7/21/2032 | $&nbsp;&nbsp;&nbsp;&nbsp;506000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414312 |

---

------

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 |
| Goldman Sachs Group, Inc., 3.436% to 2/24/2042, FLR (SOFR - 1 day + 1.632%) to 2/24/2043 | $&nbsp;&nbsp;&nbsp;399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$320948 |
| HSBC Holdings PLC, 2.099% to 6/04/2025, FLR (SOFR - 1 day + 1.929%) to 6/04/2026 | &nbsp;&nbsp;&nbsp;298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276191 |
| JPMorgan Chase & Co., 1.953% to 2/04/2031, FLR (SOFR - 1 day + 1.065%) to 2/04/2032 | &nbsp;&nbsp;&nbsp;622000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499848 |
| JPMorgan Chase & Co., 4.26%, 2/22/2048 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269663 |
| JPMorgan Chase & Co., 3.109% to 4/22/2050, FLR (SOFR + 2.44%) to 4/22/2051 | 1922000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405819 |
| Morgan Stanley, 1.593% to 5/04/2026, FLR (SOFR - 1 day + 0.879%) to 5/04/2027 | &nbsp;&nbsp;&nbsp;902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810005 |
| Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031 | &nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290663 |
| Nationwide Building Society, 6.178% to 12/07/2026, FLR (SONIA + 2.213%) to 12/07/2027 | &nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140309 |
| NatWest Markets PLC, 6.375%, 11/08/2027 | &nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201647 |
| Société Générale S.A., 4.25%, 12/06/2030 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323039 |
| Standard Chartered PLC, 0.8% to 11/17/2028, FLR (EUR Swap Rate - 1yr. + 0.85%) to 11/17/2029 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269884 |
| TD Bank, 5.288%, 1/11/2028 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126424 |
| Toronto Dominion Bank, 8.125% to 10/31/2027, FLR (CMT - 5yr. + 4.075%) to 10/31/2082 | $&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604913 |
| Toronto-Dominion Bank, 4.108%, 6/08/2027 | &nbsp;&nbsp;&nbsp;719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707270 |
| UBS Group AG, 4.375% to 1/11/2030, FLR (EUR ICE Swap Rate - 1yr. + 1.55%) to 1/11/2031 | &nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375151 |
| UBS Group AG, 2.746% to 2/11/2032, FLR (CMT - 1yr. + 1.1%) to 2/11/2033 (n) | $&nbsp;&nbsp;&nbsp;749000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616367 |
| Unicaja Banco S.A., 1% to 12/01/2025, FLR (EUR ICE Swap Rate - 1yr. + 1.15%) to 12/01/2026 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391587 |
| UniCredit S.p.A., 2.569% to 9/22/2025, FLR (CMT - 1yr. + 2.3%) to 9/22/2026 (n) | $&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480820 |
| Wells Fargo & Co., 3.35% to 3/02/2032, FLR (SOFR - 1 day + 1.5%) to 3/02/2033 | 1435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265385 |
|  |  | &nbsp;&nbsp;&nbsp;$14735495 |
| Medical & Health Technology & Services – 5.0% | Medical & Health Technology & Services – 5.0% | Medical & Health Technology & Services – 5.0% |
| 180 Medical, Inc., 3.875%, 10/15/2029 (n) | $&nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$677990 |
| Alcon Finance B.V., 2.375%, 5/31/2028 | &nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233734 |
| Alcon Finance Corp., 3.8%, 9/23/2049 (n) | $&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163844 |
| Avantor Funding, Inc., 4.625%, 7/15/2028 (n) | 1004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946360 |
| Becton, Dickinson and Co., 4.298%, 8/22/2032 | &nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162040 |
| Catalent Pharma Solutions, Inc., 2.375%, 3/01/2028 | &nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202414 |
| Catalent, Inc., 3.125%, 2/15/2029 (n) | $1579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306212 |
| Charles River Laboratories International, Inc., 3.75%, 3/15/2029 (n) | 1344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197080 |
| CHS/Community Health Systems, Inc., 8%, 12/15/2027 (n) | &nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405272 |
| CHS/Community Health Systems, Inc., 6.125%, 4/01/2030 (n) | 1155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694314 |
| CHS/Community Health Systems, Inc., 5.25%, 5/15/2030 (n) | &nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286457 |
| DaVita, Inc., 4.625%, 6/01/2030 (n) | &nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661363 |
| Encompass Health Corp., 5.75%, 9/15/2025 | &nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263013 |
| Encompass Health Corp., 4.75%, 2/01/2030 | &nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696662 |
| Encompass Health Corp., 4.625%, 4/01/2031 | &nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101222 |
| HCA, Inc., 5.25%, 6/15/2026 | &nbsp;&nbsp;&nbsp;471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471552 |
| HCA, Inc., 5.125%, 6/15/2039 | &nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270518 |
| IQVIA Holdings, Inc., 5%, 10/15/2026 (n) | &nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463125 |
| IQVIA Holdings, Inc., 5%, 5/15/2027 (n) | &nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936446 |
| Legacy LifePoint Health LLC, 4.375%, 2/15/2027 (n) | &nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223125 |
| New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050 | &nbsp;&nbsp;&nbsp;318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210286 |
| ProMedica Toledo Hospital, "B", AGM, 6.015%, 11/15/2048 | &nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202253 |
| Regional Care/LifePoint Health, Inc., 9.75%, 12/01/2026 (n) | &nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477872 |
| Syneos Health, Inc., 3.625%, 1/15/2029 (n) | 1105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893669 |
| Tenet Healthcare Corp., 6.125%, 10/01/2028 | 1265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182876 |
| Tenet Healthcare Corp., 4.375%, 1/15/2030 | &nbsp;&nbsp;&nbsp;222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197343 |
| Tenet Healthcare Corp., 6.125%, 6/15/2030 (n) | &nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325188 |
| Thermo Fisher Scientific (Finance I) Co., 2%, 10/18/2051 | &nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237125 |
| Thermo Fisher Scientific, Inc., 1.75%, 10/15/2028 | $&nbsp;&nbsp;&nbsp;519000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452299 |
| U.S. Acute Care Solutions LLC, 6.375%, 3/01/2026 (n) | &nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479438 |
|  |  | &nbsp;&nbsp;&nbsp;$15021092 |
| Medical Equipment – 0.8% | Medical Equipment – 0.8% | Medical Equipment – 0.8% |
| Boston Scientific Corp., 0.625%, 12/01/2027 | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$304424 |
| DH Europe Finance II S.à r.l., 0.45%, 3/18/2028 | &nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299612 |
| Garden SpinCo Corp., 8.625%, 7/20/2030 (n) | $&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775752 |
| Mozart Debt Merger Sub, Inc., 5.25%, 10/01/2029 (n) | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334914 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Medical Equipment – continued | Medical Equipment – continued | Medical Equipment – continued |
| Teleflex, Inc., 4.625%, 11/15/2027 | $&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$835374 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2550076 |
| Metals & Mining – 3.0% | Metals & Mining – 3.0% | Metals & Mining – 3.0% |
| Anglo American Capital PLC, 5.625%, 4/01/2030 (n) | $&nbsp;&nbsp;&nbsp;371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$382549 |
| Anglo American Capital PLC, 4.75%, 9/21/2032 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223253 |
| Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, 7/15/2026 (n) | $&nbsp;&nbsp;&nbsp;767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744844 |
| Coeur Mining, Inc., 5.125%, 2/15/2029 (n) | &nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648189 |
| Compass Minerals International, Inc., 6.75%, 12/01/2027 (n) | &nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697585 |
| Eldorado Gold Corp., 6.25%, 9/01/2029 (n) | &nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384883 |
| Ero Copper Corp., 6.5%, 2/15/2030 (n) | &nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400281 |
| FMG Resources Ltd., 4.375%, 4/01/2031 (n) | 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073600 |
| Glencore Capital Finance DAC, 1.125%, 3/10/2028 | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510242 |
| Glencore Funding LLC, 2.85%, 4/27/2031 (n) | $&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398253 |
| GrafTech Finance, Inc., 4.625%, 12/15/2028 (n) | &nbsp;&nbsp;&nbsp;811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691197 |
| Kaiser Aluminum Corp., 4.625%, 3/01/2028 (n) | &nbsp;&nbsp;&nbsp;922000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841786 |
| Kaiser Aluminum Corp., 4.5%, 6/01/2031 (n) | &nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263830 |
| Novelis Corp., 3.25%, 11/15/2026 (n) | &nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317767 |
| Novelis Corp., 4.75%, 1/30/2030 (n) | &nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701375 |
| Novelis Corp., 3.875%, 8/15/2031 (n) | &nbsp;&nbsp;&nbsp;358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302152 |
| Petra Diamonds US$ Treasury PLC, 10.5% (10.5% PIK/9.75% Cash to 6/30/2023), 9.75% Cash to 3/08/2026 (n)(p) | &nbsp;&nbsp;&nbsp;359894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349098 |
| TMS International Corp., 6.25%, 4/15/2029 (n) | &nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131449 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$9062333 |
| Midstream – 4.5% | Midstream – 4.5% | Midstream – 4.5% |
| AI Candelaria Spain SLU, 7.5%, 12/15/2028 (n) | $&nbsp;&nbsp;&nbsp;430342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$409363 |
| Cheniere Energy Partners LP, 4.5%, 10/01/2029 | &nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473751 |
| DT Midstream, Inc., 4.125%, 6/15/2029 (n) | &nbsp;&nbsp;&nbsp;598000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524745 |
| DT Midstream, Inc., 4.375%, 6/15/2031 (n) | &nbsp;&nbsp;&nbsp;908000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794248 |
| Enbridge, Inc., 5.375%, 9/27/2077 | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400553 |
| Energy Transfer LP, 5.55%, 2/15/2028 | $&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224587 |
| Energy Transfer LP, 7.125% to 5/15/2030, FLR (CMT - 5yr. + 5.306%) to 5/15/2171 | &nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313330 |
| EQM Midstream Partners LP, 6%, 7/01/2025 (n) | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63993 |
| EQM Midstream Partners LP, 6.5%, 7/01/2027 (n) | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58921 |
| EQM Midstream Partners LP, 5.5%, 7/15/2028 | 1392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284120 |
| EQM Midstream Partners LP, 4.5%, 1/15/2029 (n) | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486768 |
| Galaxy Pipeline Assets Bidco Ltd., 2.16%, 3/31/2034 (n) | &nbsp;&nbsp;&nbsp;487296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420461 |
| Genesis Energy LP/Genesis Energy Finance Corp., 8%, 1/15/2027 | &nbsp;&nbsp;&nbsp;227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224094 |
| Genesis Energy LP/Genesis Energy Finance Corp., 8.875%, 4/15/2030 | &nbsp;&nbsp;&nbsp;564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573165 |
| GNL Quintero S.A., 4.634%, 7/31/2029 (n) | &nbsp;&nbsp;&nbsp;405344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398757 |
| Kinetik Holdings, Inc., 5.875%, 6/15/2030 (n) | 1128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071600 |
| Peru LNG, 5.375%, 3/22/2030 | 1047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868214 |
| Plains All American Pipeline LP/PAA Finance Corp., 3.55%, 12/15/2029 | &nbsp;&nbsp;&nbsp;744000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669150 |
| Sabine Pass Liquefaction LLC, 5%, 3/15/2027 | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285527 |
| Sabine Pass Liquefaction LLC, 4.5%, 5/15/2030 | &nbsp;&nbsp;&nbsp;507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492142 |
| Tallgrass Energy Partners LP, 5.5%, 1/15/2028 (n) | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012973 |
| Targa Resources Corp., 4.2%, 2/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43500 |
| Targa Resources Corp., 4.95%, 4/15/2052 | &nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248311 |
| Targa Resources Partners LP/Targa Resources Finance Corp., 6.875%, 1/15/2029 | &nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775377 |
| Venture Global Calcasieu Pass LLC, 3.875%, 8/15/2029 (n) | &nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765400 |
| Venture Global Calcasieu Pass LLC, 4.125%, 8/15/2031 (n) | &nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558533 |
| Venture Global Calcasieu Pass LLC , 6.25%, 1/15/2030 (n) | &nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161986 |
|  |  | &nbsp;&nbsp;&nbsp;$13603569 |
| Municipals – 0.4% | Municipals – 0.4% | Municipals – 0.4% |
| Massachusetts Educational Financing Authority, Education Loan Subordinate Rev., Taxable, "A", 2.641%, 7/01/2037 | $&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$517989 |
| Michigan Finance Authority Hospital Rev., Taxable (Trinity Health Credit Group), 3.384%, 12/01/2040 | &nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513315 |
| Oklahoma Development Finance Authority, Health System Rev., Taxable (OU Medicine Project), "C", 5.45%, 8/15/2028 | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171096 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1202400 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Natural Gas - Distribution – 0.0% | Natural Gas - Distribution – 0.0% | Natural Gas - Distribution – 0.0% |
| ENGIE S.A. , 4.25%, 1/11/2043 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$109555 |
| Natural Gas - Pipeline – 0.2% | Natural Gas - Pipeline – 0.2% | Natural Gas - Pipeline – 0.2% |
| APA Infrastructure Ltd., 0.75%, 3/15/2029 | &nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$304082 |
| APA Infrastructure Ltd., 2.5%, 3/15/2036 | &nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335760 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$639842 |
| Network & Telecom – 0.8% | Network & Telecom – 0.8% | Network & Telecom – 0.8% |
| AT&T, Inc., 3.5%, 9/15/2053 | $&nbsp;&nbsp;&nbsp;348000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$256805 |
| Iliad Holding S.A.S., 7%, 10/15/2028 (n) | &nbsp;&nbsp;&nbsp;854000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802060 |
| Orange S.A., 3.625%, 11/16/2031 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440589 |
| Verizon Communications, Inc., 2.1%, 3/22/2028 | $&nbsp;&nbsp;&nbsp;273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243463 |
| Verizon Communications, Inc., 2.55%, 3/21/2031 | &nbsp;&nbsp;&nbsp;637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543709 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2286626 |
| Oil Services – 0.6% | Oil Services – 0.6% | Oil Services – 0.6% |
| MV24 Capital B.V., 6.748%, 6/01/2034 | $&nbsp;&nbsp;&nbsp;856500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$817101 |
| Nabors Industries Ltd., 7.25%, 1/15/2026 (n) | &nbsp;&nbsp;&nbsp;514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499865 |
| Solaris Midstream Holding LLC, 7.625%, 4/01/2026 (n) | &nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1812966 |
| Oils – 1.1% | Oils – 1.1% | Oils – 1.1% |
| Neste Oyj, 0.75%, 3/25/2028 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$379344 |
| Parkland Corp., 4.625%, 5/01/2030 (n) | $1175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010032 |
| PBF Holding Co. LLC/PBF Finance Corp., 6%, 2/15/2028 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377136 |
| Puma International Financing S.A., 5%, 1/24/2026 | 1338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231094 |
| Thaioil Treasury Center Co. Ltd., 5.375%, 11/20/2048 (n) | &nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307249 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3304855 |
| Other Banks & Diversified Financials – 2.4% | Other Banks & Diversified Financials – 2.4% | Other Banks & Diversified Financials – 2.4% |
| AIB Group PLC, 5.75% to 2/16/2028, FLR (EUR Swap Rate - 1yr. + 2.85%) to 2/16/2029 | &nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$304003 |
| Alpha Bank, 4.25%, 2/13/2030 | &nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452425 |
| Arion Banki HF, 4.875%, 12/21/2024 | &nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600584 |
| Bangkok Bank (Hong Kong), 4.05%, 3/19/2024 (n) | $1046000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035476 |
| Bank Leumi le-Israel B.M., 5.125%, 7/27/2027 (n) | 1244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243191 |
| Bank of Cyprus PCL, 2.5% to 6/24/2026, FLR (EUR Swap Rate - 5yr. + 2.785%) to 6/24/2027 | &nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300747 |
| Belfius Bank S.A., 5.25%, 4/19/2033 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326516 |
| BPCE S.A., 2.277% to 1/20/2031, FLR (SOFR - 1 day + 1.312%) to 1/20/2032 (n) | $&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394572 |
| CaixaBank S.A., 5.375% to 11/14/2029, FLR (EURIBOR - 3mo. + 2.4%) to 11/14/2030 | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113687 |
| CaixaBank S.A., 6.875% to 10/25/2028, FLR (GBP Swap Rate - 5yr. + 3.7%) to 10/25/2033 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247905 |
| Deutsche Bank AG, 4% to 6/24/2027, FLR (EUR ICE Swap Rate - 5yr. + 3.3%) to 6/24/2032 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301067 |
| Groupe BPCE S.A., 4.5%, 3/15/2025 (n) | $&nbsp;&nbsp;&nbsp;278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270682 |
| Groupe des Assurances du Credit Mutuel, 1.85% to 4/21/2032, FLR (EURIBOR - 3mo. + 2.65%) to 4/21/2042 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244739 |
| Intesa Sanpaolo S.p.A., 2.625%, 3/11/2036 | &nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488864 |
| Macquarie Group Ltd., 4.08%, 5/31/2029 | &nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536805 |
| Virgin Money UK PLC, 5.125% to 12/11/2025, FLR (GBP Government Yield - 5yr. + 5.25%) to 12/11/2030 | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322441 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$7183704 |
| Personal Computers & Peripherals – 0.4% | Personal Computers & Peripherals – 0.4% | Personal Computers & Peripherals – 0.4% |
| NCR Corp., 5%, 10/01/2028 (n) | $&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$669454 |
| NCR Corp., 5.125%, 4/15/2029 (n) | &nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393716 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1063170 |
| Pharmaceuticals – 1.1% | Pharmaceuticals – 1.1% | Pharmaceuticals – 1.1% |
| 1375209 BC Ltd., 9%, 1/30/2028 (n) | $&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$393523 |
| Bausch Health Co., Inc., 11%, 9/30/2028 (n) | &nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349733 |
| Bausch Health Co., Inc., 14%, 10/15/2030 (n) | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55555 |
| Jazz Securities DAC, 4.375%, 1/15/2029 (n) | 1185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081123 |
| Organon Finance 1 LLC, 4.125%, 4/30/2028 (n) | &nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705471 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Pharmaceuticals – continued | Pharmaceuticals – continued | Pharmaceuticals – continued |
| Organon Finance 1 LLC, 5.125%, 4/30/2031 (n) | $&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$645495 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3230900 |
| Pollution Control – 0.9% | Pollution Control – 0.9% | Pollution Control – 0.9% |
| GFL Environmental, Inc., 4.25%, 6/01/2025 (n) | $&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$245911 |
| GFL Environmental, Inc., 4%, 8/01/2028 (n) | &nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563721 |
| GFL Environmental, Inc., 4.75%, 6/15/2029 (n) | &nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212097 |
| GFL Environmental, Inc., 4.375%, 8/15/2029 (n) | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252744 |
| Stericycle, Inc., 3.875%, 1/15/2029 (n) | &nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662783 |
| Waste Connections, Inc., 4.2%, 1/15/2033 | &nbsp;&nbsp;&nbsp;766000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744129 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2681385 |
| Precious Metals & Minerals – 0.4% | Precious Metals & Minerals – 0.4% | Precious Metals & Minerals – 0.4% |
| IAMGOLD Corp., 5.75%, 10/15/2028 (n) | $&nbsp;&nbsp;&nbsp;705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$557161 |
| Taseko Mines Ltd., 7%, 2/15/2026 (n) | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525863 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1083024 |
| Printing & Publishing – 0.3% | Printing & Publishing – 0.3% | Printing & Publishing – 0.3% |
| Cimpress N.V., 7%, 6/15/2026 (n) | $&nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$638750 |
| Informa PLC, 3.125%, 7/05/2026 | &nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221016 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$859766 |
| Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% | Railroad & Shipping – 0.1% |
| Canadian Pacific Railway Co., 2.45%, 12/02/2031 | $&nbsp;&nbsp;&nbsp;404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$348886 |
| Real Estate - Healthcare – 0.3% | Real Estate - Healthcare – 0.3% | Real Estate - Healthcare – 0.3% |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 0.993%, 10/15/2026 | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$169925 |
| MPT Operating Partnership LP/MPT Finance Corp., REIT, 5%, 10/15/2027 | $&nbsp;&nbsp;&nbsp;691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584126 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$754051 |
| Real Estate - Office – 0.2% | Real Estate - Office – 0.2% | Real Estate - Office – 0.2% |
| Corporate Office Property LP, REIT, 2.25%, 3/15/2026 | $&nbsp;&nbsp;&nbsp;298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$269692 |
| Corporate Office Property LP, REIT, 2%, 1/15/2029 | &nbsp;&nbsp;&nbsp;197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156208 |
| Corporate Office Property LP, REIT, 2.75%, 4/15/2031 | &nbsp;&nbsp;&nbsp;393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306744 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$732644 |
| Real Estate - Other – 0.7% | Real Estate - Other – 0.7% | Real Estate - Other – 0.7% |
| EPR Properties, REIT, 3.6%, 11/15/2031 | $&nbsp;&nbsp;&nbsp;333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$257435 |
| Lexington Realty Trust Co., 2.7%, 9/15/2030 | &nbsp;&nbsp;&nbsp;506000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417906 |
| W.P. Carey, Inc., REIT, 2.4%, 2/01/2031 | &nbsp;&nbsp;&nbsp;756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633899 |
| XHR LP, REIT, 4.875%, 6/01/2029 (n) | &nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652312 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1961552 |
| Real Estate - Retail – 0.4% | Real Estate - Retail – 0.4% | Real Estate - Retail – 0.4% |
| Brixmor Operating Partnership LP, REIT, 4.05%, 7/01/2030 | $&nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$300889 |
| Hammerson Ireland Finance DAC, 1.75%, 6/03/2027 | &nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223179 |
| Regency Centers Corp., 3.7%, 6/15/2030 | $&nbsp;&nbsp;&nbsp;152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137663 |
| STORE Capital Corp., REIT, 2.75%, 11/18/2030 | &nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246930 |
| WEA Finance LLC, 2.875%, 1/15/2027 (n) | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351373 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1260034 |
| Restaurants – 0.2% | Restaurants – 0.2% | Restaurants – 0.2% |
| Fertitta Entertainment LLC, 6.75%, 1/15/2030 (n) | $&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$527050 |
| Retailers – 1.2% | Retailers – 1.2% | Retailers – 1.2% |
| Asbury Automotive Group, Inc., 4.625%, 11/15/2029 (n) | $&nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$685656 |
| AutoZone, Inc., 4.75%, 8/01/2032 | &nbsp;&nbsp;&nbsp;212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212001 |
| Bath & Body Works, Inc., 5.25%, 2/01/2028 | 1405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326195 |
| Home Depot, Inc., 4.875%, 2/15/2044 | &nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252404 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Retailers – continued | Retailers – continued | Retailers – continued |
| Home Depot, Inc., 3.625%, 4/15/2052 | $&nbsp;&nbsp;&nbsp;536000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$447019 |
| Victoria's Secret & Co., 4.625%, 7/15/2029 (n) | &nbsp;&nbsp;&nbsp;712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591487 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$3514762 |
| Specialty Chemicals – 0.3% | Specialty Chemicals – 0.3% | Specialty Chemicals – 0.3% |
| Covestro AG, 4.75%, 11/15/2028 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$332808 |
| International Flavors & Fragrances, Inc., 1.832%, 10/15/2027 (n) | $&nbsp;&nbsp;&nbsp;356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308079 |
| Univar Solutions USA, Inc., 5.125%, 12/01/2027 (n) | &nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335524 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$976411 |
| Specialty Stores – 1.0% | Specialty Stores – 1.0% | Specialty Stores – 1.0% |
| DICK'S Sporting Goods, 3.15%, 1/15/2032 | $&nbsp;&nbsp;&nbsp;459000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$375563 |
| Group 1 Automotive, Inc., 4%, 8/15/2028 (n) | &nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628814 |
| Michael Cos., Inc., 5.25%, 5/01/2028 (n) | &nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325225 |
| Michael Cos., Inc., 7.875%, 5/01/2029 (n) | &nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345800 |
| Penske Automotive Group Co., 3.75%, 6/15/2029 | &nbsp;&nbsp;&nbsp;787000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665512 |
| PetSmart, Inc./PetSmart Finance Corp., 7.75%, 2/15/2029 (n) | &nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2896162 |
| Supermarkets – 0.6% | Supermarkets – 0.6% | Supermarkets – 0.6% |
| Albertsons Cos. LLC/Safeway, Inc., 4.625%, 1/15/2027 (n) | $&nbsp;&nbsp;&nbsp;673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$638038 |
| Albertsons Cos. LLC/Safeway, Inc., 3.5%, 3/15/2029 (n) | &nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483000 |
| ELO SACA, 4.875%, 12/08/2028 | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418553 |
| Iceland Bondco PLC, 4.375%, 5/15/2028 | &nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254645 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1794236 |
| Supranational – 1.8% | Supranational – 1.8% | Supranational – 1.8% |
| European Stability Mechanism, 1%, 6/23/2027 | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp;$1518162 |
| European Stability Mechanism, 0.5%, 3/05/2029 | 1070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014061 |
| European Stability Mechanism, 0.01%, 10/15/2031 | 2360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008662 |
| International Bank for Reconstruction and Development, 4.25%, 6/24/2025 | &nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289036 |
| West African Development Bank, 4.7%, 10/22/2031 (n) | $&nbsp;&nbsp;&nbsp;806000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711295 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$5541216 |
| Telecommunications - Wireless – 2.6% | Telecommunications - Wireless – 2.6% | Telecommunications - Wireless – 2.6% |
| Altice France S.A., 6%, 2/15/2028 (n) | $1185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$799533 |
| Cellnex Finance Co. S.A., 3.875%, 7/07/2041 (n) | &nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217756 |
| Cellnex Telecom S.A., 1.75%, 10/23/2030 | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440611 |
| Crown Castle, Inc., REIT, 3.7%, 6/15/2026 | $&nbsp;&nbsp;&nbsp;314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302942 |
| Millicom International Cellular S.A., 4.5%, 4/27/2031 (n) | &nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529063 |
| Rogers Communications, Inc., 3.8%, 3/15/2032 (n) | &nbsp;&nbsp;&nbsp;336000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302442 |
| Rogers Communications, Inc., 3.7%, 11/15/2049 | &nbsp;&nbsp;&nbsp;339000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251902 |
| SBA Communications Corp., 3.875%, 2/15/2027 | &nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655710 |
| SBA Communications Corp., 3.125%, 2/01/2029 | 1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910721 |
| Sprint Capital Corp., 6.875%, 11/15/2028 | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123329 |
| Sprint Corp., 7.625%, 3/01/2026 | &nbsp;&nbsp;&nbsp;696000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736136 |
| Telefonica Celular del Paraguay S.A., 5.875%, 4/15/2027 (n) | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836646 |
| T-Mobile USA, Inc., 3.875%, 4/15/2030 | &nbsp;&nbsp;&nbsp;664000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621890 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$7728681 |
| Telephone Services – 0.3% | Telephone Services – 0.3% | Telephone Services – 0.3% |
| Deutsche Telekom AG, 1.375%, 7/05/2034 | &nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$398629 |
| TELUS Corp., 2.85%, 11/13/2031 | &nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537095 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$935724 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | |
|:---|:---|:---|
| **Issuer** | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued |
| Tobacco – 0.3% | Tobacco – 0.3% | Tobacco – 0.3% |
| B.A.T. Capital Corp., 2.125%, 8/15/2025 | &nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$516612 |
| Philip Morris International, Inc., 5.125%, 11/17/2027 | $&nbsp;&nbsp;&nbsp;206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210539 |
| Vector Group Ltd., 5.75%, 2/01/2029 (n) | &nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322636 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1049787 |
| Transportation - Services – 0.5% | Transportation - Services – 0.5% | Transportation - Services – 0.5% |
| Autostrade per L'Italia S.p.A., 4.75%, 1/24/2031 | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$302905 |
| ERAC USA Finance LLC, 7%, 10/15/2037 (n) | $&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203521 |
| Holding d'Infrastructures de Transport, 1.475%, 1/18/2031 | &nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445188 |
| Transurban Finance Co., 1.45%, 5/16/2029 | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285704 |
| Triton International Ltd., 3.15%, 6/15/2031 (n) | $&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317568 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$1554886 |
| U.S. Treasury Obligations – 2.9% | U.S. Treasury Obligations – 2.9% | U.S. Treasury Obligations – 2.9% |
| U.S. Treasury Bonds, 1.75%, 8/15/2041 | $&nbsp;&nbsp;&nbsp;534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$389027 |
| U.S. Treasury Bonds, 2.375%, 2/15/2042 | 3970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211668 |
| U.S. Treasury Bonds, 2.375%, 11/15/2049 (f) | 6377000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4959861 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;$8560556 |
| Utilities - Electric Power – 5.0% | Utilities - Electric Power – 5.0% | Utilities - Electric Power – 5.0% |
| Adani Green Energy (UP) Ltd./Prayatna Developers Private Ltd., 6.25%, 12/10/2024 (n) | $1096000 | &nbsp;&nbsp;&nbsp;&nbsp;$1023348 |
| American Transmission Systems, Inc., 2.65%, 1/15/2032 (n) | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73208 |
| Bruce Power LP, 2.68%, 12/21/2028 | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512534 |
| Calpine Corp., 4.5%, 2/15/2028 (n) | $&nbsp;&nbsp;&nbsp;913000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842480 |
| Calpine Corp., 5.125%, 3/15/2028 (n) | &nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774126 |
| Clearway Energy Operating LLC, 4.75%, 3/15/2028 (n) | &nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499896 |
| Clearway Energy Operating LLC, 3.75%, 2/15/2031 (n) | 1380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165865 |
| E.ON SE, 3.875%, 1/12/2035 | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258985 |
| Enel Finance International N.V., 2.25%, 7/12/2031 (n) | $&nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577428 |
| Enel Finance International N.V., 4.75%, 5/25/2047 (n) | &nbsp;&nbsp;&nbsp;271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231007 |
| Enel S.p.A., 2.25% to 3/10/2027, FLR (EUR Swap Rate - 5yr. + 2.679%) to 3/10/2032, FLR (EUR Swap Rate - 5yr. + 2.929%) to 3/10/2047, FLR (EUR Swap Rate - 5yr. + 3.679%) to 3/10/2070 | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306367 |
| Enel S.p.A., 1.875% to 9/08/2030, FLR (EUR Swap Rate - 5yr. + 2.011%) to 9/08/2035, FLR (EUR Swap Rate - 5yr. + 2.261%) to 9/08/2050, FLR (EUR Swap Rate - 5yr. + 3.011%) to 3/08/2170 | &nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250846 |
| ENGIE Energía Chile S.A., 4.5%, 1/29/2025 (n) | $1023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997425 |
| Evergy, Inc., 2.9%, 9/15/2029 | &nbsp;&nbsp;&nbsp;418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371727 |
| Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n) | &nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157410 |
| Listrindo Capital B.V., 4.95%, 9/14/2026 | &nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860290 |
| Mong Duong Finance Holdings B.V., 5.125%, 5/07/2029 | &nbsp;&nbsp;&nbsp;594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528660 |
| National Grid Electricity Transmission PLC, 2%, 4/17/2040 | &nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336873 |
| National Grid PLC, 3.875%, 1/16/2029 | &nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228885 |
| National Grid PLC, 4.275%, 1/16/2035 | &nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216784 |
| NextEra Energy, Inc., 4.25%, 9/15/2024 (n) | $&nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99778 |
| NextEra Energy, Inc., 4.5%, 9/15/2027 (n) | &nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691797 |
| ReNew Power Private Ltd., 5.875%, 3/05/2027 | &nbsp;&nbsp;&nbsp;379200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360240 |
| Southern California Edison Co., 3.65%, 2/01/2050 | &nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217745 |
| Star Energy Geothermal (Wayang Windu) Ltd., 6.75%, 4/24/2033 | &nbsp;&nbsp;&nbsp;696477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676449 |
| TerraForm Global Operating LLC, 6.125%, 3/01/2026 (n) | &nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535338 |
| TerraForm Power Operating LLC, 5%, 1/31/2028 (n) | 1015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953412 |
| TerraForm Power Operating LLC, 4.75%, 1/15/2030 (n) | &nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494990 |
| Virginia Electric & Power Co., 3.5%, 3/15/2027 | &nbsp;&nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269169 |
| Virginia Electric & Power Co., 2.875%, 7/15/2029 | &nbsp;&nbsp;&nbsp;348000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315672 |
| Xcel Energy, Inc., 4.6%, 6/01/2032 | &nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157430 |
|  |  | &nbsp;&nbsp;&nbsp;$14986164 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | |
|:---|:---|:---|:---|
| **Issuer** |  | **Shares/Par** | &nbsp;&nbsp;&nbsp;**Value ($)** |
| Bonds – continued | Bonds – continued | Bonds – continued | Bonds – continued |
| Utilities - Gas – 0.2% | Utilities - Gas – 0.2% | Utilities - Gas – 0.2% | Utilities - Gas – 0.2% |
| EP Infrastructure A.S., 1.698%, 7/30/2026 | &nbsp;&nbsp;EUR | 480000 | &nbsp;&nbsp;&nbsp;$426702 |
| EP Infrastructure A.S., 2.045%, 10/09/2028 |  | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203141 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$629843 |
| **Total Bonds** | **Total Bonds** |  | &nbsp;&nbsp;**$388101894** |
| Exchange-Traded Funds – 1.0% | Exchange-Traded Funds – 1.0% | Exchange-Traded Funds – 1.0% | Exchange-Traded Funds – 1.0% |
| Special Products & Services – 1.0% | Special Products & Services – 1.0% | Special Products & Services – 1.0% |  |
| iShares iBoxx $ Investment Grade Corporate Bond ETF |  | &nbsp;&nbsp;&nbsp;27694 | &nbsp;&nbsp;$3070434 |
| Common Stocks – 0.2% | Common Stocks – 0.2% | Common Stocks – 0.2% | Common Stocks – 0.2% |
| Cable TV – 0.1% | Cable TV – 0.1% | Cable TV – 0.1% |  |
| Intelsat Emergence S.A. (a) |  | &nbsp;&nbsp;&nbsp;&nbsp;7339 | &nbsp;&nbsp;$168797 |
| Construction – 0.0% | Construction – 0.0% | Construction – 0.0% |  |
| ICA Tenedora, S.A. de C.V. (a)(u) |  | &nbsp;&nbsp;127848 | &nbsp;&nbsp;$115420 |
| Oil Services – 0.1% | Oil Services – 0.1% | Oil Services – 0.1% |  |
| LTRI Holdings LP (a)(u) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;$174221 |
| **Total Common Stocks** | **Total Common Stocks** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$458438** |
| Contingent Value Rights – 0.0% | Contingent Value Rights – 0.0% | Contingent Value Rights – 0.0% | Contingent Value Rights – 0.0% |
| Cable TV – 0.0% | Cable TV – 0.0% | Cable TV – 0.0% | Cable TV – 0.0% |
| Intelsat Jackson Holdings S.A. - Series A, 12/05/2025 (a) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;$4416 |
| Intelsat Jackson Holdings S.A. - Series B, 12/05/2025 (a) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2880 |
| **Total Contingent Value Rights** | **Total Contingent Value Rights** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$7296** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Strike<br> Price** | &nbsp;&nbsp;**First<br> Exercise** |  |  |
| Warrants – 0.0% |  |  |  |  |
| Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% | Other Banks & Diversified Financials – 0.0% |
| Avation Capital S.A. (1 share for 1 warrant, Expiration 10/31/26) (a) | GBP 1.14 | &nbsp;&nbsp;3/16/21 | 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3020 |

---

---

| | | |
|:---|:---|:---|
| Investment Companies (h) – 1.6% | Investment Companies (h) – 1.6% | Investment Companies (h) – 1.6% |
| Money Market Funds – 1.6% | Money Market Funds – 1.6% |  |
| MFS Institutional Money Market Portfolio, 4.29% (v) | 4779196 | &nbsp;&nbsp;&nbsp;&nbsp;$4779674 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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% |  |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Merrill Lynch International Bank | &nbsp;&nbsp;$3039751 | &nbsp;&nbsp;EUR 2,690,000 | &nbsp;&nbsp;&nbsp;$22613 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 4271471 | &nbsp;&nbsp; 3780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31777 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp; 2293938 | &nbsp;&nbsp; 2030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17065 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 500 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 1423824 | &nbsp;&nbsp; 1260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10592 |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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** | &nbsp;&nbsp;**Value ($)** |
| Purchased Options – continued | Purchased Options – continued | Purchased Options – continued | Purchased Options – continued | Purchased Options – continued |  |
| Market Index Securities – continued | Market Index Securities – continued | Market Index Securities – continued | Market Index Securities – continued | Market Index Securities – continued |  |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund pays 5%, Fund receives notional amount upon a defined credit event of an index constituent – April 2023 @ EUR 525 | &nbsp;&nbsp;Put | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$5291299 | &nbsp;&nbsp;EUR 5,240,000 | &nbsp;&nbsp;&nbsp;$34530 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund receives 5%, Fund pays notional amount upon a defined credit event of an index constituent – March 2023 @ EUR 475 | &nbsp;&nbsp;Call | &nbsp;&nbsp;Merrill Lynch International Bank | &nbsp;&nbsp;&nbsp;&nbsp; 3333556 | &nbsp;&nbsp; 2950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74463 |
| iTraxx Europe Crossover Series 38 Index Credit Default Swap-Fund receives 5%, Fund pays notional amount upon a defined credit event of an index constituent – March 2023 @ EUR 475 | &nbsp;&nbsp;Call | &nbsp;&nbsp;Merrill Lynch International Bank | &nbsp;&nbsp;&nbsp;&nbsp; 3344856 | &nbsp;&nbsp; 2960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74716 |
| iTraxx Europe Series 38 Index Credit Default Swap-Fund receives 5%, Fund pays notional amount upon a defined credit event of an index constituent – February 2023 @ EUR 90 | &nbsp;&nbsp;Call | &nbsp;&nbsp;Merrill Lynch International Bank | &nbsp;&nbsp;&nbsp; 18278140 | 16640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85442 |
| **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** |  | &nbsp;&nbsp;**$351198** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities – (32.3)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96862834) |
| **Net Assets – 100.0%** | &nbsp;&nbsp;&nbsp;**$299909120** |

---

(a) Non-income producing security.

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

(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 $4,779,674 and $391,992,280, 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 $213,513,824, representing 71.2% 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.

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

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** | &nbsp;&nbsp;**Acquisition<br> Date** | &nbsp;&nbsp;**Cost** | &nbsp;&nbsp;**Value** |
| NAK Naftogaz Ukraine via Standard Bank London Holdings PLC, 7.625%, 11/08/2026 | &nbsp;&nbsp;11/04/19 | &nbsp;&nbsp;$869000 | &nbsp;&nbsp;$178145 |
| % of Net assets |  |  | &nbsp;&nbsp;0.1% |

---

---

| | |
|:---|:---|
| The following abbreviations are used in this report and are defined: | The following abbreviations are used in this report and are defined: |
| AGM | Assured Guaranty Municipal |
| CDO | Collateralized Debt Obligation |
| CLO | Collateralized Loan Obligation |
| CMT | Constant Maturity Treasury |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate reported may not be the current rate. All reference rates are USD unless otherwise noted. |
| ICE | Intercontinental Exchange |
| LIBOR | London Interbank Offered Rate |
| NPFG | National Public Finance Guarantee Corp. |
| PCL | Public Company Limited |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |

---

------

Portfolio of Investments (unaudited) – continued

---

| | |
|:---|:---|
| 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: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNH | Chinese Yuan Renminbi (Offshore) |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TWD | Taiwan Dollar |
| UYU | Uruguayan Peso |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** | **Derivative Contracts at 1/31/23** |
| **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** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156078 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199587 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;$34787 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311772 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023117 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29442 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57184 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11214 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26438913 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048896 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159408 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4374966 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857954 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192218 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626058 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22612 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242760 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402872 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35864 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279016 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304310 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407724 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612665 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17583 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620273 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677354 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47457 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51804 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213473 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724486 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9002 |
| KRW | &nbsp;&nbsp;2255240445 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825736 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9957 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575987 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6161324 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30770 |
| SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067489 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087070 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14138 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94896789 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807028 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73518 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;103948124 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953905 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201389 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;139847142 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653505 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418290 | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379592 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35222 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32190 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11136361 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006475 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13975 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105708 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85161 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322883 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;4089803943 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333228 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;4089803943 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/28/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35065 | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345810 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58954 | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606144 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712307 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;139847142 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;5/05/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10457 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;$678885 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390729 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430494 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(131) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304820 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333974 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(982) |

---

------

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** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305582 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334399 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(575) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87392 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108059 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136) |
| GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167966 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208188 | &nbsp;&nbsp;State Street Bank Corp. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(761) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;582370569 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605660 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82755) |
| KRW | &nbsp;&nbsp;4089803943 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322883 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2698) |
| KRW | &nbsp;&nbsp;4089803943 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323693 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3508) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056978 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160815 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(767) |
| NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458606 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46503 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(388) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571420 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55577 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(703) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7363747 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10538407 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97017) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11236 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57184 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061451 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26438913 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146853) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809684 | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4374966 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52157) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070384 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137630 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41344) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995190 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012201 | &nbsp;&nbsp;Brown Brothers Harriman | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22209) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024597 | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8059827 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36842) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001196 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20206753 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4515) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10576 | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235838 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(159) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014721 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777596 | &nbsp;&nbsp;BNP Paribas S.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19584) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35182957 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32399350 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210778) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603566 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553022 | &nbsp;&nbsp;JPMorgan Chase Bank N.A. | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(567) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511312 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468486 | &nbsp;&nbsp;NatWest Markets PLC | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(472) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129018 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963382 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15821) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245036 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199142 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(891) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871711 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;4089803943 | &nbsp;&nbsp;Citibank N.A. | &nbsp;&nbsp;2/02/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(448475) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497275 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1846139731 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;4/12/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5423) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6001188 | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9363309 | &nbsp;&nbsp;HSBC Bank | &nbsp;&nbsp;4/21/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53381) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489008 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45224142 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17359) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957154 | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94623000 | &nbsp;&nbsp;Merrill Lynch International | &nbsp;&nbsp;2/03/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(194635) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(1461915) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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*** |  |  |
| Australian Bond 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;AUD | &nbsp;&nbsp;115 | &nbsp;&nbsp;$9775272 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$93098 |
| Canadian Treasury Bond 10 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;2277434 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23557 |
| Euro-Bobl 5 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;401 | &nbsp;&nbsp;51136615 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669404 |
| Euro-Bund 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;6693476 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7987 |
| Euro-Schatz 2 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;260 | &nbsp;&nbsp;29889785 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152279 |
| Long Gilt 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;515380 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 |
| U.S. Treasury Bond | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;118 | &nbsp;&nbsp;15325250 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285316 |
| U.S. Treasury Ultra Note 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;10544672 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28537 |
|  |  |  |  |  |  | &nbsp;&nbsp;$1261546 |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
| ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** | ***Interest Rate Futures*** |  |  |
| Canadian Treasury Bond 5 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;CAD | &nbsp;&nbsp;187 | &nbsp;&nbsp;$15898268 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;$(99993) |
| Euro-Buxl 30 yr | &nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;3913741 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410460) |
| U.S. Treasury Note 10 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;274 | &nbsp;&nbsp;31377281 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399358) |
| U.S. Treasury Note 2 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;13161500 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(148) |

---

------

Portfolio of Investments (unaudited) – continued

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** | **Futures Contracts - continued** |
| **Description** | &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)** |
| **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** | **Liability Derivatives - continued** |
| ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** | ***Interest Rate Futures - continued*** |  |  |
| U.S. Treasury Note 5 yr | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;397 | &nbsp;&nbsp;$43369149 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;$(340082) |
| U.S. Treasury Ultra Bond | &nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;425250 | &nbsp;&nbsp;March – 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15199) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(1265240) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |  |  |  |
| ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** | ***Credit Default Swaps*** |  |  |  |
| 12/20/27 | EUR | &nbsp;&nbsp;16640000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;(1) | &nbsp;&nbsp;1.00%/Quarterly | &nbsp;&nbsp;$(72321) | &nbsp;&nbsp;$(115369) | &nbsp;&nbsp;$(187690) |
| 12/20/27 | EUR | &nbsp;&nbsp;5910000 | &nbsp;&nbsp;centrally cleared | &nbsp;&nbsp;(2) | &nbsp;&nbsp;5.00%/Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;(56413) | &nbsp;&nbsp;&nbsp;(160488) | &nbsp;&nbsp;&nbsp;(216901) |
|  |  |  |  |  |  | &nbsp;&nbsp;$(128734) | &nbsp;&nbsp;$(275857) | &nbsp;&nbsp;$(404591) |

---

(1) Fund, as protection buyer, to receive notional amount upon a defined credit event by a reference obligation specified in the iTraxx Europe Series 38 Index.

(2) Fund, as protection buyer, to receive notional amount upon a defined credit event by a reference obligation specified in the iTraxx Europe Crossover Series 38 Index.

At January 31, 2023, the fund had cash collateral of $360,000 and other liquid securities with an aggregate value of $3,387,966 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
1/31/23 (unaudited)

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

(1) Investment Valuations

Subject to its oversight, the fund's Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund's investments to MFS as the fund's adviser, pursuant to the fund's valuation policy and procedures which have been adopted by the adviser and approved by the Board. Effective September 8, 2022, and 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. An investment may also be valued at fair value if the adviser determines that the investment's value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund's net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund's net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund's net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.

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

------

Supplemental Information (unaudited) – continued

Level 3 includes significant unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts, forward foreign currency exchange contracts, and swap agreements. The following is a summary of the levels used as of January 31, 2023 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;$3070434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$174221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3244655 |
| &nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176093 |
| &nbsp;&nbsp;&nbsp;Mexico | &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;&nbsp;&nbsp;115420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115420 |
| &nbsp;&nbsp;&nbsp;United Kingdom | &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;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
| 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;8560556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8560556 |
| 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;75532284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75532284 |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202400 |
| U.S. Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;196604278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;196604278 |
| 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;5255126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255126 |
| 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;8543028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8543028 |
| Foreign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92755420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92755420 |
| Mutual Funds | &nbsp;&nbsp;&nbsp;&nbsp;4779674 | &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;&nbsp;&nbsp;&nbsp;&nbsp;4779674 |
| Total | &nbsp;&nbsp;&nbsp;$7850108 | &nbsp;&nbsp;&nbsp;$388632205 | &nbsp;&nbsp;&nbsp;$289641 | &nbsp;&nbsp;&nbsp;$396771954 |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts – Assets | &nbsp;&nbsp;&nbsp;$1261546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1261546 |
| Futures Contracts – Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;(1265240) | &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;&nbsp;&nbsp;&nbsp;(1265240) |
| 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;678885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678885 |
| 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;(1461915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1461915) |
| 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;(404591) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(404591) |

---

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

The following is a reconciliation of level 3 assets for which significant unobservable inputs were used to determine fair value. The table presents the activity of level 3 securities held at the beginning and the end of the period.

---

| | |
|:---|:---|
|  | **Equity<br> Securities** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Balance as of 10/31/22 | $323557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Change in unrealized appreciation or depreciation | (33916) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Balance as of 1/31/23 | $289641 |

---

The net change in unrealized appreciation or depreciation from investments held as level 3 at January 31, 2023 is $(33,916). At January 31, 2023, the fund held two level 3 securities.

(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:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 Institutional Money Market Portfolio | &nbsp;&nbsp;$10670329 | &nbsp;&nbsp;$34704158 | &nbsp;&nbsp;$40595655 | &nbsp;&nbsp;$411 | &nbsp;&nbsp;$431 | &nbsp;&nbsp;$4779674 |

---

---

| | | |
|:---|:---|:---|
| **Affiliated Issuers** | &nbsp;&nbsp;**Dividend<br> Income** | &nbsp;&nbsp;**Capital Gain<br> Distributions** |
| MFS Institutional Money Market Portfolio | &nbsp;&nbsp;$59526 | &nbsp;&nbsp;$— |

---

(3) 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. 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 MULTIMARKET INCOME TRUST

- **b. Investment Company Act file number:** 811-04975

- **c. CIK number of Registrant:** 0000809173

- **d. LEI of Registrant:** WJEDYZGROW7MJ1187O21

- **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 MULTIMARKET INCOME TRUST

- **c. LEI of Series:** WJEDYZGROW7MJ1187O21

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $402649681.93

**Total Liabilities:** $102723727.40

**Net Assets:** $299925954.53

**Delayed Delivery Securities:** $800148.04

**Cash Not Reported:** $636452.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -115.02000000 | **1-Year:** -5718.11000000 | **5-Year:** -28015.41000000 | **10-Year:** -37099.61000000 | **30-Year:** -16325.09000000

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

- **3-Month:** -196.81000000 | **1-Year:** -15202.45000000 | **5-Year:** -56585.30000000 | **10-Year:** -19922.75000000 | **30-Year:** -5747.22000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 8.37%                | -2.33%               | 8.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2203577.00             | $17840920.77                               |
| Month 2  | $-1661009.91             | $-1491801.19                               |
| Month 3  | $-6926776.59             | $16788856.09                               |

**Designated Index Information**

- **Index Name:** 50% BBG US HY 2% Issuer Cap, 20% JPM GBI-EM Gbl Div, 10% BBG US Gov/Mtge BI, 10% BBG US HY Corp BI, 10% FTSE WGBI non Dollar

- **Index Identifier:** 50% LF89TRUU, 20% JGENVUUG, 10% LUMSTRUU, 10% LF98TRUU, 10% SBNUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                                                           | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    314000 | PA      | $302942.38    | 0.10%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                                                           | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $891327.50    | 0.30%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EVERGY INC                                          | Evergy Inc                                                                                                                 | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    418000 | PA      | $371726.50    | 0.12%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                       | P3 Group Sarl                                                                                                              | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $475240.15    | 0.16%             | 2026-01-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                                                                    | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    278000 | PA      | $270681.61    | 0.09%             | 2025-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1341732.85   | 0.45%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    316000 | PA      | $290663.11    | 0.10%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7646.46      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                               | CPI Property Group SA                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    420000 | PA      | $217085.57    | 0.07%             | 2028-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                            | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery                                              | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    318000 | PA      | $210286.08    | 0.07%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    904000 | PA      | $848865.04    | 0.28%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SES SA                                              | SES SA                                                                                                                     | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    290000 | PA      | $295268.85    | 0.10%             | 2029-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                              | Commonwealth Bank of Australia                                                                                             | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    688000 | PA      | $553130.58    | 0.18%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| GNL Quintero SA                                     | GNL Quintero SA                                                                                                            | CUSIP: 36190CAA5<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    405344 | PA      | $398757.16    | 0.13%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                | Neptune Bidco US Inc                                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    456000 | PA      | $443245.68    | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| IND & COMM BK CHN MACAU                             | Industrial & Commercial Bank of China Macau Ltd                                                                            | CUSIP: 000000000<br>LEI: 30030037RFQWUFQG0Y77 | Long             | DBT              | CORP              | MO        |    700000 | PA      | $673582.66    | 0.22%             | 2029-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                                                                         | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    536000 | PA      | $447019.59    | 0.15%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                 | Spectrum Brands Inc                                                                                                        | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    455000 | PA      | $366834.65    | 0.12%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $632307.48    | 0.21%             | 2024-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Long: BM05096P  CDS EUR R V 03MEVENT SM05096P_PRO CCPITRAXX / Short: BM05096P  CDS EUR P F  1.00000 SM05096P_FEE CCPITRAXX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |  16640000 | OU      | $-166356.22   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $540.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                               | Crown Americas LLC / Crown Americas Capital Corp V                                                                         | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $979543.75    | 0.33%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                                                                   | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    327000 | PA      | $301915.77    | 0.10%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $607140.00    | 0.20%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8712.20      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                                                                     | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    255000 | PA      | $267836.70    | 0.09%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                            | Ameriprise Financial Inc                                                                                                   | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208354.56    | 0.07%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $219507.00    | 0.07%             | 2026-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                            | Moog Inc                                                                                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    920000 | PA      | $853300.00    | 0.28%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                              | Tap Rock Resources LLC                                                                                                     | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128724.00    | 0.04%             | 2026-10-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                            | Constellation Brands Inc                                                                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    393000 | PA      | $324257.30    | 0.11%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                   | DISH Network Corp                                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270192.00    | 0.09%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    637000 | PA      | $543709.10    | 0.18%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    645000 | PA      | $619216.97    | 0.21%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    925000 | PA      | $790755.56    | 0.26%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                             | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                      | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    767000 | PA      | $744843.53    | 0.25%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                              | Indian Railway Finance Corp Ltd                                                                                            | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $581742.00    | 0.19%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                 | Viavi Solutions Inc                                                                                                        | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    920000 | PA      | $802700.00    | 0.27%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                            | CrownRock LP / CrownRock Finance Inc                                                                                       | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $719020.20    | 0.24%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $14138.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                              | CNH Industrial Capital LLC                                                                                                 | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236062.35    | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                               | SS&C Technologies Inc                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1033875.02   | 0.34%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                               | Canpack SA / Canpack US LLC                                                                                                | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1176000 | PA      | $976538.64    | 0.33%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PetSmart Inc / PetSmart Finance Corp                                                                                       | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $555248.51    | 0.19%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                  | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527912.09    | 0.18%             | 2028-04-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                            | NCR Corp                                                                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    760000 | PA      | $669453.60    | 0.22%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                               | AG TTMT Escrow Issuer LLC                                                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $760414.49    | 0.25%             | 2027-09-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-36841.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                                                                        | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    672000 | PA      | $442290.27    | 0.15%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                  | Credit Agricole SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $217310.48    | 0.07%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                                                                   | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $194006.54    | 0.06%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                                     | CUSIP: 03881EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    471500 | PA      | $440677.57    | 0.15%             | 2036-05-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    775000 | PA      | $698468.75    | 0.23%             | 2030-01-31      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                 | Kinetik Holdings LP                                                                                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1071600.00   | 0.36%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    534000 | PA      | $389027.34    | 0.13%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B24 Mortgage Trust                                                                                          | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2043047 | PA      | $124741.71    | 0.04%             | 2054-03-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                            | Enel SpA                                                                                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    315000 | PA      | $250846.35    | 0.08%             | 2030-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                            | Indofood CBP Sukses Makmur Tbk PT                                                                                          | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    760000 | PA      | $654549.22    | 0.22%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    760000 | PA      | $653600.00    | 0.22%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                                                              | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    282000 | PA      | $240016.18    | 0.08%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $301067.15    | 0.10%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                                                                         | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $219600.00    | 0.07%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    670000 | PA      | $680050.00    | 0.23%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $229967.25    | 0.08%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods Inc                                       | B&G Foods Inc                                                                                                              | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    455000 | PA      | $414664.25    | 0.14%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                              | Eskom Holdings SOC Ltd                                                                                                     | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1052000 | PA      | $1004386.48   | 0.33%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-472.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                              | KOREA DEVELOPMENT BANK                                                                                                     | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    771000 | PA      | $751330.04    | 0.25%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                              | Patrick Industries Inc                                                                                                     | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    810000 | PA      | $801454.50    | 0.27%             | 2027-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                            | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV                                                     | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    412000 | PA      | $389340.00    | 0.13%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-29.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-204394.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $428872.50    | 0.14%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                             | TRTX 2021-FL4 Issuer Ltd                                                                                                   | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $322957.16    | 0.11%             | 2038-03-15      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                             | Sasol Financing USA LLC                                                                                                    | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523500.00    | 0.17%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                                              | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    784000 | PA      | $713440.00    | 0.24%             | 2026-03-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    506000 | PA      | $414311.73    | 0.14%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                        | Entegris Inc                                                                                                               | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    487000 | PA      | $415322.83    | 0.14%             | 2029-05-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                                            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $198375.00    | 0.07%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                                | Galp Energia SGPS SA                                                                                                       | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | DBT              | CORP              | PT        |    400000 | PA      | $407655.28    | 0.14%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                             | QBE Insurance Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $321921.38    | 0.11%             | 2038-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $354886.10    | 0.12%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                                              | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    160000 | PA      | $156619.22    | 0.05%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                            | SLM Corp                                                                                                                   | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264960.00    | 0.09%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                               | Transurban Finance Co Pty Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $285704.41    | 0.10%             | 2029-05-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding Inc                                                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $946360.36    | 0.32%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                            | NextEra Energy Operating Partners LP                                                                                       | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    107000 | PA      | $99777.50     | 0.03%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                 | Prestige Brands Inc                                                                                                        | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212275.00    | 0.07%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                              | Axalta Coating Systems LLC                                                                                                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $997600.00    | 0.33%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                     | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    270000 | PA      | $231754.50    | 0.08%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                               | Trivium Packaging Finance BV                                                                                               | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $615513.60    | 0.21%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                 | Meritage Homes Corp                                                                                                        | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    615000 | PA      | $545043.75    | 0.18%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                    | Boyd Gaming Corp                                                                                                           | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $389773.68    | 0.13%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    363000 | PA      | $281817.32    | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB Finance Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    547000 | PA      | $510296.30    | 0.17%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                  | Raytheon Technologies Corp                                                                                                 | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    620000 | PA      | $438163.02    | 0.15%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC         | BBCMS Trust 2021-C10                                                                                                       | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991260 | PA      | $72043.71     | 0.02%             | 2054-07-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                    | BAT Capital Corp                                                                                                           | CUSIP: 000000000<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $516612.15    | 0.17%             | 2025-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                  | Angolan Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $356024.00    | 0.12%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                               | National Grid Electricity Transmission PLC                                                                                 | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $336873.42    | 0.11%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                             | Hyundai Capital America                                                                                                    | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $275495.08    | 0.09%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                            | TerraForm Power Operating LLC                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $953412.34    | 0.32%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | Microsoft Corp                                                                                                             | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    529000 | PA      | $376972.32    | 0.13%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                      | ARD Finance SA                                                                                                             | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    670000 | PA      | $525574.80    | 0.18%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $890686.58    | 0.30%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AVATION CAPITAL SA                                  | AVATION CAPITAL SA                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      7000 | NS      | $3020.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                               | Time Warner Cable LLC                                                                                                      | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $167024.29    | 0.06%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                                                                                                  | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    263000 | PA      | $269515.86    | 0.09%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                              | Logicor Financing Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $331052.93    | 0.11%             | 2030-01-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                  | Eldorado Gold Corp                                                                                                         | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $384882.88    | 0.13%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                             | Samhallsbyggnadsbolaget i Norden AB                                                                                        | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |    610000 | PA      | $594202.16    | 0.20%             | 2025-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                                                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    805000 | PA      | $780862.08    | 0.26%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                | Entegris Escrow Corp                                                                                                       | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $279456.03    | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                                                                     | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    416000 | PA      | $437389.94    | 0.15%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                             | Energean Israel Finance Ltd                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    846000 | PA      | $789952.50    | 0.26%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                             | RTE Reseau de Transport d'Electricite SADIR                                                                                | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $162596.38    | 0.05%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                               | Bank of Ireland Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $110373.16    | 0.04%             | 2028-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | Microsoft Corp                                                                                                             | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    293000 | PA      | $221838.05    | 0.07%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    902000 | PA      | $810004.97    | 0.27%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                            | NCR Corp                                                                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    452000 | PA      | $393716.52    | 0.13%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1049000 | PA      | $948695.52    | 0.32%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                               | Euronet Worldwide Inc                                                                                                      | CUSIP: 000000000<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406293.69    | 0.14%             | 2026-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                     | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $835400.00    | 0.28%             | 2032-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                            | Telefonaktiebolaget LM Ericsson                                                                                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |    510000 | PA      | $483754.71    | 0.16%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                               | Southern Gas Corridor CJSC                                                                                                 | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   1367000 | PA      | $1408666.16   | 0.47%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                                                               | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    201000 | PA      | $177623.34    | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                                                                 | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    273000 | PA      | $243463.14    | 0.08%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                               | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    114000 | PA      | $104636.39    | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $321840.00    | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                               | Dick's Sporting Goods Inc                                                                                                  | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    459000 | PA      | $375563.02    | 0.13%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80223.59     | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                            | International Flavors & Fragrances Inc                                                                                     | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    356000 | PA      | $308078.73    | 0.10%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                                            | LABL Inc                                                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207862.50    | 0.07%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                                                                   | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    545000 | PA      | $475637.85    | 0.16%             | 2028-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                                                                 | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106777.50    | 0.04%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions Inc                                                                                              | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1306211.96   | 0.44%             | 2029-02-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                             | PFP 2021-7 Ltd                                                                                                             | CUSIP: 69290LAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    199990 | PA      | $186107.51    | 0.06%             | 2038-04-14      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED CHF / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $-131.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                 | Jazz Securities DAC                                                                                                        | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1185000 | PA      | $1081122.90   | 0.36%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust     | Bayview Financial Revolving Asset Trust 2005-E                                                                             | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433079 | PA      | $539120.46    | 0.18%             | 2040-12-28      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $205605.47    | 0.07%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                    | Pernod Ricard SA                                                                                                           | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $110776.49    | 0.04%             | 2032-11-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                                                                    | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    287000 | PA      | $270518.28    | 0.09%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |         1 | NC      | $114454.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                  | Scripps Escrow Inc                                                                                                         | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $541747.50    | 0.18%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                                              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1165865.40   | 0.39%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                      | Sabre GLBL Inc                                                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    285000 | PA      | $302100.00    | 0.10%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED USD / SOLD CNH                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-4515.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    455000 | PA      | $345800.00    | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    760000 | PA      | $626528.80    | 0.21%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                                                           | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    487296 | PA      | $420461.31    | 0.14%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-17359.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE Inc                                                                                                           | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    990000 | PA      | $882712.23    | 0.29%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                            | Corporate Office Properties LP                                                                                             | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    197000 | PA      | $156208.15    | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    493000 | PA      | $444764.88    | 0.15%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                       | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    736000 | PA      | $708848.97    | 0.24%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    855000 | PA      | $774126.04    | 0.26%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance Inc                                                                                                       | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    811000 | PA      | $691197.38    | 0.23%             | 2028-12-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2022-B36 Mortgage Trust                                                                                          | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8711547 | PA      | $428967.03    | 0.14%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $11259.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                  | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58920.60     | 0.02%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Grupo KUO SAB De CV                                 | Grupo KUO SAB De CV                                                                                                        | CUSIP: 40052CAC0<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |    558000 | PA      | $529073.28    | 0.18%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Equate Petrochemical BV                             | Equate Petrochemical BV                                                                                                    | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |   1034000 | PA      | $1005875.20   | 0.34%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                                                                  | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $260137.22    | 0.09%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                              | Boston Scientific Corp                                                                                                     | CUSIP: 000000000<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    320000 | PA      | $304424.35    | 0.10%             | 2027-12-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                | Banco de Sabadell SA                                                                                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $183023.93    | 0.06%             | 2027-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                                                                 | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    696000 | PA      | $736135.89    | 0.25%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                      | Bruce Power LP                                                                                                             | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $512534.29    | 0.17%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT Midstream Inc                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598000 | PA      | $524745.00    | 0.17%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                   | Hammerson Ireland Finance DAC                                                                                              | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |    252000 | PA      | $223179.21    | 0.07%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                             | US Acute Care Solutions LLC                                                                                                | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $479438.00    | 0.16%             | 2026-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $458439.40    | 0.15%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                                                                      | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2234000 | PA      | $1715984.93   | 0.57%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                  | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1284120.00   | 0.43%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                 | Vulcan Materials Co                                                                                                        | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    550000 | PA      | $502562.50    | 0.17%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    390000 | PA      | $325224.90    | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC         | BBCMS Mortgage Trust 2021-C9                                                                                               | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6570823 | PA      | $596946.80    | 0.20%             | 2054-02-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                                                                      | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $55555.53     | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                              | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    691000 | PA      | $663560.39    | 0.22%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-2498.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AA BOND CO LTD                                      | AA Bond Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    460000 | PA      | $453314.33    | 0.15%             | 2028-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                            | iHeartCommunications Inc                                                                                                   | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    763000 | PA      | $683838.75    | 0.23%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                            | American Transmission Systems Inc                                                                                          | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $73208.08     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                            | Permian Resources Operating LLC                                                                                            | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114931.00    | 0.04%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                                  | Alpha Services and Holdings SA                                                                                             | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |    490000 | PA      | $452425.21    | 0.15%             | 2030-02-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                | Ooredoo International Finance Ltd                                                                                          | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    370000 | PA      | $324356.80    | 0.11%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                               | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $274345.80    | 0.09%             | 2048-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |         1 | NC      | $174.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                | Targa Resources Corp                                                                                                       | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $248310.66    | 0.08%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-323.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                             | MOL Hungarian Oil & Gas PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |    190000 | PA      | $173865.30    | 0.06%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    907000 | PA      | $752869.35    | 0.25%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                               | Nabors Industries Ltd                                                                                                      | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    514000 | PA      | $499865.00    | 0.17%             | 2026-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                             | Realogy Group LLC / Realogy Co-Issuer Corp                                                                                 | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $443197.80    | 0.15%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                 | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    800000 | PA      | $629938.38    | 0.21%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                             | Jersey Central Power & Light Co                                                                                            | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $157409.66    | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust             | Securitized Term Auto Loan Receivables Trust 2019-CRT                                                                      | CUSIP: 81379MAC8<br>LEI: 549300DC604TIE09UO03 | Long             | ABS-O            | CORP              | CA        |     81686 | PA      | $81347.76     | 0.03%             | 2026-03-25      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $819000.00    | 0.27%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                             | Sensata Technologies BV                                                                                                    | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $382687.50    | 0.13%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                 | Province of Alberta Canada                                                                                                 | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    410000 | PA      | $326721.21    | 0.11%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                           | IQVIA Inc                                                                                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    965000 | PA      | $936445.46    | 0.31%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions Inc                                                                                              | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202413.80    | 0.07%             | 2028-03-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                    | Triton Container International Ltd                                                                                         | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    395000 | PA      | $317568.20    | 0.11%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                               | Dun & Bradstreet Corp/The                                                                                                  | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    690000 | PA      | $610995.56    | 0.20%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    197000 | PA      | $163338.11    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                     | Fair Isaac Corp                                                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51996.28     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                                      | Qatar Government International Bond                                                                                        | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1404000 | PA      | $1400490.00   | 0.47%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                               | Cikarang Listrindo Tbk PT                                                                                                  | CUSIP: 000000000<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    910000 | PA      | $860289.66    | 0.29%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                 | Prestige Brands Inc                                                                                                        | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    655000 | PA      | $625688.75    | 0.21%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR ULTRA FUT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -87 | NC      | $28537.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                    | Vector Group Ltd                                                                                                           | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    370000 | PA      | $322636.30    | 0.11%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                            | Banco BTG Pactual SA/Cayman Islands                                                                                        | CUSIP: 05971AAE1<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    894000 | PA      | $860922.00    | 0.29%             | 2025-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    425000 | PA      | $363375.00    | 0.12%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                              | SWF Escrow Issuer Corp                                                                                                     | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $384590.70    | 0.13%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $263830.32    | 0.09%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                            | European Stability Mechanism                                                                                               | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |   2360000 | PA      | $2008661.63   | 0.67%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                | LXP Industrial Trust                                                                                                       | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    506000 | PA      | $417905.77    | 0.14%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                                | Videotron Ltd                                                                                                              | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    466000 | PA      | $447322.72    | 0.15%             | 2027-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2021-C60                                                                             | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1982808 | PA      | $175645.08    | 0.06%             | 2054-08-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                 | ReNew Power Pvt Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |    379200 | PA      | $360240.00    | 0.12%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                            | Ubisoft Entertainment SA                                                                                                   | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $245855.35    | 0.08%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                  | Regency Centers LP                                                                                                         | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    152000 | PA      | $137663.20    | 0.05%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                            | Electricite de France SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $371805.41    | 0.12%             | 2026-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                            | Corporate Office Properties LP                                                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    298000 | PA      | $269691.91    | 0.09%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corp Ltd                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $148760.00    | 0.05%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                          | TELUS Corp                                                                                                                 | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $537094.81    | 0.18%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    546000 | PA      | $488670.00    | 0.16%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 2SARL                              | Albion Financing 2SARL                                                                                                     | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    640000 | PA      | $542400.00    | 0.18%             | 2027-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                                              | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    255000 | PA      | $262012.50    | 0.09%             | 2027-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    860000 | PA      | $765400.00    | 0.26%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                               | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ                                           | CUSIP: 00654AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   1096000 | PA      | $1023347.64   | 0.34%             | 2024-12-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                               | INTELSAT EMERGENCE SA                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      7339 | NS      | $168797.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    591000 | PA      | $525963.30    | 0.18%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD SEK                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $745.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Co Inc                                                                                         | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    566000 | PA      | $536729.34    | 0.18%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | CS100060 MFS                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | LU        |   2950000 | NC      | $74463.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON FINANCE BV                                    | Alcon Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 529900TPAPL2QKAZIO76 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $233734.17    | 0.08%             | 2028-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | N/A       |         1 | NC      | $-981.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                       | UniCredit SpA                                                                                                              | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    530000 | PA      | $480820.25    | 0.16%             | 2026-09-22      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                   | Post Holdings Inc                                                                                                          | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    584000 | PA      | $562100.00    | 0.19%             | 2028-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -274 | NC      | $-399358.56   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ICELAND BONDCO PLC                                  | Iceland Bondco PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $254645.07    | 0.08%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                     | RAC Bond Co PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $301386.52    | 0.10%             | 2026-05-06      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                          | Groupe des Assurances du Credit Mutuel SADIR                                                                               | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $244739.28    | 0.08%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications Inc                                                                                                  | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    339000 | PA      | $251901.81    | 0.08%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                                                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    331000 | PA      | $355005.95    | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                | Chart Industries Inc                                                                                                       | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    283000 | PA      | $295307.67    | 0.10%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                            | Trustees of the University of Pennsylvania/The                                                                             | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    966000 | PA      | $658110.62    | 0.22%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    363000 | PA      | $344986.56    | 0.12%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                              | Group 1 Automotive Inc                                                                                                     | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    715000 | PA      | $628813.90    | 0.21%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                  | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    182000 | PA      | $152808.86    | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                              | Real Hero Merger Sub 2 Inc                                                                                                 | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $423225.00    | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ASX Clear (Futures)                                 | AUST 10Y BOND FUT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -115 | NC      | $93098.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                             | Empire Communities Corp                                                                                                    | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $502275.00    | 0.17%             | 2025-12-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                        | CaixaBank SA                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $113686.79    | 0.04%             | 2030-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                                    | Summer BC Bidco B LLC                                                                                                      | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |    765000 | PA      | $628763.82    | 0.21%             | 2026-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                                          | Mattel Inc                                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    342000 | PA      | $341145.00    | 0.11%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    913000 | PA      | $842480.06    | 0.28%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-21089.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                            | Virgin Media Vendor Financing Notes IV DAC                                                                                 | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   1220000 | PA      | $1107272.00   | 0.37%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                                   | LTRI HOLDINGS, LP                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $174220.80    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| ABB FINANCE BV                                      | ABB Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108945.29    | 0.04%             | 2027-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                             | Sensata Technologies BV                                                                                                    | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $245056.56    | 0.08%             | 2024-11-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-566.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD CAD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-20255.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                             | Gates Global LLC / Gates Corp                                                                                              | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $792794.19    | 0.26%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                    | Unicaja Banco SA                                                                                                           | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $391587.20    | 0.13%             | 2026-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                                                                  | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    719000 | PA      | $707269.98    | 0.24%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $2090.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd                                                                     | CUSIP: 03881CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $94700.90     | 0.03%             | 2035-12-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                       | TransDigm Inc                                                                                                              | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    620000 | PA      | $619781.60    | 0.21%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                                                                  | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    281000 | PA      | $243064.86    | 0.08%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications Inc                                                                                                  | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    336000 | PA      | $302441.92    | 0.10%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                      | EPR Properties                                                                                                             | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    333000 | PA      | $257434.51    | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1639230.04   | 0.55%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                  | Crown Americas LLC                                                                                                         | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    580000 | PA      | $558250.00    | 0.19%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                  | Alcon Finance Corp                                                                                                         | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163843.95    | 0.05%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECH INC                                    | Sensata Technologies Inc                                                                                                   | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $565787.50    | 0.19%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                 | Sprint Capital Corp                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1123328.76   | 0.37%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                               | Reckitt Benckiser Treasury Services PLC                                                                                    | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    396000 | PA      | $373952.57    | 0.12%             | 2027-06-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NESTE OYJ                                           | Neste Oyj                                                                                                                  | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |    400000 | PA      | $379343.88    | 0.13%             | 2028-03-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods Inc                                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    845000 | PA      | $773001.22    | 0.26%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                                                                     | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    515000 | PA      | $479593.75    | 0.16%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                | Thaioil Treasury Center Co Ltd                                                                                             | CUSIP: 88322YAD3<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    359000 | PA      | $307249.16    | 0.10%             | 2048-11-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                 | NatWest Markets PLC                                                                                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $201647.20    | 0.07%             | 2027-11-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                            | Solaris Midstream Holdings LLC                                                                                             | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    496000 | PA      | $496000.00    | 0.17%             | 2026-04-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| SARENS FINANCE CO NV                                | Sarens Finance Co NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300B68EWZ6IHPCL79 | Long             | DBT              | CORP              | BE        |    241000 | PA      | $214209.64    | 0.07%             | 2027-02-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                                                                                               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285526.53    | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    472000 | PA      | $480260.00    | 0.16%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $645494.85    | 0.22%             | 2031-04-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                            | Ontario Teachers' Cadillac Fairview Properties Trust                                                                       | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $333681.83    | 0.11%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $266569.05    | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B23 Mortgage Trust                                                                                          | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4040555 | PA      | $273165.34    | 0.09%             | 2054-02-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    990000 | PA      | $879228.90    | 0.29%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                            | Wyndham Hotels & Resorts Inc                                                                                               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    803000 | PA      | $740611.40    | 0.25%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                     | Danske Bank A/S                                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    410000 | PA      | $446587.44    | 0.15%             | 2031-01-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                       | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $714000.00    | 0.24%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                            | Telefonica Celular del Paraguay SA                                                                                         | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    900000 | PA      | $836645.57    | 0.28%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                            | Permian Resources Operating LLC                                                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    614000 | PA      | $575503.74    | 0.19%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $13975.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                | Enel Finance International NV                                                                                              | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $577428.24    | 0.19%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                     | Sands China Ltd                                                                                                            | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $569128.74    | 0.19%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                       | AIA Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    720000 | PA      | $631302.10    | 0.21%             | 2033-09-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                             | Dornoch Debt Merger Sub Inc                                                                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $516577.14    | 0.17%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE                                     | Cellnex Finance Co SA                                                                                                      | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    295000 | PA      | $217756.38    | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $295688.85    | 0.10%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CHF                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $193.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                | EnBW International Finance BV                                                                                              | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $328732.57    | 0.11%             | 2028-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                        | WP Carey Inc                                                                                                               | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    756000 | PA      | $633899.44    | 0.21%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2022-CRE6 Trust                                                                                                      | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    126000 | PA      | $116621.32    | 0.04%             | 2037-01-16      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-133137.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD CZK                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-159.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                      | ANGI Group LLC                                                                                                             | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    887000 | PA      | $679912.11    | 0.23%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                  | Serbia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    800000 | PA      | $529033.44    | 0.18%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $349732.80    | 0.12%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    405000 | PA      | $336150.00    | 0.11%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                       | DISH DBS Corp                                                                                                              | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $345168.00    | 0.12%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                | Glencore Funding LLC                                                                                                       | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    465000 | PA      | $398253.15    | 0.13%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                  | Angolan Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    491000 | PA      | $464240.50    | 0.15%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                                                                   | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    769000 | PA      | $664923.54    | 0.22%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                | EP Infrastructure AS                                                                                                       | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    250000 | PA      | $203140.56    | 0.07%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                        | SM Energy Co                                                                                                               | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    565000 | PA      | $537439.04    | 0.18%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                  | Regal Rexnord Corp                                                                                                         | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    473000 | PA      | $482300.60    | 0.16%             | 2030-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4 LP                                                                                                                | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437500 | PA      | $404639.68    | 0.13%             | 2050-02-15      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| ERO COPPER CORP                                     | ERO Copper Corp                                                                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $400281.43    | 0.13%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                  | Camelot Finance SA                                                                                                         | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    420000 | PA      | $399474.60    | 0.13%             | 2026-11-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                            | Smyrna Ready Mix Concrete LLC                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    545000 | PA      | $497595.90    | 0.17%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  87500000 | PA      | $4417308.36   | 1.47%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED CAD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $35864.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                        | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |     27694 | NS      | $3070433.78   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $240515.70    | 0.08%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                        | Peru LNG Srl                                                                                                               | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |   1047000 | PA      | $868214.28    | 0.29%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                                           | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    430000 | PA      | $405272.19    | 0.14%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                 | Bangkok Bank PCL/Hong Kong                                                                                                 | CUSIP: 059895AR3<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   1046000 | PA      | $1035476.15   | 0.35%             | 2024-03-19      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                   | Ipoteka-Bank ATIB                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |   1000000 | PA      | $932500.00    | 0.31%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                   | MDGH GMTN RSC Ltd                                                                                                          | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |   1091000 | PA      | $987355.00    | 0.33%             | 2029-11-07      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-SCHATZ FUT MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -260 | NC      | $152279.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                                                                    | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $394572.24    | 0.13%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                                                                      | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101222.45    | 0.03%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                | Targa Resources Corp                                                                                                       | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43500.01     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                     | Madison IAQ LLC                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    863000 | PA      | $684566.12    | 0.23%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAMHALLSBYGGNADS                                    | Samhallsbyggnadsbolaget i Norden AB                                                                                        | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |   1160000 | PA      | $481107.50    | 0.16%             | 2026-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                            | Aon Corp / Aon Global Holdings PLC                                                                                         | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $201791.37    | 0.07%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority       | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                         | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    565000 | PA      | $517988.61    | 0.17%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | CS100080 MFS                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |   2030000 | NC      | $17065.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal          | CAN 10YR BOND FUT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        24 | NC      | $23556.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                | Tencent Holdings Ltd                                                                                                       | CUSIP: 88032XAD6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $683039.77    | 0.23%             | 2025-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                   | American Builders & Contractors Supply Co Inc                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1280053.35   | 0.43%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    525000 | PA      | $467302.50    | 0.16%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                    | Arches Buyer Inc                                                                                                           | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    740000 | PA      | $623272.40    | 0.21%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1405818.82   | 0.47%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Long: BM05096   CDS EUR R V 03MEVENT SM05096_PRO CCPITRAXX / Short: BM05096   CDS EUR P F  1.00000 SM05096_FEE CCPITRAXX   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR Senior Secured Financing DAC                                                                                          | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    716000 | PA      | $697598.80    | 0.23%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain Inc                                                                                                          | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    385000 | PA      | $366096.50    | 0.12%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B26 Mortgage Trust                                                                                          | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7102132 | PA      | $349539.96    | 0.12%             | 2054-06-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                | Ryan Specialty Group LLC                                                                                                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    359000 | PA      | $323548.75    | 0.11%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                             | Thermo Fisher Scientific Finance I BV                                                                                      | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $237125.03    | 0.08%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                            | Province of British Columbia Canada                                                                                        | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    315000 | PA      | $197345.23    | 0.07%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                                                            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $584126.49    | 0.19%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                            | Grand City Properties SA                                                                                                   | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $266351.83    | 0.09%             | 2023-07-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                                                                         | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    248000 | PA      | $252403.62    | 0.08%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    280000 | PA      | $242900.00    | 0.08%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                               | Merlin Entertainments Ltd                                                                                                  | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $409404.92    | 0.14%             | 2026-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                                      | Alpek SAB de CV                                                                                                            | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $335252.78    | 0.11%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                      | LoanCore 2021-CRE5 Issuer Ltd                                                                                              | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    464500 | PA      | $438781.52    | 0.15%             | 2036-07-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                 | AssuredPartners Inc                                                                                                        | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    530000 | PA      | $453351.40    | 0.15%             | 2029-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                                               | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    351000 | PA      | $317767.32    | 0.11%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD NZD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-53380.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                | Glencore Capital Finance DAC                                                                                               | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    550000 | PA      | $510242.23    | 0.17%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                                                                    | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1159000 | PA      | $1153438.12   | 0.38%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ICA TENEDORA SA DE CV                               | ICA TENEDORA SA DE CV                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127848 | NS      | $115420.02    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    768000 | PA      | $644928.00    | 0.22%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                               | Bath & Body Works Inc                                                                                                      | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1326194.62   | 0.44%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                            | Virginia Electric and Power Co                                                                                             | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    279000 | PA      | $269168.61    | 0.09%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    730000 | PA      | $539667.10    | 0.18%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                              | Energizer Holdings Inc                                                                                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    572000 | PA      | $496736.24    | 0.17%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                              | Logicor Financing Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $129812.27    | 0.04%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $508506.25    | 0.17%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                              | Victoria's Secret & Co                                                                                                     | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    712000 | PA      | $591486.88    | 0.20%             | 2029-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                       | TransDigm Inc                                                                                                              | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562866.45    | 0.19%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD NOK                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $292.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                                                                   | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $275048.84    | 0.09%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority              | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                   | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    209000 | PA      | $171096.05    | 0.06%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $57.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                              | Egypt Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1120000 | PA      | $743411.20    | 0.25%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                     | MV24 Capital BV                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    856500 | PA      | $817101.00    | 0.27%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                   | Syneos Health Inc                                                                                                          | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $893668.75    | 0.30%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                                                                      | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    747000 | PA      | $702678.94    | 0.23%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CESKE DRAHY                                         | Ceske Drahy AS                                                                                                             | CUSIP: 000000000<br>LEI: 31570010000000034336 | Long             | DBT              | CORP              | CZ        |    540000 | PA      | $603448.40    | 0.20%             | 2027-10-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | LONG GILT FUTURE MAR23                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -4 | NC      | $1368.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD AUD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-97016.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                             | International Bank for Reconstruction & Development                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    405000 | PA      | $289036.26    | 0.10%             | 2025-06-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | CS100073 MFS                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | CA        |   3780000 | NC      | $31776.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                     | 180 Medical Inc                                                                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    765000 | PA      | $677990.01    | 0.23%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                      | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $245911.04    | 0.08%             | 2025-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                  | Gray Escrow II Inc                                                                                                         | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242000 | PA      | $955129.05    | 0.32%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                   | Republic of Kenya Government International Bond                                                                            | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    776000 | PA      | $674204.32    | 0.22%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                                       | Cable One Inc                                                                                                              | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $593659.73    | 0.20%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avation Capital SA                                  | Avation Capital SA                                                                                                         | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    411485 | PA      | $351819.68    | 0.12%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $888800.00    | 0.30%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                              | Millicom International Cellular SA                                                                                         | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $529062.50    | 0.18%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ARKEMA                                              | Arkema SA                                                                                                                  | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $212587.03    | 0.07%             | 2031-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | CS100062 MFS                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | US        |   2960000 | NC      | $74715.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp                                                                                                              | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $1010032.12   | 0.34%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ELO SACA                                            | ELO SACA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $418552.87    | 0.14%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                  | Bank of Cyprus Pcl                                                                                                         | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |    330000 | PA      | $300746.74    | 0.10%             | 2027-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                             | Mong Duong Finance Holdings BV                                                                                             | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    594000 | PA      | $528660.05    | 0.18%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2021-FL7 Issuer Ltd                                                                                                  | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $92714.00     | 0.03%             | 2038-12-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                        | Business Jet Securities 2021-1 LLC                                                                                         | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69750 | PA      | $60767.18     | 0.02%             | 2036-04-15      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-19583.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                       | B&G Foods Inc                                                                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137487.50    | 0.05%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                            | OCP SA                                                                                                                     | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $471372.00    | 0.16%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                             | Realogy Group LLC / Realogy Co-Issuer Corp                                                                                 | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $315000.00    | 0.11%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                               | Argentine Republic Government International Bond                                                                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1047289 | PA      | $321849.12    | 0.11%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                                 | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    501000 | PA      | $469512.15    | 0.16%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | Newell Brands Inc                                                                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    392000 | PA      | $394034.48    | 0.13%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                             | Asbury Automotive Group Inc                                                                                                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    777000 | PA      | $685655.88    | 0.23%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                                                                | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $348885.66    | 0.12%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                   | National Grid PLC                                                                                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $228884.65    | 0.08%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | CS100069 MFS                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |   5240000 | NC      | $34530.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                 | GTCR AP Finance Inc                                                                                                        | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $319120.75    | 0.11%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                             | SBA Communications Corp                                                                                                    | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    710000 | PA      | $655710.35    | 0.22%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                      | ABB Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |    160000 | PA      | $172335.37    | 0.06%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                         | Bacardi Ltd                                                                                                                | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $416576.45    | 0.14%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                               | Foundation Building Materials Inc                                                                                          | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $462507.00    | 0.15%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                                        | Virtusa Corp                                                                                                               | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    530000 | PA      | $445200.00    | 0.15%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                            | Dar Al-Arkan Sukuk Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $976028.00    | 0.33%             | 2027-02-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    622000 | PA      | $499847.90    | 0.17%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        29 | NC      | $-7125.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOLL ROAD INV PART II                               | Toll Road Investors Partnership II LP                                                                                      | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $567490.28    | 0.19%             | 2027-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |         1 | NC      | $86934.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                       | Synaptics Inc                                                                                                              | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $627787.76    | 0.21%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       118 | NC      | $285315.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Qatar                                      | Qatar Government International Bond                                                                                        | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    533000 | PA      | $530813.63    | 0.18%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX Technologies Inc                                                                                                       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1151902.73   | 0.38%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| STERICYCLE INC                                      | Stericycle Inc                                                                                                             | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    747000 | PA      | $662783.22    | 0.22%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                            | NextEra Energy Operating Partners LP                                                                                       | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    735000 | PA      | $691796.70    | 0.23%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                  | Garden Spinco Corp                                                                                                         | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $775751.83    | 0.26%             | 2030-07-20      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $323038.89    | 0.11%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                            | Discovery Communications LLC                                                                                               | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    219000 | PA      | $201324.90    | 0.07%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Crest Ltd                                           | CREST 2004-1 Ltd                                                                                                           | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |   4324931 | PA      | $43.25        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                  | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63993.15     | 0.02%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Engie Energia Chile SA                              | Engie Energia Chile SA                                                                                                     | CUSIP: 268270AD7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   1023000 | PA      | $997425.00    | 0.33%             | 2025-01-29      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    630000 | PA      | $558532.80    | 0.19%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    309000 | PA      | $266667.79    | 0.09%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                    | Ziggo Bond Co BV                                                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1220000 | PA      | $1008330.00   | 0.34%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED GBP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-761.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                              | Philip Morris International Inc                                                                                            | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    206000 | PA      | $210538.84    | 0.07%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                                         | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    221000 | PA      | $224586.83    | 0.07%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                                                           | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6377000 | PA      | $4959861.23   | 1.65%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial Inc                                                                                                   | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    109000 | PA      | $94586.09     | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-14587.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   3171000 | PA      | $2804697.99   | 0.94%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG LONDON                             | Credit Suisse AG/London                                                                                                    | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    380000 | PA      | $398378.75    | 0.13%             | 2024-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                                                                       | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    493000 | PA      | $479686.46    | 0.16%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 2021-FL6 Ltd                                                                                                           | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $949507.40    | 0.32%             | 2036-07-16      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                        | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $775377.45    | 0.26%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                                    | easyJet FinCo BV                                                                                                           | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $473436.61    | 0.16%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                              | Energizer Gamma Acquisition BV                                                                                             | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $295959.74    | 0.10%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                       | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    753000 | PA      | $512213.19    | 0.17%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HOLCIM STERLING FINANCE                             | Holcim Sterling Finance Netherlands BV                                                                                     | CUSIP: 000000000<br>LEI: 529900KU5LFL22MEGK07 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $346489.89    | 0.12%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    880000 | PA      | $833982.60    | 0.28%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                             | F-Brasile SpA / F-Brasile US LLC                                                                                           | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    805000 | PA      | $659600.90    | 0.22%             | 2026-08-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                                                           | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1265385.35   | 0.42%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                      | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $252743.70    | 0.08%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |         1 | NC      | $-575.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BOBL FUTURE MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -401 | NC      | $669403.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-8.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                                         | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    343000 | PA      | $313330.50    | 0.10%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                    | Credit Acceptance Corp                                                                                                     | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $611690.55    | 0.20%             | 2024-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                  | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1230000 | PA      | $1142845.75   | 0.38%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                            | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $914464.00    | 0.30%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 Multifamily Housing Mortgage Loan Trust                                                                                | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $704060.76    | 0.23%             | 2036-07-15      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                 | Clarivate Science Holdings Corp                                                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $554352.75    | 0.18%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                   | MDGH GMTN RSC Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    508000 | PA      | $486685.34    | 0.16%             | 2024-11-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                                                                          | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $276191.17    | 0.09%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    134000 | PA      | $154851.20    | 0.05%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  50000000 | PA      | $2510182.95   | 0.84%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                            | Virgin Media Finance PLC                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1015000 | PA      | $851980.85    | 0.28%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $126424.28    | 0.04%             | 2028-01-11      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                   | Renk AG/Frankfurt am Main                                                                                                  | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $423875.56    | 0.14%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VGP NV                                              | VGP NV                                                                                                                     | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |    500000 | PA      | $370658.74    | 0.12%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                        | Teleflex Inc                                                                                                               | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    875000 | PA      | $835373.44    | 0.28%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                  | PBF Holding Co LLC / PBF Finance Corp                                                                                      | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $377136.00    | 0.13%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                  | CommScope Technologies LLC                                                                                                 | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    914000 | PA      | $697818.44    | 0.23%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                               | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $224094.40    | 0.07%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                | SRS Distribution Inc                                                                                                       | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    680000 | PA      | $584738.80    | 0.19%             | 2029-07-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                                                                      | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  42100000 | PA      | $977362.25    | 0.33%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                            | Tengizchevroil Finance Co International Ltd                                                                                | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    422000 | PA      | $376491.52    | 0.13%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                               | Low Income Investment Fund                                                                                                 | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $178128.71    | 0.06%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                        | IAMGOLD Corp                                                                                                               | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $557161.50    | 0.19%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1296.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                            | Advantage Sales & Marketing Inc                                                                                            | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    579000 | PA      | $440040.00    | 0.15%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                                              | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    530000 | PA      | $499896.00    | 0.17%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                   | National Grid PLC                                                                                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216784.30    | 0.07%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |  11586000 | PA      | $8134003.88   | 2.71%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                  | Leviathan Bond Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   1270000 | PA      | $1260475.00   | 0.42%             | 2025-06-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                  | STORE Capital Corp                                                                                                         | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    316000 | PA      | $246929.89    | 0.08%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                              | MIWD Holdco II LLC / MIWD Finance Corp                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $407420.30    | 0.14%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                                                                   | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    538000 | PA      | $511215.69    | 0.17%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                       | AIB Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $304002.85    | 0.10%             | 2029-02-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                | EnBW International Finance BV                                                                                              | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110505.35    | 0.04%             | 2029-11-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CTP NV                                              | CTP NV                                                                                                                     | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $405410.31    | 0.14%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                   | La Banque Postale SA                                                                                                       | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $436205.58    | 0.15%             | 2030-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                     | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                   | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3733723 | PA      | $211709.56    | 0.07%             | 2054-11-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $982629.00    | 0.33%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                | Bank Leumi Le-Israel BM                                                                                                    | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   1244000 | PA      | $1243191.40   | 0.41%             | 2027-07-27      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal          | CAN 5YR BOND FUT MAR23                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       137 | NC      | $-91574.57    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-448474.55   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL SPA                                            | Enel SpA                                                                                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    325000 | PA      | $306367.11    | 0.10%             | 2026-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                 | Abu Dhabi Crude Oil Pipeline LLC                                                                                           | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |   1100000 | PA      | $1037797.20   | 0.35%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio            | MFS Institutional Money Market Portfolio                                                                                   | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |   4759377 | NS      | $4759853.39   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                                | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    965000 | PA      | $887578.05    | 0.30%             | 2028-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                             | HCA Inc                                                                                                                    | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    471000 | PA      | $471551.48    | 0.16%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                            | European Stability Mechanism                                                                                               | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |   1070000 | PA      | $1014060.81   | 0.34%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                                | Verscend Escrow Corp                                                                                                       | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    792000 | PA      | $794754.18    | 0.26%             | 2026-08-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                                                                         | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    854000 | PA      | $802059.72    | 0.27%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                            | Telenet Finance Luxembourg Notes Sarl                                                                                      | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1114800.00   | 0.37%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $9956.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | N/A       |         1 | NC      | $493.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                                                                     | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    509000 | PA      | $514068.73    | 0.17%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                             | Consolidated Energy Finance SA                                                                                             | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    536000 | PA      | $466320.00    | 0.16%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                      | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $563721.25    | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | Newell Brands Inc                                                                                                          | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    454000 | PA      | $458947.39    | 0.15%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $483000.00    | 0.16%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Long: BM05100P  CDS EUR R V 03MEVENT SM05100P_PRO CCPITRAXX / Short: BM05100P  CDS EUR P F  5.00000 SM05100P_FEE CCPITRAXX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |   5910000 | OU      | $-214982.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                              | APA Infrastructure Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $304081.47    | 0.10%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                            | Primo Water Holdings Inc                                                                                                   | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    927000 | PA      | $808566.48    | 0.27%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $635075.00    | 0.21%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                  | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $117020.59    | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $608719.43    | 0.20%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                                                                                               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    507000 | PA      | $492141.92    | 0.16%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                 | LSF11 A5 HoldCo LLC                                                                                                        | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    662000 | PA      | $543234.04    | 0.18%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334914.08    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED CAD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $22612.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | JP        |         1 | NC      | $-50930.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $315219.60    | 0.11%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                            | Korea Hydro & Nuclear Power Co Ltd                                                                                         | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    379000 | PA      | $369979.80    | 0.12%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-2100.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                            | Weekley Homes LLC / Weekley Finance Corp                                                                                   | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534000 | PA      | $464713.50    | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                             | International Game Technology PLC                                                                                          | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $230000.00    | 0.08%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    390000 | PA      | $339253.98    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                            | Mercedes-Benz Finance Canada Inc                                                                                           | CUSIP: 000000000<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $258113.84    | 0.09%             | 2027-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                           | IQVIA Inc                                                                                                                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    475000 | PA      | $463125.00    | 0.15%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                     | Sands China Ltd                                                                                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    495000 | PA      | $450950.20    | 0.15%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                  | Belfius Bank SA                                                                                                            | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $326516.36    | 0.11%             | 2033-04-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168750.00    | 0.06%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                      | Mastercard Inc                                                                                                             | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245194.50    | 0.08%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | CS100070 MFS                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | US        |   2690000 | NC      | $22613.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                            | Marsh & McLennan Cos Inc                                                                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    316000 | PA      | $267150.21    | 0.09%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                             | SBA Communications Corp                                                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $910721.19    | 0.30%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                          | Vonovia SE                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $230028.83    | 0.08%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                  | Morocco Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    758000 | PA      | $758299.96    | 0.25%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                             | E.ON SE                                                                                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $258985.30    | 0.09%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                                 | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    165000 | PA      | $131045.94    | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -31 | NC      | $-1320.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                                                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    348000 | PA      | $256805.07    | 0.09%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                              | TMS International Corp/DE                                                                                                  | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131449.22    | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                             | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    210000 | PA      | $188417.53    | 0.06%             | 2026-10-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                | EP Infrastructure AS                                                                                                       | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    480000 | PA      | $426702.15    | 0.14%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                     | Xcel Energy Inc                                                                                                            | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157430.08    | 0.05%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                             | Australia & New Zealand Banking Group Ltd                                                                                  | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    563000 | PA      | $434191.23    | 0.14%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                              | APA Infrastructure Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $335760.16    | 0.11%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $401039.22    | 0.13%             | 2026-06-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                            | Marriott Ownership Resorts Inc                                                                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    360000 | PA      | $313383.31    | 0.10%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                            | Empresa Nacional del Petroleo                                                                                              | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    806000 | PA      | $759921.86    | 0.25%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED GBP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $9002.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                 | Clarivate Science Holdings Corp                                                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $187383.50    | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                | DH Europe Finance II Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $299612.37    | 0.10%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                            | Corporate Office Properties LP                                                                                             | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    393000 | PA      | $306743.50    | 0.10%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $694314.32    | 0.23%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                  | Cellnex Telecom SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $440611.15    | 0.15%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                            | Engie SA                                                                                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109555.40    | 0.04%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                             | CF Hippolyta Issuer LLC                                                                                                    | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90251 | PA      | $80295.77     | 0.03%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                                          | Mattel Inc                                                                                                                 | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    570000 | PA      | $531527.72    | 0.18%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                               | Waste Connections Inc                                                                                                      | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    766000 | PA      | $744128.76    | 0.25%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                             | International Game Technology PLC                                                                                          | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1040000 | PA      | $985424.15    | 0.33%             | 2026-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                            | State Oil Co of the Azerbaijan Republic                                                                                    | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |   1152000 | PA      | $1205367.55   | 0.40%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                                | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    270000 | PA      | $232200.00    | 0.08%             | 2030-08-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $273556.25    | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                 | Virgin Money UK PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $322440.64    | 0.11%             | 2030-12-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2021-L6                                                                                     | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2770399 | PA      | $175829.72    | 0.06%             | 2054-06-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                       | Life Time Inc                                                                                                              | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165109.95    | 0.06%             | 2026-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                      | Wynn Macau Ltd                                                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    409000 | PA      | $360270.55    | 0.12%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                            | Altice France Holding SA                                                                                                   | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1185000 | PA      | $799532.99    | 0.27%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                      | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $212096.90    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1182876.20   | 0.39%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                  | Morocco Government International Bond                                                                                      | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    448000 | PA      | $357840.00    | 0.12%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                             | Becton Dickinson and Co                                                                                                    | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    166000 | PA      | $162040.07    | 0.05%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                       | INTELSAT JACKSON HOLDINGS S A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       768 | NS      | $2880.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita Inc                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    785000 | PA      | $661362.50    | 0.22%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TRIMAS CORP                                         | TriMas Corp                                                                                                                | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1373655.75   | 0.46%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED AUD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $29442.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                | ERAC USA Finance LLC                                                                                                       | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $203520.63    | 0.07%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                        | Entegris Inc                                                                                                               | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285075.00    | 0.10%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                   | Ghana Government International Bond                                                                                        | CUSIP: 37443GAB7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    593000 | PA      | $217927.50    | 0.07%             | 2032-03-26      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2021-L5                                                                                     | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822193 | PA      | $126085.72    | 0.04%             | 2054-05-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| PFP III                                             | PFP 2021-7 Ltd                                                                                                             | CUSIP: 69290LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    163992 | PA      | $153496.18    | 0.05%             | 2038-04-14      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                             | SPCM SA                                                                                                                    | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    709000 | PA      | $600168.50    | 0.20%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                              | Brixmor Operating Partnership LP                                                                                           | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    329000 | PA      | $300888.72    | 0.10%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $440382.85    | 0.15%             | 2031-01-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                   | Motion Bondco DAC                                                                                                          | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    650000 | PA      | $588237.50    | 0.20%             | 2027-11-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                            | Banque Ouest Africaine de Developpement                                                                                    | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    806000 | PA      | $711295.00    | 0.24%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                            | Empresa Nacional del Petroleo                                                                                              | CUSIP: 29245JAJ1<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    423000 | PA      | $398817.55    | 0.13%             | 2026-08-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT Midstream Inc                                                                                                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    908000 | PA      | $794247.58    | 0.26%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                                      | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    335000 | PA      | $325187.85    | 0.11%             | 2030-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                                                                | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    399000 | PA      | $320948.42    | 0.11%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    673000 | PA      | $638037.65    | 0.21%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $649779.00    | 0.22%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    865000 | PA      | $715233.90    | 0.24%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                 | Toledo Hospital/The                                                                                                        | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202252.89    | 0.07%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-859.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                            | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                                 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $520212.60    | 0.17%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                | Enel Finance International NV                                                                                              | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    271000 | PA      | $231006.72    | 0.08%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-43.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                          | MICHIGAN ST FIN AUTH REVENUE                                                                                               | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    605000 | PA      | $513314.97    | 0.17%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED JPY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | JP        |         1 | NC      | $-31823.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                            | Univar Solutions USA Inc/Washington                                                                                        | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    347000 | PA      | $335524.24    | 0.11%             | 2027-12-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -412 | NC      | $-376758.89   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                                       | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378806.80    | 0.13%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED NOK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-388.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1200000 | PA      | $950712.95    | 0.32%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 Multifamily Housing Mortgage Loan Trust                                                                                | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    401500 | PA      | $374726.37    | 0.12%             | 2036-07-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                                                                 | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223252.84    | 0.07%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                 | Deutsche Telekom AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $398629.06    | 0.13%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                      | LoanCore 2021-CRE5 Issuer Ltd                                                                                              | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    938000 | PA      | $889382.71    | 0.30%             | 2036-07-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | CS100052 MFS                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | US        |  16640000 | NC      | $85442.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Acres PLC                                           | ACRES Commercial Realty 2021-FL2 Ltd                                                                                       | CUSIP: 00500JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    387000 | PA      | $373985.27    | 0.12%             | 2037-01-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp                                                                                                            | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1444451.25   | 0.48%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                            | TerraForm Power Operating LLC                                                                                              | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    550000 | PA      | $494990.38    | 0.17%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $705471.00    | 0.24%             | 2028-04-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD BRL                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-52157.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                             | Legacy LifePoint Health LLC                                                                                                | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $223125.00    | 0.07%             | 2027-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                            | Telefonaktiebolaget LM Ericsson                                                                                            | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |    680000 | PA      | $578617.58    | 0.19%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                        | Enbridge Inc                                                                                                               | CUSIP: 29250NAT2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $400552.93    | 0.13%             | 2077-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |         1 | NC      | $-767.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                     | Nigeria Government International Bond                                                                                      | CUSIP: 65412JAK9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    920000 | PA      | $747952.64    | 0.25%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                    | TriNet Group Inc                                                                                                           | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $921183.81    | 0.31%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COVESTRO AG                                         | Covestro AG                                                                                                                | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $332808.24    | 0.11%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                               | Element Solutions Inc                                                                                                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    919000 | PA      | $813315.00    | 0.27%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                                        | AutoZone Inc                                                                                                               | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212001.26    | 0.07%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                  | VICI Properties LP                                                                                                         | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    716000 | PA      | $692407.23    | 0.23%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC         | BBCMS Mortgage Trust 2020-C7                                                                                               | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990306 | PA      | $71559.25     | 0.02%             | 2053-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                             | Sensata Technologies BV                                                                                                    | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    805000 | PA      | $796140.98    | 0.27%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARION BANKI HF                                      | Arion Banki HF                                                                                                             | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |    560000 | PA      | $600584.10    | 0.20%             | 2024-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline LP / PAA Finance Corp                                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $669150.45    | 0.22%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                              | Export-Import Bank of India                                                                                                | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1366000 | PA      | $1279996.64   | 0.43%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUXL 30Y BND MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        25 | NC      | $-410460.67   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                                                                         | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    209000 | PA      | $198210.99    | 0.07%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED THB / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $62257.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                   | MDGH GMTN RSC Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    660000 | PA      | $567171.00    | 0.19%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                                | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407517.63    | 0.14%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                  | Howard Hughes Corp/The                                                                                                     | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    925000 | PA      | $798756.00    | 0.27%             | 2029-02-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED BRL / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $149631.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-2071.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                     | Bermuda Government International Bond                                                                                      | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    731000 | PA      | $733948.04    | 0.24%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                                                                                    | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    379000 | PA      | $360107.34    | 0.12%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                             | Penske Automotive Group Inc                                                                                                | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    787000 | PA      | $665511.73    | 0.22%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |         1 | NC      | $6043.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1593000 | PA      | $1105239.78   | 0.37%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD KRW                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-5423.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    340000 | PA      | $375151.18    | 0.13%             | 2031-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                            | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                                | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    869000 | PA      | $178145.00    | 0.06%             | 2026-11-08      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BC HOLDCO A SARL                             | Summer BC Holdco A Sarl                                                                                                    | CUSIP: 000000000<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |    207242 | PA      | $182754.78    | 0.06%             | 2027-10-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                            | SeaWorld Parks & Entertainment Inc                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    490000 | PA      | $442868.14    | 0.15%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                       | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1021000 | PA      | $855817.80    | 0.29%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                               | Low Income Investment Fund                                                                                                 | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $452202.34    | 0.15%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                            | OCP SA                                                                                                                     | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    373000 | PA      | $361343.75    | 0.12%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                               | Genesis Energy LP / Genesis Energy Finance Corp                                                                            | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564000 | PA      | $573165.00    | 0.19%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                 | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    570000 | PA      | $488864.16    | 0.16%             | 2036-03-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    230000 | PA      | $259983.34    | 0.09%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                               | Antero Resources Corp                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $501074.12    | 0.17%             | 2029-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                | WMG Acquisition Corp                                                                                                       | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    765000 | PA      | $674347.50    | 0.22%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                | Airport Authority                                                                                                          | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    376000 | PA      | $290842.76    | 0.10%             | 2052-01-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                                      | CCM Merger Inc                                                                                                             | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    613000 | PA      | $593077.50    | 0.20%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                                                              | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    277000 | PA      | $217745.29    | 0.07%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Harbourview CLO VII Ltd                             | Harbourview CLO VII-R                                                                                                      | CUSIP: 41165TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2399497.50   | 0.80%             | 2031-07-18      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    375000 | PA      | $329073.75    | 0.11%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                            | Garda World Security Corp                                                                                                  | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    516000 | PA      | $509595.66    | 0.17%             | 2027-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                     | WEA Finance LLC                                                                                                            | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351373.24    | 0.12%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                                                                  | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $265483.41    | 0.09%             | 2030-01-19      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                               | Guatemala Government Bond                                                                                                  | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1592000 | PA      | $1544684.57   | 0.52%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                            | Clarios Global LP / Clarios US Finance Co                                                                                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    785000 | PA      | $781869.34    | 0.26%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                               | HUB International Ltd                                                                                                      | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    994000 | PA      | $889502.67    | 0.30%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                 | BellRing Brands Inc                                                                                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    845000 | PA      | $838748.89    | 0.28%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                              | FMG Resources August 2006 Pty Ltd                                                                                          | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1220000 | PA      | $1073600.00   | 0.36%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                                                               | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    749000 | PA      | $616367.31    | 0.21%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                        | Business Jet Securities 2020-1 LLC                                                                                         | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183781 | PA      | $168624.62    | 0.06%             | 2035-11-15      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                                      | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    222000 | PA      | $197342.46    | 0.07%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                         | Informa PLC                                                                                                                | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |    192000 | PA      | $221015.79    | 0.07%             | 2026-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED SEK / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-702.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                 | Macquarie Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $536804.53    | 0.18%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                                                                      | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    970000 | PA      | $952252.88    | 0.32%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                          | Fiserv Inc                                                                                                                 | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    299000 | PA      | $256643.37    | 0.09%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings Inc                                                                                                     | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465850.88    | 0.16%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                             | Petra Diamonds US Treasury PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |    359894 | PA      | $349097.48    | 0.12%             | 2026-03-08      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED AUD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $9833.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                             | Huarong Finance 2017 Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    380000 | PA      | $270684.34    | 0.09%             | 2047-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp                                                                                                       | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    922000 | PA      | $841786.00    | 0.28%             | 2028-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    358000 | PA      | $302152.00    | 0.10%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CTP NV                                              | CTP NV                                                                                                                     | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $330495.87    | 0.11%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain Inc                                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    525000 | PA      | $494308.50    | 0.16%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                        | CaixaBank SA                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $247904.83    | 0.08%             | 2033-10-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                  | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    555000 | PA      | $486768.30    | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4 LP                                                                                                                | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144267 | PA      | $136284.91    | 0.05%             | 2050-02-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    535000 | PA      | $510912.07    | 0.17%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED AUD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $24954.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED NZD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |         1 | NC      | $876.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                      | Sabre GLBL Inc                                                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    167000 | PA      | $163804.79    | 0.05%             | 2025-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PT Pertamina (Persero)                              | Pertamina Persero PT                                                                                                       | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    376000 | PA      | $346911.98    | 0.12%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                        | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $769445.28    | 0.26%             | 2029-03-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                                           | Orange SA                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $440588.55    | 0.15%             | 2031-11-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                                                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $543986.55    | 0.18%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                            | Moss Creek Resources Holdings Inc                                                                                          | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    445000 | PA      | $410913.00    | 0.14%             | 2026-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                    | Boyd Gaming Corp                                                                                                           | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251946.80    | 0.08%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                            | Performance Food Group Inc                                                                                                 | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    860000 | PA      | $827745.85    | 0.28%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                               | WASH Multifamily Acquisition Inc                                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    558000 | PA      | $514876.87    | 0.17%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners LP                                                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $473750.60    | 0.16%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                    | ASR Nederland NV                                                                                                           | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $427667.54    | 0.14%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                            | Encino Acquisition Partners Holdings LLC                                                                                   | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466155.11    | 0.16%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1087000 | PA      | $896818.48    | 0.30%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                      | Qatar Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    203000 | PA      | $191658.39    | 0.06%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                              | Comstock Resources Inc                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    870000 | PA      | $802575.00    | 0.27%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                              | Crown Americas LLC / Crown Americas Capital Corp VI                                                                        | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $410314.80    | 0.14%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                               | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1012973.50   | 0.34%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    396000 | PA      | $404275.79    | 0.13%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                                                                 | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    371000 | PA      | $382548.62    | 0.13%             | 2030-04-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161986.02    | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    355000 | PA      | $286456.60    | 0.10%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |         1 | NC      | $11538.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                                 | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197286.80    | 0.07%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                            | Charles River Laboratories International Inc                                                                               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1197080.30   | 0.40%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                              | XHR LP                                                                                                                     | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    735000 | PA      | $652312.50    | 0.22%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $527050.00    | 0.18%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp                               | Encompass Health Corp                                                                                                      | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263013.40    | 0.09%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX Technologies Inc                                                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    490000 | PA      | $442227.81    | 0.15%             | 2028-06-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                        | QatarEnergy                                                                                                                | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    544000 | PA      | $462068.16    | 0.15%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                            | Constellation Brands Inc                                                                                                   | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    638000 | PA      | $582196.43    | 0.19%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                            | European Stability Mechanism                                                                                               | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |   1510000 | PA      | $1518162.02   | 0.51%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                       | Videotron Ltd                                                                                                              | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    284000 | PA      | $247095.65    | 0.08%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BOUYGUES SA                                         | Bouygues SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $233819.07    | 0.08%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                             | Hyundai Capital America                                                                                                    | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    479000 | PA      | $503447.53    | 0.17%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                                       | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $610974.83    | 0.20%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                                                                 | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    220000 | PA      | $188288.08    | 0.06%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                                | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44137.50     | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                  | CNX Resources Corp                                                                                                         | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    589000 | PA      | $540688.46    | 0.18%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED NZD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |         1 | NC      | $29892.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                        | QatarEnergy                                                                                                                | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    355000 | PA      | $280943.45    | 0.09%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $169924.86    | 0.06%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                    | HealthEquity Inc                                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    620000 | PA      | $555086.00    | 0.19%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTERFACE INC                                       | Interface Inc                                                                                                              | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |    980000 | PA      | $823347.00    | 0.27%             | 2028-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EXOR NV                                             | EXOR NV                                                                                                                    | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $233546.52    | 0.08%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                              | Star Energy Geothermal Wayang Windu Ltd                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    696477 | PA      | $676448.93    | 0.23%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                      | 1375209 BC Ltd                                                                                                             | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    395000 | PA      | $393522.70    | 0.13%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                                                                        | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269663.18    | 0.09%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                                        | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1312010.00   | 0.44%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $38.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                             | Autostrade per l'Italia SpA                                                                                                | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    280000 | PA      | $302904.43    | 0.10%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                            | Puma International Financing SA                                                                                            | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |   1338000 | PA      | $1231093.80   | 0.41%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                              | Westinghouse Air Brake Technologies Corp                                                                                   | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993335.84    | 0.33%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                            | Aretec Escrow Issuer Inc                                                                                                   | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $559125.00    | 0.19%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                | BANK 2021-BNK32                                                                                                            | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3619281 | PA      | $157496.64    | 0.05%             | 2054-04-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                     | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $564377.33    | 0.19%             | 2037-01-15      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $213399.76    | 0.07%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                 | Griffon Corp                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    739000 | PA      | $699404.38    | 0.23%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                               | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    668000 | PA      | $233970.77    | 0.08%             | 2025-06-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                  | CNX Resources Corp                                                                                                         | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152680.93    | 0.05%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                              | Standard Chartered PLC                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $269883.76    | 0.09%             | 2029-11-17      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                                                                   | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459506.89    | 0.15%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                     | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    940000 | PA      | $769751.90    | 0.26%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-194635.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings Inc                                                                                                           | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    845000 | PA      | $804135.80    | 0.27%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR Senior Secured Financing DAC                                                                                          | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $193600.00    | 0.06%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CIMPRESS PLC                                        | Cimpress PLC                                                                                                               | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    920000 | PA      | $638750.62    | 0.21%             | 2026-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                               | GYP Holdings III Corp                                                                                                      | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $860038.64    | 0.29%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                              | Williams Scotsman International Inc                                                                                        | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    845000 | PA      | $782938.98    | 0.26%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                             | Global Aircraft Leasing Co Ltd                                                                                             | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1475623 | PA      | $1346629.62   | 0.45%             | 2024-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    775000 | PA      | $701375.00    | 0.23%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                             | AI Candelaria Spain SA                                                                                                     | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    430342 | PA      | $409362.51    | 0.14%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    664000 | PA      | $621890.00    | 0.21%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                             | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2313021 | PA      | $192314.55    | 0.06%             | 2054-04-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                    | Taseko Mines Ltd                                                                                                           | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $525862.50    | 0.18%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                 | White Cap Buyer LLC                                                                                                        | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $559787.35    | 0.19%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                             | Sasol Financing USA LLC                                                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    558000 | PA      | $513415.80    | 0.17%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                            | Compass Minerals International Inc                                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    715000 | PA      | $697584.70    | 0.23%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    750000 | PA      | $767760.00    | 0.26%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $279728.40    | 0.09%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                                                               | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    519000 | PA      | $452299.31    | 0.15%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                  | Medco Bell Pte Ltd                                                                                                         | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    498000 | PA      | $478033.87    | 0.16%             | 2027-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                            | Virginia Electric and Power Co                                                                                             | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    348000 | PA      | $315672.13    | 0.11%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD GBP                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-890.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED GBP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-135.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                             | Nationwide Building Society                                                                                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $140308.94    | 0.05%             | 2027-12-07      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                       | Ingevity Corp                                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    861000 | PA      | $754656.46    | 0.25%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VeriSign Inc                                        | VeriSign Inc                                                                                                               | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401487.25    | 0.13%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK                             | China Construction Bank Corp                                                                                               | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    964000 | PA      | $955837.26    | 0.32%             | 2029-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B27 Mortgage Trust                                                                                          | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7129352 | PA      | $514691.42    | 0.17%             | 2054-07-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                              | CEZ AS                                                                                                                     | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    370000 | PA      | $376019.20    | 0.13%             | 2027-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                | Pertamina Persero PT                                                                                                       | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    900000 | PA      | $931699.47    | 0.31%             | 2048-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COEUR MINING INC                                    | Coeur Mining Inc                                                                                                           | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    805000 | PA      | $648189.01    | 0.22%             | 2029-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-75993.45    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4470000 | PA      | $3616160.18   | 1.21%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO RESERVAS REP DOMIN                            | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA                                               | CUSIP: 059566AA7<br>LEI: 549300CKQT0JZ2EGNC56 | Long             | DBT              | CORP              | DO        |    946000 | PA      | $946000.00    | 0.32%             | 2023-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | Microsoft Corp                                                                                                             | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     61000 | PA      | $42323.32     | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                | Banco de Sabadell SA                                                                                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $325908.31    | 0.11%             | 2029-02-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1150000 | PA      | $1054938.05   | 0.35%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                       | INTELSAT JACKSON HOLDINGS S A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       768 | NS      | $4416.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                       | Life Time Inc                                                                                                              | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    555000 | PA      | $533366.10    | 0.18%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                                                         | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $477872.35    | 0.16%             | 2026-12-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                                                                       | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    505000 | PA      | $491973.22    | 0.16%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                            | Terraform Global Operating LP                                                                                              | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    565000 | PA      | $535337.50    | 0.18%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY INC                                        | Tapestry Inc                                                                                                               | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    424000 | PA      | $347547.70    | 0.12%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUND FUTURE MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -31 | NC      | $6952.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                            | Holding d'Infrastructures de Transport SASU                                                                                | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $445188.06    | 0.15%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                                                                       | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    521000 | PA      | $469537.70    | 0.16%             | 2026-01-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                                                                      | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    760000 | PA      | $696661.60    | 0.23%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | CS100072 MFS                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | CA        |   1260000 | NC      | $10592.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                     | Bermuda Government International Bond                                                                                      | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    239000 | PA      | $204345.00    | 0.07%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                 | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1125969.60   | 0.38%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                      | Bombardier Inc                                                                                                             | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    314000 | PA      | $314392.50    | 0.10%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| G CITY EUROPE LTD                                   | G City Europe Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800OJ67K27RCO2J56 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $100561.40    | 0.03%             | 2026-08-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS                            | Caixa Geral de Depositos SA                                                                                                | CUSIP: 000000000<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |    200000 | PA      | $226457.76    | 0.08%             | 2028-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | KR        |         1 | NC      | $-3507.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                                                                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $604912.50    | 0.20%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                          | Terex Corp                                                                                                                 | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    965000 | PA      | $901068.75    | 0.30%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer